Details about Sandra Eickmeier

Access statistics for papers by Sandra Eickmeier.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pei21

Working Papers

2024

1. The ECB’s Climate Activities and Public Trust
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Toward a Holistic Approach to Central Bank Trust
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

3. Financial shocks and inflation dynamics
   Working Papers, Swiss National Bank View citations (3)
   Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (36)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (32)

2018

4. Effects of bank capital requirement tightenings on inequality
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (3)
5. Macroeconomic effects of bank capital regulation
   Discussion Papers, Deutsche Bundesbank View citations (20)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (5)

2016

6. Time-varying Volatility, Financial Intermediation and Monetary Policy
   IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (29)
   Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (29)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (29)

2015

7. The interest rate pass-through in the euro area during the sovereign debt crisis
   Discussion Papers, Deutsche Bundesbank View citations (18)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2015) View citations (18)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (15)
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) View citations (14)
   See also Journal Article The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Elsevier (2016) View citations (56) (2016)

2014

8. 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 View citations (23)
   Also in Discussion Papers, Deutsche Bundesbank (2014) View citations (27)

2013

9. China's role in global inflation dynamics
   Discussion Papers, Deutsche Bundesbank View citations (9)
   See also Journal Article CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (5) (2018)
10. Time Variation in Macro-Financial Linkages
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (10)
    See also Journal Article Time Variation in Macro‐Financial Linkages, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (42) (2016)
11. Understanding Global Liquidity
    BIS Working Papers, Bank for International Settlements View citations (18)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (19)
    See also Journal Article Understanding global liquidity, European Economic Review, Elsevier (2014) View citations (63) (2014)

2012

12. Monetary policy and the oil futures market
    Discussion Papers, Deutsche Bundesbank View citations (4)

2011

13. Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011) View citations (19)
14. How Do Credit Supply Shocks Propagate Internationally? A GVAR approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (76)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011) View citations (93)
    See also Journal Article How do US credit supply shocks propagate internationally? A GVAR approach, European Economic Review, Elsevier (2015) View citations (141) (2015)
15. In Search for Yield? New Survey-Based Evidence on Bank Risk Taking
    CESifo Working Paper Series, CESifo View citations (11)
16. In search for yield? Survey-based evidence on bank risk taking
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (25)
    See also Journal Article In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (130) (2014)
17. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (49)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011) View citations (41)
    See also Journal Article The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (44) (2016)

2010

18. Macroeconomic Factors and Micro-Level Bank Risk
    CESifo Working Paper Series, CESifo View citations (40)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) View citations (34)
19. Monetary policy, housing booms and financial (im)balances
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (1)
    Also in Working Paper Series, European Central Bank (2010) View citations (1)
    See also Journal Article MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES, Macroeconomic Dynamics, Cambridge University Press (2013) View citations (52) (2013)

2009

20. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
    Also in Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung (2009)
21. Forecasting national activity using lots of international predictors: an application to New Zealand
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) View citations (4)
    See also Journal Article Forecasting national activity using lots of international predictors: An application to New Zealand, International Journal of Forecasting, Elsevier (2011) View citations (33) (2011)
22. Testing for structural breaks in dynamic factor models
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (6)
    See also Journal Article Testing for structural breaks in dynamic factor models, Journal of Econometrics, Elsevier (2011) View citations (139) (2011)
23. The global dimension of inflation - evidence from factor-augmented Phillips curves
    Working Paper Series, European Central Bank View citations (8)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) View citations (2)
    See also Journal Article The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (40) (2013)

2006

24. Business cycle transmission from the euro area to CEECs
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
25. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (10)
26. How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (25)
27. Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (16)

2005

28. 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 View citations (19)
29. Dynamic factor models
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (91)
    See also Journal Article Dynamic factor models, AStA Advances in Statistical Analysis, Springer (2006) View citations (63) (2006)
30. How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz View citations (18)
31. 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 View citations (19)

2004

32. Business Cycle Transmission from the US to Germany: a Structural Factor Approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (10)
    See also Journal Article Business cycle transmission from the US to Germany--A structural factor approach, European Economic Review, Elsevier (2007) View citations (110) (2007)

Journal Articles

2018

1. CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS
   Macroeconomic Dynamics, 2018, 22, (2), 225-254 View citations (5)
   See also Working Paper China's role in global inflation dynamics, Discussion Papers (2013) View citations (9) (2013)

