| 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 |
6 |
2 |
5 |
9 |
49 |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
0 |
35 |
0 |
1 |
8 |
270 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
1 |
12 |
83 |
3 |
7 |
42 |
208 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
0 |
2 |
139 |
0 |
1 |
8 |
200 |
| Business Cycle Transmission from the US to Germany: a Structural Factor Approach |
0 |
1 |
2 |
173 |
5 |
11 |
33 |
652 |
| Business cycle transmission from the euro area to CEECs |
0 |
0 |
2 |
158 |
1 |
2 |
5 |
374 |
| China's role in global inflation dynamics |
0 |
0 |
4 |
164 |
2 |
2 |
23 |
297 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
0 |
0 |
107 |
0 |
0 |
5 |
334 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
2 |
5 |
22 |
617 |
7 |
20 |
82 |
1,364 |
| Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model |
0 |
0 |
5 |
119 |
4 |
7 |
43 |
513 |
| Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model |
0 |
0 |
0 |
131 |
1 |
1 |
8 |
408 |
| Dynamic factor models |
0 |
4 |
11 |
823 |
0 |
7 |
32 |
1,777 |
| Effects of bank capital requirement tightenings on inequality |
1 |
1 |
5 |
35 |
1 |
4 |
14 |
41 |
| Effects of bank capital requirement tightenings on inequality |
0 |
1 |
5 |
19 |
0 |
3 |
13 |
26 |
| Financial shocks and inflation dynamics |
2 |
6 |
15 |
96 |
3 |
10 |
36 |
163 |
| Financial shocks and inflation dynamics |
12 |
12 |
12 |
12 |
6 |
7 |
7 |
7 |
| Financial shocks and inflation dynamics |
1 |
2 |
12 |
62 |
3 |
17 |
44 |
141 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
1 |
31 |
1 |
1 |
4 |
172 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
83 |
1 |
2 |
7 |
230 |
| How Do Credit Supply Shocks Propagate Internationally? A GVAR approach |
0 |
0 |
5 |
136 |
3 |
6 |
26 |
319 |
| How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� |
0 |
0 |
0 |
18 |
0 |
0 |
5 |
98 |
| How do credit supply shocks propagate internationally? A GVAR approach |
1 |
6 |
15 |
400 |
4 |
14 |
41 |
906 |
| How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach |
2 |
2 |
8 |
324 |
4 |
5 |
31 |
941 |
| How synchronized are central and east European economies with the euro area? Evidence from a structural factor model |
0 |
0 |
2 |
213 |
0 |
3 |
9 |
593 |
| In Search for Yield? New Survey-Based Evidence on Bank Risk Taking |
0 |
0 |
2 |
75 |
1 |
4 |
17 |
305 |
| In search for yield? Survey-based evidence on bank risk taking |
0 |
0 |
5 |
101 |
2 |
6 |
21 |
281 |
| Macroeconomic Factors and Micro-Level Bank Risk |
0 |
2 |
8 |
228 |
3 |
21 |
105 |
1,256 |
| Macroeconomic effects of bank capital regulation |
0 |
1 |
20 |
62 |
1 |
5 |
43 |
79 |
| Macroeconomic factors and micro-level bank risk |
0 |
1 |
3 |
145 |
2 |
6 |
18 |
378 |
| Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area |
1 |
2 |
4 |
292 |
1 |
8 |
27 |
855 |
| Monetary policy and the oil futures market |
0 |
1 |
1 |
32 |
3 |
5 |
8 |
100 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
4 |
141 |
0 |
1 |
19 |
403 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
3 |
104 |
1 |
1 |
7 |
311 |
| Testing for structural breaks in dynamic factor models |
0 |
0 |
2 |
214 |
0 |
0 |
14 |
477 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
1 |
1 |
2 |
67 |
5 |
7 |
15 |
230 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
0 |
5 |
263 |
2 |
4 |
18 |
601 |
| The global dimension of inflation - evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
72 |
0 |
0 |
7 |
260 |
| The global dimension of inflation: evidence from factor-augmented Phillips curves |
0 |
0 |
2 |
70 |
2 |
4 |
26 |
551 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
2 |
67 |
3 |
9 |
27 |
136 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
5 |
53 |
2 |
6 |
32 |
106 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
7 |
97 |
0 |
6 |
25 |
219 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
47 |
4 |
9 |
26 |
71 |
| The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach |
0 |
4 |
14 |
73 |
0 |
7 |
46 |
103 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
3 |
54 |
1 |
3 |
15 |
167 |
| Time variation in macro-financial linkages |
0 |
0 |
4 |
166 |
0 |
5 |
29 |
397 |
| Time-varying Volatility, Financial Intermediation and Monetary Policy |
0 |
1 |
6 |
200 |
1 |
7 |
32 |
214 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
2 |
48 |
1 |
2 |
11 |
45 |
| Time-varying volatility, financial intermediation and monetary policy |
2 |
3 |
5 |
103 |
3 |
9 |
18 |
125 |
| Understanding Global Liquidity |
0 |
2 |
4 |
202 |
6 |
21 |
56 |
448 |
| Understanding global liquidity |
0 |
0 |
2 |
116 |
0 |
4 |
15 |
170 |
| Total Working Papers |
25 |
59 |
255 |
7,076 |
95 |
296 |
1,212 |
18,371 |
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