Details about Simon Beyeler

Access statistics for papers by Simon Beyeler.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: pbe1152

Working Papers

2023

1. Nowcasting economic activity using transaction payments data
   Working Papers, Swiss National Bank

2020

2. Shall we twist?
   Working Papers, Swiss National Bank
   Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2018)

2019

3. Factor augmented VAR revisited - A sparse dynamic factor model approach
   Working Papers, Swiss National Bank, Study Center Gerzensee
   Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2016)
   VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (2)
4. Streamlining Time-varying VAR with a Factor Structure in the Parameters
   Working Papers, Swiss National Bank, Study Center Gerzensee View citations (1)

Journal Articles

2021

1. Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors
   Journal of Applied Econometrics, 2021, 36, (7), 989-1012 View citations (1)