14
H index
17
i10 index
570
Citations
Sylvia Kaufmann : Citation Profile
Universität Basel (10% share) | RESEARCH PRODUCTION: 33 Articles 49 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1996 - 2025). 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis. (2022). Fruhwirth-Schnatter, Sylvia ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:2211.00671. Full description at Econpapers || Download paper |
| 2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper |
| 2025 | Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Trapin, Luca ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2502.04112. Full description at Econpapers || Download paper |
| 2024 | Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper |
| 2024 | COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131. Full description at Econpapers || Download paper |
| 2024 | Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149. Full description at Econpapers || Download paper |
| 2024 | Business model and ESG pillars: The impacts on banking default risk. (2024). Altunbas, Yener ; Ferilli, Greta Benedetta ; Palmieri, Egidio ; Geretto, Enrico Fioravante ; Stefanelli, Valeria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004945. Full description at Econpapers || Download paper |
| 2024 | What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows. (2024). Wang, Xichen ; Duan, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001529. Full description at Econpapers || Download paper |
| 2024 | A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country. (2024). Alam, Md Shabbir ; Hayat, Umar ; Hussain, Ibrar ; Khan, Uzma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09405-y. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India. (2024). Fatima, Sana ; Adil, Masudul Hasan ; Mittal, Ashok ; Sharma, Vishal. In: Vision. RePEc:sae:vision:v:28:y:2024:i:4:p:480-493. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Gradualism in US Monetary Policy. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074. 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 | 78 |
| 2004 | Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | 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 | 18 |
| 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: 18 | 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 | 5 |
| 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: 5 | article | |
| 2001 | Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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 | 32 |
| 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 | 30 |
| 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 | 2 |
| 2020 | The cyclical component of labor market polarization and jobless recoveries in the US In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | 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: 4 | 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 | 28 |
| 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: 28 | 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 | 2 |
| 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 | 46 |
| 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: 46 | 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 | 2 |
| 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: 2 | 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: 2 | 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 |
| 2024 | Bayesian (non-)unique sparse factor modelling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A geometric approach to factor model identification In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | A geometric approach to factor model identification 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 | 5 |
| 2018 | Bayesian Dynamic Tensor Regression.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 16 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team