Sandra Eickmeier - Central Bank Research Hub

How do credit supply shocks propagate internationally? A GVAR approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 201127, 12.12.2011)

The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR

Deutsche Bundesbank Discussion Papers [View] (Paper: 201105, 11.04.2011)

Macroeconomic factors and micro-level bank risk

Deutsche Bundesbank Discussion Papers [View] (Paper: 201020, 25.10.2010)

Monetary policy, housing booms and financial (im)balances,

European Central Bank Working papers [View] (Paper: 1178, 21.04.2010)

JEL: C3, E3, E43, E44, E52

Forecasting national activity using lots of international predictors: an application to New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/04, 01.07.2009)

JEL: C33, C53, F47

Testing for structural breaks in dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009)

JEL: C01, C12, C3

How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 200642, 29.12.2006)

JEL: C2, C3, E37

Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model

Deutsche Bundesbank Discussion Papers [View] (Paper: 200631, 02.10.2006)

JEL: C3, E32, E5, F00

How synchronized are central and east European economies with the euro area? Evidence from a structural factor model

Deutsche Bundesbank Discussion Papers [View] (Paper: 200520, 24.09.2005)

JEL: C32, C50, E5, F02, F41, F42, F47