Sylvia Kaufmann : Citation Profile

Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

14

H index

17

i10 index

561

Citations

RESEARCH PRODUCTION:

32

Articles

46

Papers

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 20
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 44 (7.27 %)

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   Permalink: http://citec.repec.org/pka122
   Updated: 2024-12-03    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Gubler, Matthias (3)

Beutler, Toni (3)

Grisse, Christian (2)

Hauri, Simona (2)

Fischer, Andreas (2)

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

Is cited by:

Casarin, Roberto (35)

Billio, Monica (31)

Owyang, Michael (24)

Huber, Florian (19)

Ravazzolo, Francesco (13)

van Dijk, Herman (11)

Gómez-Loscos, Ana (10)

Winter-Ebmer, Rudolf (9)

Koop, Gary (9)

Rubio, Margarita (9)

Weber, Andrea (8)

Cites to:

Bernanke, Ben (44)

Gertler, Mark (29)

Hamilton, James (20)

Forni, Mario (19)

Reichlin, Lucrezia (18)

Blinder, Alan (17)

de Bondt, Gabe (16)

Waggoner, Daniel (14)

Vermeulen, Philip (14)

Lippi, Marco (13)

Kashyap, Anil (12)

Main data

Where Sylvia Kaufmann has published?

Journals with more than one article published# docs
Monetary Policy & the Economy3
Empirical Economics2
Studies in Nonlinear Dynamics & Econometrics2
Swiss Journal of Economics and Statistics2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
Journal of Econometrics2
Swiss Journal of Economics and Statistics (SJES)2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank, Study Center Gerzensee12
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)10
Working Papers / Swiss National Bank3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working papers / Faculty of Business and Economics - University of Basel2
Working Paper Series / European Central Bank2

Recent works citing Sylvia Kaufmann (2024 and 2023)

YearTitle of citing document
2023Women, 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.

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2023Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023When 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.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis. (2023). Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2303.00473.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023A Portfolio Rebalancing Approach for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2310.09770.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2023Global 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.

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2023A 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.

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2023A 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.

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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2023High-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.

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2023Dynamic clustering of multivariate panel data. (2023). Lucas, Andre ; Joo, Igor Custodio ; Schwaab, Bernd ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000689.

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2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

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2023Bayesian 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.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2024COVID-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.

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2024Industrial 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.

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2023The 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.

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2023The jobless recovery after the 1980–1981 British recession. (2023). Paker, Meredith M. In: Explorations in Economic History. RePEc:eee:exehis:v:90:y:2023:i:c:s0014498323000396.

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2024Business 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.

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2023Asymmetric 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.

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2023Should 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.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2024A 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.

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2023A 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.

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2023The kindness of strangers: Brexit and bilateral financial linkages. (2023). Fischer, Andreas ; Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2023-02.

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2023Robust 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.

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2023A 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.

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2023Global 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.

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2023Identifying 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.

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2023Subspace 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.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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Works by Sylvia Kaufmann:

YearTitleTypeCited
2008Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article77
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 77		paper
2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article37
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 37		paper
2002Bayesian analysis of switching ARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article15
2000Bayesian Analysis of Switching ARCH Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 15		paper
2010THE 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]		article18
2007The 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.
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This paper has nother version. Agregated cites: 18		paper
2006A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2020Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2005Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area In: Working papers.
[Full Text][Citation analysis]		paper0
2006Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2021Portfolio rebalancing in times of stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2021Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 4		article
2001Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2002Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2000Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal.
[Citation analysis]		article27
2009Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling.
[Full Text][Citation analysis]		article24
2007Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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This paper has nother version. Agregated cites: 24		paper
2007Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2015K-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]		article32
2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
[Full Text][Citation analysis]		article33
2021Bank lending in Switzerland: Driven by business models and exposed to uncertainty In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2020The cyclical component of labor market polarization and jobless recoveries in the US In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article4
2014The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2016The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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This paper has nother version. Agregated cites: 4		paper
2010Modeling Credit Aggregates In: EcoMod2004.
[Full Text][Citation analysis]		paper27
2004Modeling Credit Aggregates.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
1996Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey In: Economics Series.
[Full Text][Citation analysis]		paper0
2008Bank 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]		article12
2013Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers.
[Full Text][Citation analysis]		paper1
2006How do changes in monetary policy affect bank lending? An analysis of Austrian bank data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article11
2006How do changes in monetary policy affect bank lending? An analysis of Austrian bank data.(2006) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 11		article
2010Dating 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]		article28
2008Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data..(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2009Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers.
[Full Text][Citation analysis]		paper8
2010Bank-Lending Standards, the Cost Channel and Inflation Dynamics.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017Don 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]		article0
2010A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2008Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s In: Empirica.
[Full Text][Citation analysis]		article4
2004The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article4
2004Growth and Stability in the EU In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article5
2007Capturing 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]		article1
2001Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data In: Working Papers.
[Full Text][Citation analysis]		paper36
2002Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data..(2002) In: Empirical Economics.
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This paper has nother version. Agregated cites: 36		article
2003The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers.
[Full Text][Citation analysis]		paper8
2003Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data. In: Working Papers.
[Full Text][Citation analysis]		paper1
1996Permanent Components in Swiss Macroeconomic Variables In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2010Discussion: 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]		article0
2011K-state switching models with endogenous transition distributions In: Working Papers.
[Full Text][Citation analysis]		paper5
2016Changing dynamics at the zero lower bound In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2002The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics.
[Full Text][Citation analysis]		article45
1999The 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: 45		paper
2020COVID-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]		article2
2020Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting..(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2023Covid-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]		article1
2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
[Full Text][Citation analysis]		paper9
2014K-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]		paper0
2016Hidden Markov models in time series, with applications in economics In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2019Factor augmented VAR revisited - A sparse dynamic factor model approach.(2019) In: Working Papers.
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2018Factor augmented VAR revisited - A sparse dynamic factor model approach.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2022Covid-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]		paper0
2022Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting..(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2023Bayesian (non-)unique sparse factor modelling In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Dynamic Tensor Regression In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2018Bayesian Dynamic Tensor Regression.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2000On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers.
[Full Text][Citation analysis]		paper0
2000On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers.
[Full Text][Citation analysis]		paper0
1997Measuring Business Cycles with a Dynamic Markov Switching Factor Model In: Vienna Economics Papers.
[Citation analysis]		paper1
1998Bayes inference in common Markov switching trends models In: Vienna Economics Papers.
[Citation analysis]		paper0
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article15
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
[Full Text][Citation analysis]		paper12

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