| 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 |
36 |
0 |
2 |
10 |
289 |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
1 |
8 |
0 |
0 |
20 |
79 |
| Analyzing Business and Financial Cycles Using Multi-Level Factor Models |
0 |
0 |
0 |
165 |
0 |
3 |
12 |
273 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
0 |
1 |
103 |
0 |
1 |
17 |
286 |
| Business Cycle Transmission from the US to Germany: a Structural Factor Approach |
0 |
0 |
0 |
186 |
0 |
2 |
12 |
707 |
| Business cycle transmission from the euro area to CEECs |
0 |
0 |
0 |
161 |
0 |
0 |
17 |
407 |
| China's role in global inflation dynamics |
0 |
0 |
0 |
179 |
1 |
2 |
19 |
373 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
0 |
1 |
115 |
1 |
2 |
12 |
365 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
0 |
0 |
3 |
667 |
2 |
3 |
34 |
1,599 |
| Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model |
0 |
0 |
0 |
124 |
0 |
2 |
8 |
578 |
| Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model |
0 |
0 |
1 |
133 |
0 |
0 |
8 |
427 |
| Dynamic factor models |
0 |
0 |
2 |
861 |
0 |
1 |
32 |
1,904 |
| Effects of Bank Capital Requirement Tightenings on Inequality |
0 |
0 |
0 |
38 |
0 |
1 |
18 |
99 |
| Effects of bank capital requirement tightenings on inequality |
0 |
0 |
1 |
26 |
0 |
2 |
12 |
102 |
| Financial Shocks and Inflation Dynamics |
0 |
0 |
0 |
108 |
0 |
0 |
20 |
242 |
| Financial shocks and inflation dynamics |
0 |
0 |
0 |
41 |
0 |
2 |
25 |
101 |
| Financial shocks and inflation dynamics |
0 |
0 |
1 |
90 |
1 |
3 |
30 |
288 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
33 |
0 |
0 |
10 |
191 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
86 |
0 |
0 |
14 |
253 |
| How Do Credit Supply Shocks Propagate Internationally? A GVAR approach |
0 |
0 |
0 |
144 |
0 |
2 |
12 |
379 |
| How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� |
0 |
0 |
0 |
18 |
0 |
0 |
13 |
117 |
| How do credit supply shocks propagate internationally? A GVAR approach |
0 |
0 |
1 |
428 |
0 |
4 |
27 |
1,017 |
| How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach |
0 |
1 |
2 |
337 |
0 |
4 |
20 |
1,019 |
| How synchronized are central and east European economies with the euro area? Evidence from a structural factor model |
0 |
0 |
0 |
217 |
0 |
1 |
14 |
632 |
| In Search for Yield? New Survey-Based Evidence on Bank Risk Taking |
0 |
0 |
1 |
78 |
0 |
2 |
18 |
339 |
| In search for yield? Survey-based evidence on bank risk taking |
0 |
0 |
0 |
113 |
1 |
2 |
13 |
331 |
| Macroeconomic Factors and Micro-Level Bank Risk |
1 |
1 |
2 |
241 |
1 |
1 |
14 |
1,364 |
| Macroeconomic effects of bank capital regulation |
0 |
1 |
1 |
89 |
0 |
2 |
19 |
180 |
| Macroeconomic factors and micro-level bank risk |
0 |
0 |
1 |
159 |
1 |
4 |
29 |
476 |
| Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area |
0 |
0 |
0 |
299 |
0 |
1 |
23 |
908 |
| Monetary policy and the oil futures market |
0 |
0 |
0 |
34 |
0 |
1 |
18 |
125 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
1 |
156 |
1 |
2 |
20 |
467 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
1 |
107 |
0 |
1 |
18 |
348 |
| Testing for structural breaks in dynamic factor models |
0 |
0 |
1 |
223 |
0 |
1 |
23 |
537 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
0 |
0 |
0 |
76 |
0 |
1 |
12 |
268 |
| The ECB’s Climate Activities and Public Trust |
0 |
0 |
0 |
10 |
0 |
0 |
11 |
29 |
| The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach |
0 |
0 |
0 |
86 |
0 |
0 |
16 |
165 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
0 |
2 |
282 |
0 |
4 |
23 |
699 |
| The global dimension of inflation - evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
78 |
1 |
2 |
18 |
304 |
| The global dimension of inflation: evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
73 |
0 |
1 |
12 |
621 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
71 |
0 |
1 |
27 |
248 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
51 |
1 |
1 |
12 |
160 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
1 |
1 |
101 |
1 |
3 |
22 |
312 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
72 |
0 |
0 |
23 |
197 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
0 |
60 |
0 |
2 |
11 |
198 |
| Time variation in macro-financial linkages |
0 |
0 |
3 |
175 |
2 |
2 |
22 |
454 |
| Time-Varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
1 |
118 |
0 |
2 |
22 |
185 |
| Time-varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
0 |
214 |
1 |
7 |
32 |
315 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
0 |
56 |
0 |
0 |
17 |
86 |
| Toward a Holistic Approach to Central Bank Trust |
0 |
0 |
1 |
7 |
0 |
0 |
13 |
29 |
| Understanding Global Liquidity |
0 |
1 |
1 |
216 |
0 |
4 |
32 |
660 |
| Understanding global liquidity |
0 |
0 |
0 |
121 |
0 |
1 |
10 |
243 |
| Total Working Papers |
1 |
5 |
31 |
7,670 |
15 |
85 |
946 |
21,975 |
LogEc is hosted by the
Örebro University School of Business.