Sandra Eickmeier : Citation Profile

Deutsche Bundesbank

24

H index

31

i10 index

1944

Citations

RESEARCH PRODUCTION:

21

Articles

53

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 97
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 50 (2.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei21
   Updated: 2025-12-13    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Petersen, Luba (2)

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 (27)

Schumacher, Christian (23)

Kose, Ayhan (23)

Conti, Antonio (21)

Baumeister, Christiane (20)

Luciani, Matteo (20)

Hamilton, James (20)

Ruiz, Esther (18)

Hofmann, Boris (17)

Kabundi, Alain (17)

Cites to:

Reichlin, Lucrezia (98)

Marcellino, Massimiliano (73)

Forni, Mario (70)

Watson, Mark (69)

Peersman, Gert (64)

Kose, Ayhan (57)

Stock, James (47)

Lippi, Marco (47)

Bai, Jushan (43)

Ng, Serena (41)

Bernanke, Ben (39)

Main data

Where Sandra Eickmeier has published?

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

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
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Paper Series / European Central Bank2
CESifo Working Paper Series / CESifo2

Recent works citing Sandra Eickmeier (2025 and 2024)

YearTitle of citing document
2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2025Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2024How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2024Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2025The Pass Through of Monetary Policy to Euro Area Bank Interest Rates. (2025). Nektarios, Michail ; Kyriaki, Louka. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:131-192:n:1001.

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2025A Quick Stress Testing Methodology for Irish Banks. (2025). de Comres, Quentin Bro ; Mugrabi, Farah ; Lyons, Paul. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25.

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2024Bank’s Risk-Taking Channel of Monetary Policy and TLTRO: Evidence from the Eurozone. (2024). Ferreira, Jorge ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11116.

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2024Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11512.

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2025Conditioning business and financial cycles on multivariate information. (2025). Schroeder, Adrian ; Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:11225.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2025Supply shocks and inflation: timely insights from financial markets. (2025). Minesso, Massimo Ferrari ; Cassinis, Maria Giulia ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20253096.

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2025How do rising temperatures affect inflation expectations?. (2025). van Rooij, Maarten ; Georgarakos, Dimitris ; Kenny, Geoff ; Meyer, Justus. In: Working Paper Series. RePEc:ecb:ecbwps:20253132.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2025Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model. (2025). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara ; Ahmadi, Maryam. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500077x.

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2025Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2024Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

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2025Reaction of Chinese housing prices to oil prices and monetary policy shocks. (2025). Chen, Bin ; Zhu, Xingyi. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004968.

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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151.

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2024Impact of higher federal funds rates on bank risk during higher inflation in the U.S.. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012382.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Impacts of the European energy transition: Spillover effects and transmission channels. (2025). Silva, Emilson ; Attlio, Luccas Assis. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s294975312500027x.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Thinking outside the container: A sparse partial least squares approach to forecasting trade flows. (2024). Stamer, Vincent. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1336-1358.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2025The real effect of monetary policy under uncertainty: Evidence from the change in corporate financing purposes. (2025). Wang, Yizhong ; Lu, Jiajun ; Lv, Linying ; Zhu, Yueteng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000020.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2024Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). Coulier, Lara ; de Schryder, Selien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2025The global financial cycle and macroeconomic tail risks. (2025). Schüler, Yves ; Prieto, Esteban ; Metiu, Norbert ; Emter, Lorenz ; Schler, Yves ; Beutel, Johannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000774.

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2025The multifaceted effect of monetary policy on U.S. credit aggregates. (2025). Coussin, Maximilien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000114.

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2025Impact of government domestic borrowing on monetary policy rate pass-through in Tanzania. (2025). Mwakalila, Enock. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:1:p:150-165.

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2025Critical minerals: A new source of macroeconomic fluctuation?. (2025). Attlio, Luccas Assis. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420725000194.

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2024The impact of foreign participation on risk-taking in Chinese commercial banks: The co-governance role of equity checks and foreign supervision. (2024). Zhu, Jingyi ; Liu, Jiasong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001380.

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2024Economic policy uncertainty and bank stability: Size, capital, and liquidity matter. (2024). TARAZI, Amine ; Danisman, Gamze Ozturk. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:102-118.

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2024Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Hong, Yun ; Jiang, Yanhui ; Xiao, Xiyue ; Qu, BO. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Is the exchange rate a shock absorber? The shocks matter. (2024). Scharler, Johann ; Beckmann, Joscha ; Breitenlechner, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:114-130.

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2024The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111.

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2024The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Dokas, Ioannis ; Xidonas, Panos ; Samitas, Aristeidis ; Christopoulos, Apostolos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242.

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2025Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539.

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2025Global Macro-Financial Cycles and Spillovers. (2025). Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim ; Prasad, Eswar S. In: Working Papers. RePEc:fip:feddwp:99897.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2025Geopolitics Meets Monetary Policy: Decoding Their Impact on Cross-Border Bank Lending. (2025). Temesvary, Judit ; Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1403.

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2025Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:119-:d:1598489.

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2025US Credit Spillovers to Small Open Economies : A Proxy-VAR Approach. (2025). Chang, Shian ; Arai, Natsuki. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:66:y:2025:i:1:p:46-60.

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2025Fiscal Forecast Errors in the Eurozone: The Influence of Independent Fiscal Institutions (IFIs) and Monetary Policy. (2025). Grijalba, Miguel Angoitia ; Romero, Daniel Fernndez ; Mora-Ruano, Rubn ; Lorenti, Nicols A. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:254:i:3:p:119-156.

