| 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 |
1 |
8 |
5 |
12 |
20 |
79 |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
0 |
36 |
3 |
3 |
8 |
287 |
| Analyzing Business and Financial Cycles Using Multi-Level Factor Models |
0 |
0 |
1 |
165 |
3 |
5 |
10 |
270 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
0 |
1 |
103 |
7 |
8 |
20 |
285 |
| Business Cycle Transmission from the US to Germany: a Structural Factor Approach |
0 |
0 |
0 |
186 |
0 |
3 |
10 |
705 |
| Business cycle transmission from the euro area to CEECs |
0 |
0 |
0 |
161 |
4 |
8 |
17 |
407 |
| China's role in global inflation dynamics |
0 |
0 |
1 |
179 |
1 |
3 |
19 |
371 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
0 |
1 |
115 |
1 |
5 |
10 |
363 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
0 |
1 |
5 |
667 |
6 |
16 |
38 |
1,596 |
| Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model |
0 |
0 |
0 |
124 |
0 |
3 |
6 |
576 |
| Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model |
0 |
0 |
1 |
133 |
0 |
3 |
10 |
427 |
| Dynamic factor models |
0 |
0 |
3 |
861 |
0 |
8 |
33 |
1,903 |
| Effects of Bank Capital Requirement Tightenings on Inequality |
0 |
0 |
0 |
38 |
2 |
6 |
17 |
98 |
| Effects of bank capital requirement tightenings on inequality |
0 |
0 |
1 |
26 |
4 |
4 |
10 |
100 |
| Financial Shocks and Inflation Dynamics |
0 |
0 |
0 |
108 |
2 |
11 |
22 |
242 |
| Financial shocks and inflation dynamics |
0 |
1 |
1 |
90 |
3 |
6 |
32 |
285 |
| Financial shocks and inflation dynamics |
0 |
0 |
1 |
41 |
2 |
4 |
27 |
99 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
33 |
2 |
4 |
11 |
191 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
86 |
3 |
5 |
14 |
253 |
| How Do Credit Supply Shocks Propagate Internationally? A GVAR approach |
0 |
0 |
0 |
144 |
1 |
2 |
11 |
377 |
| How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� |
0 |
0 |
0 |
18 |
4 |
5 |
13 |
117 |
| How do credit supply shocks propagate internationally? A GVAR approach |
0 |
0 |
1 |
428 |
4 |
8 |
24 |
1,013 |
| How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach |
0 |
0 |
1 |
336 |
4 |
8 |
17 |
1,015 |
| How synchronized are central and east European economies with the euro area? Evidence from a structural factor model |
0 |
0 |
0 |
217 |
3 |
4 |
14 |
631 |
| In Search for Yield? New Survey-Based Evidence on Bank Risk Taking |
0 |
0 |
1 |
78 |
5 |
5 |
16 |
337 |
| In search for yield? Survey-based evidence on bank risk taking |
0 |
0 |
0 |
113 |
1 |
4 |
12 |
329 |
| Macroeconomic Factors and Micro-Level Bank Risk |
0 |
0 |
1 |
240 |
3 |
6 |
15 |
1,363 |
| Macroeconomic effects of bank capital regulation |
0 |
0 |
0 |
88 |
5 |
9 |
19 |
178 |
| Macroeconomic factors and micro-level bank risk |
0 |
0 |
3 |
159 |
3 |
10 |
27 |
472 |
| Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area |
0 |
0 |
0 |
299 |
3 |
7 |
22 |
907 |
| Monetary policy and the oil futures market |
0 |
0 |
0 |
34 |
3 |
6 |
17 |
124 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
1 |
107 |
1 |
3 |
17 |
347 |
| Monetary policy, housing booms and financial (im)balances |
0 |
1 |
1 |
156 |
5 |
8 |
19 |
465 |
| Testing for structural breaks in dynamic factor models |
0 |
0 |
2 |
223 |
0 |
4 |
26 |
536 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
0 |
0 |
0 |
76 |
2 |
6 |
11 |
267 |
| The ECB’s Climate Activities and Public Trust |
0 |
0 |
0 |
10 |
4 |
4 |
13 |
29 |
| The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach |
0 |
0 |
0 |
86 |
5 |
9 |
18 |
165 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
1 |
2 |
282 |
2 |
6 |
21 |
695 |
| The global dimension of inflation - evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
78 |
7 |
8 |
16 |
302 |
| The global dimension of inflation: evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
73 |
0 |
3 |
16 |
620 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
100 |
3 |
8 |
19 |
309 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
71 |
2 |
4 |
26 |
247 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
51 |
3 |
3 |
11 |
159 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
72 |
4 |
11 |
24 |
197 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
1 |
60 |
0 |
4 |
11 |
196 |
| Time variation in macro-financial linkages |
0 |
1 |
3 |
175 |
2 |
5 |
21 |
452 |
| Time-Varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
1 |
118 |
2 |
8 |
20 |
183 |
| Time-varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
0 |
214 |
3 |
7 |
26 |
308 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
0 |
56 |
2 |
6 |
17 |
86 |
| Toward a Holistic Approach to Central Bank Trust |
0 |
0 |
1 |
7 |
5 |
8 |
14 |
29 |
| Understanding Global Liquidity |
0 |
0 |
0 |
215 |
5 |
13 |
28 |
656 |
| Understanding global liquidity |
0 |
0 |
0 |
121 |
0 |
2 |
10 |
242 |
| Total Working Papers |
0 |
5 |
36 |
7,665 |
144 |
321 |
925 |
21,890 |
LogEc is hosted by the
Örebro University School of Business.