2016

2. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR
   Journal of Money, Credit and Banking, 2016, 48, (4), 573-601 View citations (44)
   See also Working Paper The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR, CEPR Discussion Papers (2011) View citations (49) (2011)
3. The interest rate pass-through in the euro area during the sovereign debt crisis
   Journal of International Money and Finance, 2016, 68, (C), 386-402 View citations (56)
   See also Working Paper The interest rate pass-through in the euro area during the sovereign debt crisis, Discussion Papers (2015) View citations (18) (2015)
4. Time Variation in Macro‐Financial Linkages
   Journal of Applied Econometrics, 2016, 31, (7), 1215-1233 View citations (42)
   See also Working Paper Time Variation in Macro-Financial Linkages, CEPR Discussion Papers (2013) View citations (11) (2013)

2015

5. Analyzing business cycle asymmetries in a multi-level factor model
   Economics Letters, 2015, 127, (C), 31-34 View citations (8)
6. Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis
   Journal of the Royal Statistical Society Series A, 2015, 178, (3), 493-533 View citations (37)
7. How do US credit supply shocks propagate internationally? A GVAR approach
   European Economic Review, 2015, 74, (C), 128-145 View citations (141)
   See also Working Paper How Do Credit Supply Shocks Propagate Internationally? A GVAR approach, CEPR Discussion Papers (2011) View citations (76) (2011)

2014

8. In search for yield? Survey-based evidence on bank risk taking
   Journal of Economic Dynamics and Control, 2014, 43, (C), 12-30 View citations (130)
   See also Working Paper In search for yield? Survey-based evidence on bank risk taking, Discussion Paper Series 1: Economic Studies (2011) View citations (25) (2011)
9. Macroeconomic Factors and Microlevel Bank Behavior
   Journal of Money, Credit and Banking, 2014, 46, (4), 715-751 View citations (84)
10. Understanding global liquidity
    European Economic Review, 2014, 68, (C), 1-18 View citations (63)
    See also Working Paper Understanding Global Liquidity, BIS Working Papers (2013) View citations (18) (2013)

2013

11. MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES
    Macroeconomic Dynamics, 2013, 17, (4), 830-860 View citations (52)
    See also Working Paper Monetary policy, housing booms and financial (im)balances, Discussion Paper Series 1: Economic Studies (2010) View citations (1) (2010)
12. The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 103-122 View citations (40)
    See also Working Paper The global dimension of inflation - evidence from factor-augmented Phillips curves, Working Paper Series (2009) View citations (8) (2009)

2011

13. Forecasting national activity using lots of international predictors: An application to New Zealand
    International Journal of Forecasting, 2011, 27, (2), 496-511 View citations (33)
    Also in International Journal of Forecasting, 2011, 27, (2), 496-511 (2011) View citations (33)
    See also Working Paper Forecasting national activity using lots of international predictors: an application to New Zealand, Discussion Paper Series 1: Economic Studies (2009) View citations (4) (2009)
14. Testing for structural breaks in dynamic factor models
    Journal of Econometrics, 2011, 163, (1), 71-84 View citations (139)
    See also Working Paper Testing for structural breaks in dynamic factor models, Discussion Paper Series 1: Economic Studies (2009) View citations (6) (2009)

2010

15. 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 View citations (2)

2009

16. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
    Journal of Applied Econometrics, 2009, 24, (6), 933-959 View citations (57)

2008

17. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
    Journal of Forecasting, 2008, 27, (3), 237-265 View citations (112)

2007

18. Business cycle transmission from the US to Germany--A structural factor approach
    European Economic Review, 2007, 51, (3), 521-551 View citations (110)
    See also Working Paper Business Cycle Transmission from the US to Germany: a Structural Factor Approach, Discussion Paper Series 1: Economic Studies (2004) View citations (10) (2004)

2006

19. Dynamic factor models
    AStA Advances in Statistical Analysis, 2006, 90, (1), 27-42 View citations (63)
    See also Working Paper Dynamic factor models, Discussion Paper Series 1: Economic Studies (2005) View citations (91) (2005)
20. 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 View citations (66)

Books

2012

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

Chapters

2016

1. Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches
   A chapter in Dynamic Factor Models, 2016, vol. 35, pp 177-214 View citations (6)