| 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 |
4 |
5 |
284 |
| Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR |
0 |
0 |
1 |
8 |
3 |
8 |
11 |
70 |
| Analyzing Business and Financial Cycles Using Multi-Level Factor Models |
0 |
0 |
3 |
165 |
0 |
3 |
8 |
265 |
| Analyzing business and financial cycles using multi-level factor models |
0 |
0 |
2 |
103 |
0 |
5 |
14 |
277 |
| Business Cycle Transmission from the US to Germany: a Structural Factor Approach |
0 |
0 |
0 |
186 |
1 |
5 |
9 |
703 |
| Business cycle transmission from the euro area to CEECs |
0 |
0 |
0 |
161 |
3 |
8 |
12 |
402 |
| China's role in global inflation dynamics |
0 |
0 |
2 |
179 |
1 |
12 |
18 |
369 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
1 |
1 |
115 |
1 |
5 |
7 |
359 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
1 |
2 |
6 |
667 |
7 |
19 |
31 |
1,587 |
| Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model |
0 |
0 |
0 |
124 |
2 |
4 |
5 |
575 |
| Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model |
0 |
0 |
1 |
133 |
2 |
6 |
9 |
426 |
| Dynamic factor models |
0 |
2 |
3 |
861 |
7 |
22 |
32 |
1,902 |
| Effects of Bank Capital Requirement Tightenings on Inequality |
0 |
0 |
0 |
38 |
4 |
12 |
16 |
96 |
| Effects of bank capital requirement tightenings on inequality |
0 |
0 |
1 |
26 |
0 |
5 |
6 |
96 |
| Financial Shocks and Inflation Dynamics |
0 |
0 |
0 |
108 |
8 |
13 |
19 |
239 |
| Financial shocks and inflation dynamics |
0 |
0 |
1 |
89 |
0 |
10 |
27 |
279 |
| Financial shocks and inflation dynamics |
0 |
0 |
1 |
41 |
0 |
12 |
24 |
95 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
86 |
2 |
9 |
11 |
250 |
| Forecasting national activity using lots of international predictors: an application to New Zealand |
0 |
0 |
0 |
33 |
1 |
5 |
9 |
188 |
| How Do Credit Supply Shocks Propagate Internationally? A GVAR approach |
0 |
0 |
0 |
144 |
1 |
7 |
11 |
376 |
| How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� |
0 |
0 |
0 |
18 |
1 |
6 |
9 |
113 |
| How do credit supply shocks propagate internationally? A GVAR approach |
0 |
0 |
1 |
428 |
3 |
13 |
21 |
1,008 |
| How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach |
0 |
0 |
1 |
336 |
1 |
6 |
11 |
1,008 |
| How synchronized are central and east European economies with the euro area? Evidence from a structural factor model |
0 |
0 |
0 |
217 |
0 |
6 |
11 |
627 |
| In Search for Yield? New Survey-Based Evidence on Bank Risk Taking |
0 |
0 |
1 |
78 |
0 |
6 |
11 |
332 |
| In search for yield? Survey-based evidence on bank risk taking |
0 |
0 |
0 |
113 |
3 |
7 |
12 |
328 |
| Macroeconomic Factors and Micro-Level Bank Risk |
0 |
0 |
1 |
240 |
3 |
4 |
13 |
1,360 |
| Macroeconomic effects of bank capital regulation |
0 |
0 |
1 |
88 |
3 |
9 |
14 |
172 |
| Macroeconomic factors and micro-level bank risk |
0 |
0 |
3 |
159 |
5 |
17 |
22 |
467 |
| Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area |
0 |
0 |
0 |
299 |
1 |
14 |
16 |
901 |
| Monetary policy and the oil futures market |
0 |
0 |
0 |
34 |
3 |
13 |
14 |
121 |
| Monetary policy, housing booms and financial (im)balances |
0 |
0 |
1 |
155 |
0 |
6 |
12 |
457 |
| Monetary policy, housing booms and financial (im)balances |
0 |
1 |
1 |
107 |
2 |
14 |
16 |
346 |
| Testing for structural breaks in dynamic factor models |
0 |
0 |
2 |
223 |
3 |
17 |
26 |
535 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
0 |
0 |
0 |
76 |
3 |
6 |
9 |
264 |
| The ECB’s Climate Activities and Public Trust |
0 |
0 |
0 |
10 |
0 |
3 |
10 |
25 |
| The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach |
0 |
0 |
0 |
86 |
3 |
7 |
12 |
159 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
0 |
1 |
281 |
1 |
7 |
16 |
690 |
| The global dimension of inflation - evidence from factor-augmented Phillips curves |
0 |
0 |
0 |
78 |
0 |
6 |
8 |
294 |
| The global dimension of inflation: evidence from factor-augmented Phillips curves |
0 |
0 |
1 |
73 |
1 |
6 |
17 |
618 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
51 |
0 |
5 |
9 |
156 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
71 |
1 |
21 |
24 |
244 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
100 |
3 |
11 |
14 |
304 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
72 |
4 |
11 |
17 |
190 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
1 |
60 |
4 |
9 |
12 |
196 |
| Time variation in macro-financial linkages |
1 |
1 |
3 |
175 |
2 |
11 |
18 |
449 |
| Time-Varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
2 |
118 |
4 |
10 |
18 |
179 |
| Time-varying Volatility, Financial Intermediation and Monetary Policy |
0 |
0 |
0 |
214 |
2 |
10 |
22 |
303 |
| Time-varying volatility, financial intermediation and monetary policy |
0 |
0 |
0 |
56 |
3 |
6 |
14 |
83 |
| Toward a Holistic Approach to Central Bank Trust |
0 |
0 |
1 |
7 |
3 |
7 |
9 |
24 |
| Understanding Global Liquidity |
0 |
0 |
0 |
215 |
4 |
12 |
19 |
647 |
| Understanding global liquidity |
0 |
0 |
0 |
121 |
2 |
7 |
10 |
242 |
| Total Working Papers |
2 |
7 |
43 |
7,662 |
111 |
467 |
750 |
21,680 |
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