| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
59 |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
279 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
0 |
2 |
102 |
1 |
4 |
12 |
269 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
1 |
5 |
165 |
0 |
1 |
8 |
261 |
| Business Cycle Transmission from the US to Germany: a Structural Factor Approach |
0 |
0 |
0 |
186 |
0 |
1 |
1 |
695 |
| Business cycle transmission from the euro area to CEECs |
0 |
0 |
0 |
161 |
0 |
0 |
2 |
390 |
| China's role in global inflation dynamics |
0 |
1 |
1 |
178 |
0 |
2 |
4 |
353 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
0 |
1 |
114 |
0 |
1 |
2 |
353 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
0 |
1 |
3 |
663 |
3 |
6 |
24 |
1,563 |
| Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model |
0 |
0 |
0 |
124 |
0 |
0 |
3 |
570 |
| Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model |
0 |
0 |
0 |
132 |
1 |
1 |
2 |
418 |
| Dynamic factor models |
0 |
1 |
2 |
859 |
0 |
2 |
4 |
1,872 |
| Effects of bank capital requirement tightenings on inequality |
0 |
0 |
0 |
38 |
0 |
0 |
5 |
81 |
| Effects of bank capital requirement tightenings on inequality |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
90 |
| Financial shocks and inflation dynamics |
0 |
0 |
0 |
108 |
0 |
1 |
2 |
221 |
| Financial shocks and inflation dynamics |
0 |
1 |
4 |
41 |
1 |
5 |
10 |
76 |
| Financial shocks and inflation dynamics |
0 |
1 |
2 |
89 |
3 |
5 |
15 |
257 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
2 |
86 |
0 |
0 |
3 |
239 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
180 |
| How Do Credit Supply Shocks Propagate Internationally? A GVAR approach |
0 |
0 |
0 |
144 |
0 |
1 |
3 |
366 |
| How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
104 |
| How do credit supply shocks propagate internationally? A GVAR approach |
0 |
0 |
1 |
427 |
0 |
2 |
4 |
989 |
| How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach |
0 |
0 |
0 |
335 |
1 |
2 |
3 |
999 |
| How synchronized are central and east European economies with the euro area? Evidence from a structural factor model |
0 |
0 |
1 |
217 |
0 |
1 |
5 |
618 |
| In Search for Yield? New Survey-Based Evidence on Bank Risk Taking |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
321 |
| In search for yield? Survey-based evidence on bank risk taking |
0 |
0 |
0 |
113 |
1 |
2 |
4 |
318 |
| Macroeconomic Factors and Micro-Level Bank Risk |
0 |
0 |
1 |
239 |
2 |
3 |
6 |
1,350 |
| Macroeconomic effects of bank capital regulation |
0 |
1 |
1 |
88 |
2 |
3 |
12 |
161 |
| Macroeconomic factors and micro-level bank risk |
0 |
2 |
3 |
158 |
0 |
2 |
9 |
447 |
| Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area |
0 |
0 |
1 |
299 |
0 |
0 |
2 |
885 |
| Monetary policy and the oil futures market |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
107 |
| Monetary policy, housing booms and financial (im)balances |
0 |
1 |
1 |
155 |
1 |
2 |
4 |
447 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
0 |
106 |
0 |
0 |
5 |
330 |
| Testing for structural breaks in dynamic factor models |
0 |
1 |
3 |
222 |
2 |
3 |
10 |
513 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
0 |
0 |
1 |
76 |
0 |
1 |
4 |
256 |
| The ECB’s Climate Activities and Public Trust |
0 |
0 |
10 |
10 |
1 |
2 |
18 |
18 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
0 |
2 |
280 |
1 |
2 |
10 |
676 |
| The global dimension of inflation - evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
286 |
| The global dimension of inflation: evidence from factor-augmented Phillips curves |
0 |
1 |
1 |
73 |
2 |
6 |
11 |
609 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
2 |
71 |
0 |
0 |
5 |
221 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
72 |
1 |
1 |
1 |
174 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
290 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
51 |
0 |
0 |
4 |
148 |
| The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach |
0 |
0 |
0 |
86 |
2 |
2 |
2 |
149 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
185 |
| Time variation in macro-financial linkages |
0 |
0 |
0 |
172 |
0 |
0 |
3 |
431 |
| Time-varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
2 |
214 |
0 |
0 |
3 |
282 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
69 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
2 |
117 |
0 |
1 |
4 |
163 |
| Toward a Holistic Approach to Central Bank Trust |
0 |
0 |
6 |
6 |
0 |
1 |
16 |
16 |
| Understanding Global Liquidity |
0 |
0 |
0 |
215 |
0 |
0 |
5 |
628 |
| Understanding global liquidity |
0 |
0 |
0 |
121 |
0 |
0 |
5 |
232 |
| Total Working Papers |
0 |
12 |
62 |
7,636 |
25 |
67 |
274 |
21,014 |
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