EconPapers    
Economics at your fingertips  
 

Details about Sylvia Kaufmann

E-mail:
Postal address:Study Center Gerzensee, Dorfstrasse 2, CH 3115 Gerzensee
Workplace:Studienzentrum Gerzensee (Study Center Gerzensee), (more information at EDIRC)

Access statistics for papers by Sylvia Kaufmann.

Last updated 2016-09-26. Update your information in the RePEc Author Service.

Short-id: pka122


Jump to Journal Articles

Working Papers

2016

  1. Changing dynamics at the zero lower bound
    Working Papers, Swiss National Bank Downloads
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2016) Downloads View citations (1)
  2. Hidden Markov models in time series, with applications in economics
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads

2014

  1. K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads
  2. The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (3)

2013

  1. Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area
    Working Papers, Faculty of Economics and Statistics, University of Innsbruck Downloads
  2. Bayesian estimation of sparse dynamic factor models with order-independent identification
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (6)

2012

  1. Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (8)

2011

  1. K-state switching models with endogenous transition distributions
    Working Papers, Swiss National Bank Downloads View citations (5)

2010

  1. Bank-Lending Standards, the Cost Channel and Inflation Dynamics
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (7)
    Also in Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria (2009) Downloads

2008

  1. Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2010)

2007

  1. Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads
    Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2007) Downloads

    See also Journal Article in Economic Modelling (2009)

2006

  1. Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (1)
    Also in Working papers, Faculty of Business and Economics - University of Basel (2005) Downloads

2005

  1. Does Money Matter for Inflation in the Euro Area?
    Working papers, Faculty of Business and Economics - University of Basel View citations (11)
    Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2005) Downloads View citations (22)

    See also Journal Article in Contemporary Economic Policy (2008)

2004

  1. Model-based Clustering of Multiple Time Series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    See also Journal Article in Journal of Business & Economic Statistics (2008)
  2. Modeling Credit Aggregates
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (8)
    Also in EcoMod2004, EcoMod Downloads

2003

  1. Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (2)
  2. The business cycle of European countries Bayesian clustering of country - individual IP growth series
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (5)

2002

  1. Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    Also in Working Paper Series, European Central Bank (2001) Downloads View citations (3)

2001

  1. Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (3)
    See also Journal Article in Empirical Economics (2002)

2000

  1. Bayesian Analysis of Switching ARCH Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (8)
  2. On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads

1999

  1. The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (3)
    See also Journal Article in Empirical Economics (2002)

1998

  1. Bayes inference in common Markov switching trends models
    Vienna Economics Papers, University of Vienna, Department of Economics

1997

  1. Measuring Business Cycles with a Dynamic Markov Switching Factor Model
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (1)

1996

  1. Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey
    Economics Series, Institute for Advanced Studies Downloads

Journal Articles

2015

  1. K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?
    Journal of Econometrics, 2015, 187, (1), 82-94 Downloads View citations (7)

2010

  1. A monetary real-time conditional forecast of euro area inflation
    Journal of Forecasting, 2010, 29, (4), 388-405 Downloads View citations (3)
  2. Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data
    Journal of Applied Econometrics, 2010, 25, (2), 309-344 Downloads View citations (16)
    See also Working Paper (2008)
  3. Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 255-267 Downloads
  4. THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA
    Manchester School, 2010, 78, (4), 345-377 Downloads View citations (4)

2009

  1. Financial systems and the cost channel transmission of monetary policy shocks
    Economic Modelling, 2009, 26, (1), 40-46 Downloads View citations (20)
    See also Working Paper (2007)

2008

  1. Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?
    International Journal of Finance & Economics, 2008, 13, (3), 266-279 Downloads View citations (10)
  2. DOES MONEY MATTER FOR INFLATION IN THE EURO AREA?
    Contemporary Economic Policy, 2008, 26, (4), 590-606 Downloads View citations (12)
    See also Working Paper (2005)
  3. Model-Based Clustering of Multiple Time Series
    Journal of Business & Economic Statistics, 2008, 26, 78-89 Downloads View citations (33)
    See also Working Paper (2004)
  4. Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s
    Empirica, 2008, 35, (5), 465-479 Downloads View citations (3)

2007

  1. Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts
    Monetary Policy & the Economy, 2007, (2), 93–108 Downloads View citations (1)

2006

  1. A Switching ARCH Model for the German DAX Index
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 1-37 Downloads View citations (5)
  2. How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
    Journal of Applied Econometrics, 2006, 21, (3), 275-305 Downloads View citations (9)

2004

  1. Do customer information programs reduce household electricity demand?--the Irish program
    Energy Policy, 2004, 32, (8), 1025-1032 Downloads View citations (26)
  2. Growth and Stability in the EU
    Monetary Policy & the Economy, 2004, (2), 100–108 Downloads View citations (4)
  3. The Role of Bank Lending in Market-Based and Bank-Based Financial Systems
    Monetary Policy & the Economy, 2004, (2), 88–97 Downloads View citations (1)

2002

  1. Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
    Empirical Economics, 2002, 27, (2), 277-297 Downloads View citations (19)
    See also Working Paper (2001)
  2. The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?
    Empirical Economics, 2002, 27, (3), 529-542 Downloads View citations (14)
    See also Working Paper (1999)

2000

  1. Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods
    Econometrics Journal, 2000, 3, (1), 39-65 View citations (16)

1996

  1. Permanent Components in Swiss Macroeconomic Variables
    Swiss Journal of Economics and Statistics (SJES), 1996, 132, (IV), 539-562 Downloads
 
Page updated 2017-06-27