Sandra Eickmeier : Citation Profile

Are you Sandra Eickmeier?

Deutsche Bundesbank

23

H index

31

i10 index

1734

Citations

RESEARCH PRODUCTION:

21

Articles

51

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 108
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 214.    Total self citations: 50 (2.8 %)

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   Permalink: http://citec.repec.org/pei21
   Updated: 2023-08-19    RAS profile: 2019-05-15    
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Relations with other researchers

Works with:

Prieto, Esteban (5)

Kolb, Benedikt (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Eickmeier.

Is cited by:

Marcellino, Massimiliano (36)

Feldkircher, Martin (26)

Schumacher, Christian (23)

Kose, Ayhan (21)

Baumeister, Christiane (20)

Kabundi, Alain (20)

Hamilton, James (20)

Luciani, Matteo (20)

Conti, Antonio (19)

Ruiz, Esther (17)

Poncela, Pilar (17)

Cites to:

Reichlin, Lucrezia (97)

Marcellino, Massimiliano (71)

Forni, Mario (70)

Watson, Mark (69)

Peersman, Gert (63)

Kose, Ayhan (56)

Lippi, Marco (47)

Stock, James (47)

Bai, Jushan (43)

Ng, Serena (43)

Bernanke, Ben (39)

Main data

Where Sandra Eickmeier has published?

Journals with more than one article published# docs
European Economic Review3
Journal of Money, Credit and Banking2
International Journal of Forecasting2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank18
Discussion Papers / Deutsche Bundesbank10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Paper Series / European Central Bank2
CESifo Working Paper Series / CESifo2

Recent works citing Sandra Eickmeier (2022 and 2021)

YearTitle of citing document
2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

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2022Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2021.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2021Optimal Monetary Policy with the Risk-Taking Channel. (2021). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:bde:wpaper:2137.

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2021Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21.

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2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

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2021BANK COMPETITION AND RISK-TAKING IN THE EUROPEAN UNION: EVIDENCE OF A NON-LINEAR RELATIONSHIP. (2021). Pintilie, Nicoleta-Livia ; Ihnatov, Iulian ; Cpraru, Bogdan. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:230:p:35-66.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2021Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry. (2021). Ponomarenko, Alexey ; Sinyakov, Andrey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps78.

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2021Are central banks to blame? Monetary policy and bank lending behavior. (2021). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:762-779.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2021INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:510-531.

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2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

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2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2023Monetary policy, ownership structure, and risk?taking at financial intermediaries. (2023). Figueira, Catarina ; Caselli, Giorgio. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:167-191.

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2021INTEREST RATE PASS?THROUGH: A META?ANALYSIS OF THE LITERATURE. (2021). Melecky, Ales ; Melecký, Martin ; Gregor, Jiří. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:141-191.

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2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

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2022A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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2021The transmission of bank capital requirements and monetary policy to bank lending in Germany. (2021). Vogel, Ursula ; Imbierowicz, Bjorn ; Loffler, Axel. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:144-164.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

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2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

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2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

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2021Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2156.

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2021.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

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2022From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts. (2022). Melecký, Martin ; Janku, Jan ; Gregor, Jiri. In: Working Papers. RePEc:cnb:wpaper:2022/9.

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2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:704.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2021Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541.

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2021Euro area sovereign bond risk premia during the Covid-19 pandemic. (2021). Grimm, Niklas ; Corradin, Stefano ; Schwaab, Bernd. In: Working Paper Series. RePEc:ecb:ecbwps:20212561.

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2022Supply or Demand: What Drives Fluctuations in the Bank Loan Market?. (2022). Altavilla, Carlo ; Bouscasse, Paul ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20222646.

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2022The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673.

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2021Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

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2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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2021Industry heterogeneity in the risk-taking channel. (2021). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002108.

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2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

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2022Twenty years with the Euro: Eurozone banking market integration revisited. (2022). Sander, Harald ; Kleimeier, Stefanie. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001869.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2021Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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2021Is the assumption of constant factor loadings too strong in practice?. (2021). Hartigan, Luke ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:100-108.

