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Details about Sandra Eickmeier

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Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Sandra Eickmeier.

Last updated 2014-07-18. Update your information in the RePEc Author Service.

Short-id: pei21


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Working Papers

2014

  1. Analyzing business and financial cycles using multi-level factor models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (7)
    Also in Discussion Papers, Deutsche Bundesbank, Research Centre (2014) Downloads View citations (7)

2013

  1. China's role in global inflation dynamics
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (8)
  2. Time Variation in Macro-Financial Linkages
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Discussion Papers, Deutsche Bundesbank, Research Centre (2013) Downloads View citations (8)
  3. Understanding Global Liquidity
    BIS Working Papers, Bank for International Settlements Downloads View citations (6)
    Also in Discussion Papers, Deutsche Bundesbank, Research Centre (2013) Downloads View citations (6)

    See also Journal Article in European Economic Review (2014)

2012

  1. Monetary policy and the oil futures market
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (2)

2011

  1. Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2011) Downloads View citations (12)
  2. How Do Credit Supply Shocks Propagate Internationally? A GVAR approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2011) Downloads View citations (33)
  3. In Search for Yield? New Survey-Based Evidence on Bank Risk Taking
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (6)
  4. In search for yield? Survey-based evidence on bank risk taking
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  5. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2011) Downloads View citations (20)

2010

  1. Macroeconomic Factors and Micro-Level Bank Risk
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (30)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2010) Downloads View citations (14)
  2. Monetary policy, housing booms and financial (im)balances
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2010) Downloads View citations (1)

    See also Journal Article in Macroeconomic Dynamics (2013)

2009

  1. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads
    Also in Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung (2009) Downloads
  2. Forecasting national activity using lots of international predictors: an application to New Zealand
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (4)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2009) Downloads View citations (4)

    See also Journal Article in International Journal of Forecasting (2011)
  3. Testing for structural breaks in dynamic factor models
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads
    See also Journal Article in Journal of Econometrics (2011)
  4. The global dimension of inflation - evidence from factor-augmented Phillips curves
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2008) Downloads View citations (1)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)

2006

  1. Business cycle transmission from the euro area to CEECs
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (1)
  2. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads
  3. How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (21)
  4. Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (15)
    See also Journal Article in German Economic Review (2009)

2005

  1. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (10)
  2. Dynamic factor models
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (74)
    See also Journal Article in AStA Advances in Statistical Analysis (2006)
  3. How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universit�t Konstanz Downloads View citations (3)
  4. How synchronized are central and east European economies with the euro area? Evidence from a structural factor model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (13)

2004

  1. Business Cycle Transmission from the US to Germany: a Structural Factor Approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (6)
    See also Journal Article in European Economic Review (2007)

Journal Articles

2014

  1. In search for yield? Survey-based evidence on bank risk taking
    Journal of Economic Dynamics and Control, 2014, 43, (C), 12-30 Downloads View citations (33)
    See also Working Paper (2011)
  2. Macroeconomic Factors and Microlevel Bank Behavior
    Journal of Money, Credit and Banking, 2014, 46, (4), 715-751 Downloads View citations (23)
  3. Understanding global liquidity
    European Economic Review, 2014, 68, (C), 1-18 Downloads View citations (21)
    See also Working Paper (2013)

2013

  1. MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES
    Macroeconomic Dynamics, 2013, 17, (04), 830-860 Downloads View citations (19)
    See also Working Paper (2010)
  2. The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 103-122 Downloads View citations (9)
    See also Working Paper (2009)

2011

  1. Forecasting national activity using lots of international predictors: An application to New Zealand
    International Journal of Forecasting, 2011, 27, (2), 496-511 Downloads View citations (13)
    Also in International Journal of Forecasting, 2011, 27, (2), 496-511 (2011) Downloads View citations (13)

    See also Working Paper (2009)
  2. Testing for structural breaks in dynamic factor models
    Journal of Econometrics, 2011, 163, (1), 71-84 Downloads View citations (46)
    See also Working Paper (2009)

2010

  1. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2010, 230, (5), 571-600 Downloads

2009

  1. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
    Journal of Applied Econometrics, 2009, 24, (6), 933-959 Downloads View citations (29)
  2. Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area
    German Economic Review, 2009, 10, 193-223 Downloads View citations (10)
    See also Working Paper (2006)

2008

  1. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
    Journal of Forecasting, 2008, 27, (3), 237-265 Downloads View citations (71)

2007

  1. Business cycle transmission from the US to Germany--A structural factor approach
    European Economic Review, 2007, 51, (3), 521-551 Downloads View citations (68)
    See also Working Paper (2004)

2006

  1. Dynamic factor models
    AStA Advances in Statistical Analysis, 2006, 90, (1), 27-42 Downloads View citations (33)
    See also Working Paper (2005)
  2. How synchronized are new EU member states with the euro area? Evidence from a structural factor model
    Journal of Comparative Economics, 2006, 34, (3), 538-563 Downloads View citations (45)

Books

2012

  1. The ESRB at 1
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads

Chapters

2012

  1. Macroeconomic factors and microeconomic bank risk
    SUERF - The European Money and Finance Forum Downloads View citations (1)
 
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