14
H index
17
i10 index
544
Citations
Sylvia Kaufmann : Citation Profile
Studienzentrum Gerzensee | RESEARCH PRODUCTION: 33 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sylvia Kaufmann. | Is cited by:
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Main data
Where Sylvia Kaufmann has published?
Recent works citing Sylvia Kaufmann (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Women, Wealth Effects, and Slow Recoveries. (2023). Nakamura, Emi ; Fukui, Masao ; Steinsson, Jon. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:1:p:269-313. Full description at Econpapers || Download paper |
| 2023 | Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322. Full description at Econpapers || Download paper |
| 2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper |
| 2023 | When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354. Full description at Econpapers || Download paper |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper |
| 2023 | Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis. (2023). Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2303.00473. Full description at Econpapers || Download paper |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper |
| 2023 | A Portfolio Rebalancing Approach for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2310.09770. Full description at Econpapers || Download paper |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper |
| 2023 | A novel spatio-temporal clustering algorithm with applications on COVID-19 data from the United States. (2023). Karmakar, Sayar ; Deb, Soudeep. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001214. Full description at Econpapers || Download paper |
| 2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper |
| 2023 | High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers || Download paper |
| 2023 | Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62. Full description at Econpapers || Download paper |
| 2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper |
| 2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087. Full description at Econpapers || Download paper |
| 2023 | Should models of monetary policy asymmetry include interaction terms?. (2023). Stockwell, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000129. Full description at Econpapers || Download paper |
| 2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper |
| 2023 | A Snapshot of Where We Are. A Gross Domestic Product Analysis Related to Household Energy Price Index in the European Union. (2023). Ene, Giorgiana Roxana. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxiii:y:2023:i:1:p:360-367. Full description at Econpapers || Download paper |
| 2023 | The kindness of strangers: Brexit and bilateral financial linkages. (2023). Fischer, Andreas ; Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2023-02. Full description at Econpapers || Download paper |
| 2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
| 2023 | A monthly leading indicator of Swiss GDP growth based on Okun’s law. (2023). Sheldon, George ; Kugler, Peter. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00115-w. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper |
| 2023 | Nexus between non?performing loans and economic growth in emerging countries: Evidence from Turkey with wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Kartal, Mustafa ; Ayhan, Fatih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1250-1260. Full description at Econpapers || Download paper |
| 2023 | Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555. Full description at Econpapers || Download paper |
| 2023 | Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576. Full description at Econpapers || Download paper |
| 2023 | Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023. Full description at Econpapers || Download paper |
Works by Sylvia Kaufmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 72 |
| 2004 | Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2008 | DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 37 |
| 2005 | Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2005 | Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2002 | Bayesian analysis of switching ARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 15 |
| 2000 | Bayesian Analysis of Switching ARCH Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2010 | THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2007 | The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2006 | A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2020 | Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Portfolio rebalancing in times of stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2001 | Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2002 | Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2000 | Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal. [Citation analysis] | article | 27 |
| 2009 | Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2007 | Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2007 | Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2015 | K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2019 | Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2004 | Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy. [Full Text][Citation analysis] | article | 33 |
| 2021 | Bank lending in Switzerland: Driven by business models and exposed to uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2020 | The cyclical component of labor market polarization and jobless recoveries in the US In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Modeling Credit Aggregates In: EcoMod2004. [Full Text][Citation analysis] | paper | 27 |
| 2004 | Modeling Credit Aggregates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 1996 | Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 12 |
| 2013 | Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | How do changes in monetary policy affect bank lending? An analysis of Austrian bank data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2006 | How do changes in monetary policy affect bank lending? An analysis of Austrian bank data.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2010 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2008 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data..(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2009 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | Don Harding Adrian Papgan: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2010 | A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s In: Empirica. [Full Text][Citation analysis] | article | 4 |
| 2004 | The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 4 |
| 2004 | Growth and Stability in the EU In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 5 |
| 2007 | Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2001 | Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2002 | Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data..(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2003 | The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Permanent Components in Swiss Macroeconomic Variables In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2010 | Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2011 | K-state switching models with endogenous transition distributions In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Changing dynamics at the zero lower bound In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Changing dynamics at the zero lower bound.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics. [Full Text][Citation analysis] | article | 43 |
| 1999 | The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?.(1999) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2020 | COVID-19 outbreak and beyond: the information content of registered short-time workers for GDP now- and forecasting In: Swiss Journal of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting..(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting In: Swiss Journal of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Hidden Markov models in time series, with applications in economics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Factor augmented VAR revisited - A sparse dynamic factor model approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Factor augmented VAR revisited - A sparse dynamic factor model approach.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting..(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Bayesian (non-)unique sparse factor modelling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Bayesian Dynamic Tensor Regression In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Bayesian Dynamic Tensor Regression.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Measuring Business Cycles with a Dynamic Markov Switching Factor Model In: Vienna Economics Papers. [Citation analysis] | paper | 1 |
| 1998 | Bayes inference in common Markov switching trends models In: Vienna Economics Papers. [Citation analysis] | paper | 0 |
| 2017 | Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2021 | Reduced?form factor augmented VAR—Exploiting sparsity to include meaningful factors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
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