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2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

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2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140.

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2022Monetary policy and bank performance: The role of business models. (2022). Huynh, Japan ; Dang, Van Dan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002011.

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2023Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747.

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2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

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2022Financial intermediary leverage and monetary policy transmission. (2022). Li, Zehao. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000332.

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2022Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306.

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2023Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002136.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908.

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2021The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector. (2021). Wang, Cong ; Dong, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120302235.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688.

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2022The impact of interest rate policy on credit union lending during a crisis period. (2022). Luu, Hiep Ngoc ; Mai, Lan Thi ; Phuong, Thao Thi. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002471.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2022Banking deregulation, macroeconomic dynamics and monetary policy. (2022). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia M. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000791.

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2022Euro area banking and monetary policy shocks in the QE era. (2022). Kabundi, Alain ; de Simone, Francisco Nadal. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000845.

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2022Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239.

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2022Surges and instability: The maturity shortening channel. (2022). Su, Dan ; Li, Xiang. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001118.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2021Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?. (2021). Huang, Fei ; He, Lingyu ; Yang, Yanrong ; Shi, Jianjie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:14-34.

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2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500.

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2022Precautionary liquidity shocks, excess reserves and business cycles. (2022). Theodoridis, Konstantinos ; Bratsiotis, George J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000129.

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2022Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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More than 100 citations found, this list is not complete...

Works by Sandra Eickmeier:

YearTitleTypeCited
2013Understanding Global Liquidity In: BIS Working Papers.
[Full Text][Citation analysis]		paper75
2014Understanding global liquidity.(2014) In: European Economic Review.
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2013Understanding global liquidity.(2013) In: Discussion Papers.
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2015Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article30
2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article47
2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2008The global dimension of inflation: evidence from factor-augmented Phillips curves.(2008) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 47		paper
2010Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2011In Search for Yield? New Survey-Based Evidence on Bank Risk Taking In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 15		paper
2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time?Varying FAVAR.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		article
2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 79		paper
2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper203
2015How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review.
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This paper has another version. Agregated cites: 203		article
2011How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203		paper
2013Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2016Time Variation in Macro?Financial Linkages.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		article
2013Time variation in macro-financial linkages.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 48		paper
2013MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article41
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 41		paper
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 41		paper
2018CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2014In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article132
2011In search for yield? Survey-based evidence on bank risk taking.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 132		paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]		article7
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article130
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		paper
2007Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review.
[Full Text][Citation analysis]		article99
2004Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 99		paper
2011Forecasting national activity using lots of international predictors: An application to New Zealand In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
2011Forecasting national activity using lots of international predictors: An application to New Zealand.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2009Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2009Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2006How synchronized are new EU member states with the euro area? Evidence from a structural factor model In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article53
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article69
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 69		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2014Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper24
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2016Time-varying volatility, financial intermediation and monetary policy In: CAMA Working Papers.
[Full Text][Citation analysis]		paper25
2016Time-varying volatility, financial intermediation and monetary policy.(2016) In: Discussion Papers.
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2016Time-varying Volatility, Financial Intermediation and Monetary Policy.(2016) In: IWH Discussion Papers.
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This paper has another version. Agregated cites: 25		paper
2016Financial shocks and inflation dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]		paper33
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
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2018The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2018Effects of bank capital requirement tightenings on inequality In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2018Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2012The ESRB at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book0
2009Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
2010Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article2
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article98
2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper2
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article147
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 147		paper
2005How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� In: TWI Research Paper Series.
[Full Text][Citation analysis]		paper15
2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article101
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101		paper
2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper0
2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper13
2005How synchronized are central and east European economies with the euro area? Evidence from a structural factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper18
2006Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper10
2006Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper27
2006How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper25
2012Monetary policy and the oil futures market In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2018Macroeconomic effects of bank capital regulation In: Discussion Papers.
[Full Text][Citation analysis]		paper16

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