Sandra Eickmeier - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2011 | 2010 | 2009 | 2006 | 2005

Title Other author(s)

Analyzing business and financial cycles using multi-level factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 11/2014, 09.07.2014)

JEL: C38, C55

Understanding Global Liquidity

Bank for International Settlements Working papers [View] (Paper: 402, 22.07.2013)

Time variation in macro-financial linkages

Deutsche Bundesbank Discussion Papers [View] (Paper: 13/2013, 23.04.2013)

Time variation in macro-financial linkages

Deutsche Bundesbank Discussion Papers [View] (Paper: 13/2013, 23.04.2013)

China's role in global inflation dynamics

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2013, 03.04.2013)

Understanding global liquidity

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2013, 13.03.2013)

Monetary policy and the oil futures market

Deutsche Bundesbank Discussion Papers [View] (Paper: 35/2012, 10.01.2013)

How do credit supply shocks propagate internationally? A GVAR approach

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

In search for yield? Survey-based evidence on bank risk taking

Deutsche Bundesbank Discussion Papers [View] (Paper: 201110, 13.05.2011)

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

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

Classical time-varying FAVAR models - estimation, forecasting and structural analysis

Deutsche Bundesbank Discussion Papers [View] (Paper: 201104, 08.04.2011)

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

Deutsche Bundesbank Discussion Papers [View] (Paper: 201007, 14.05.2010)

JEL: C3, E3, E43, E44, E52

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

A FAVAR-based analysis of the transmission of US shocks to Germany (in German only)

Deutsche Bundesbank Discussion Papers [View] (Paper: 200935, 15.01.2010)

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

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

Deutsche Bundesbank Discussion Papers [View] (Paper: 200911, 05.05.2009)

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

The global dimension of inflation - evidence from factor-augmented Phillips curves

European Central Bank Working papers [View] (Paper: 1011, 25.02.2009)

JEL: C33, C50, E31, F41

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

Macroeconomic fluctuations and bank lending:evidence for Germany and the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200634, 30.10.2006)

JEL: E32, E44, G21

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

Dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200538, 23.11.2005)

JEL: C13, C33, C51

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

Papers by year: All | 2014 | 2013 | 2011 | 2010 | 2009 | 2006 | 2005