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2024Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe. (2024). Gwon, Gyowon ; Centorrino, Samuele ; Cevik, Serhan ; Binici, Mahir. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:2:a:6.

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2025Synchronization vs. Transmission: The Effect of the German Slowdown on the Italian Business Cycle. (2025). Mistretta, Alessandro. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:7.

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2024The interest rate pass-through by loan size: Evidence for Mexico, 2011-2019. (2024). Cotler, Pablo ; Carrillo, Rodrigo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:5.

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2024Bank’s risk-taking channel of monetary policy and TLTRO: Evidence from the Eurozone. (2024). Ferreira, Jorge ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03202024.

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2024Tight Money, Tight Standards. (2024). Opoku, Philemon Kwame. In: Working Papers REM. RePEc:ise:remwps:wp03232024.

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2024Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03592024.

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2025Risk-taking channel of monetary policy and the role of ESG and political instability: evidence from South Asia. (2025). Mohammed, Khalil ; Hussain, Muhammad Mazhar. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00674-8.

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2024Is There a Pervasive World Real Credit Cycle?. (2024). Martins, Rodrigo ; Cerqueira, Pedro ; Castro, Vitor. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09719-4.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2024Time-Varying Structural Approximate Dynamic Factor Model. (2024). Liu, Qingfeng ; Zhao, Ziyan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2401.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Tracking Global Economic Uncertainty: Implications for the Euro Area. (2024). Ricci, Martino ; Quaglietti, Lucia ; Bobasu, Alina. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00216-9.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2025The international spillover effects of US Quality of Political Signals: A Global VAR approach. (2025). Salisu, Afees ; Akume, Michael ; Hammed, Yinka S. In: MPRA Paper. RePEc:pra:mprapa:123530.

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2025Reflecting on the recent banking crisis, what are the new financial stability determinants?. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125565.

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2024Regulation and bank lending in South Africa a narrative index approach. (2024). Viegi, Nicola ; Sibande, Xolani ; Koch, Steve ; Mncube, Keaoleboga ; Nxumalo, Dumakude. In: Working Papers. RePEc:rbz:wpaper:11069.

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2024Evaluating Oil Price Forecasts: A Meta-analysis. (2024). Magkonis, Georgios ; Filis, George ; Filippidis, Michail. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:2:p:71-89.

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2024Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6.

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2024On the time-varying effects of the ECB’s asset purchases. (2024). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02529-0.

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2024The factor structure of exchange rates volatility: global and intermittent factors. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02542-3.

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2024Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach. (2024). Alam, Masud. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02591-2.

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2024The impact of diversification on the profitability and risk of Chinese banks: evidence from a semiparametric approach. (2024). Tortosa-Ausina, Emili ; Wu, Minzhi ; Cruz-Garca, Paula. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02619-7.

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2025Inflation co-movement: new insights from quantile factor model. (2025). Akin, Tugba ; Gunes, Sevcan ; Karul, Cagin ; Gurel, Sinem Pinar ; Nazlioglu, Saban. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:1:d:10.1007_s00181-025-02733-0.

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2025Spillover effects of separated oil price shocks on regional financial stress amidst Russia–Ukraine and global geopolitical tensions: a novel GVAR approach. (2025). Sohag, Kazi ; Ahmed, Faroque. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00329-8.

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2024Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa. (2024). Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09668-9.

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2025The impact of monetary policy shocks on banks systemic risk in canada. (2025). Haskuee, Mortaza Baky ; Yildirim, Semih H. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09700-y.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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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.
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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]		article38
2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article52
2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
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This paper has nother version. Agregated cites: 52		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 nother version. Agregated cites: 52		paper
2010Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper35
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 35		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 nother 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]		paper88
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 nother version. Agregated cites: 88		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 nother version. Agregated cites: 88		paper
2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper244
2015How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review.
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This paper has nother version. Agregated cites: 244		article
2011How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 244		paper
2013Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2016Time Variation in Macro‐Financial Linkages.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 52		article
2013Time variation in macro-financial linkages.(2013) In: Discussion Papers.
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2013MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article48
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 48		paper
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 48		paper
2018CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article15
2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2014In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article151
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 nother version. Agregated cites: 151		paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]		article8
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article153
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2007Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review.
[Full Text][Citation analysis]		article104
2004Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2011Forecasting national activity using lots of international predictors: An application to New Zealand In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
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 nother version. Agregated cites: 36		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 nother version. Agregated cites: 36		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 nother version. Agregated cites: 36		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]		article56
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]		article84
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 nother version. Agregated cites: 84		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 nother version. Agregated cites: 84		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 nother version. Agregated cites: 84		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.
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This paper has nother version. Agregated cites: 84		paper
2014Analyzing Business and Financial Cycles Using Multi-Level Factor Models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper28
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
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2016Time-Varying Volatility, Financial Intermediation and Monetary Policy In: CAMA Working Papers.
[Full Text][Citation analysis]		paper28
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 nother version. Agregated cites: 28		paper
2016Financial Shocks and Inflation Dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]		paper38
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 38		paper
2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 38		paper
2018The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper25
2018Macroeconomic effects of bank capital regulation.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 25		paper
2018Effects of Bank Capital Requirement Tightenings on Inequality In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2018Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3		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]		article47
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]		article105
2024Toward a Holistic Approach to Central Bank Trust In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024The ECB’s Climate Activities and Public Trust In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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]		article151
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 151		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]		paper17
2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article112
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		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.
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This paper has nother 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]		paper14
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]		paper30
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]		paper26
2012Monetary policy and the oil futures market In: Discussion Papers.
[Full Text][Citation analysis]		paper5

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