Access Statistics for Sandra Eickmeier

Author contact details at EconPapers.

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


Journal Article 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 / A FAVAR-based Analysis of the Transmission of US Shocks to Germany 0 0 1 16 0 1 4 82
Analyzing business cycle asymmetries in a multi-level factor model 0 0 6 31 0 1 19 98
Business cycle transmission from the US to Germany--A structural factor approach 0 0 3 190 0 2 17 546
CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS 0 1 3 7 0 1 6 30
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 4 16 41 1 10 34 103
Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model 0 0 0 136 0 0 5 303
Dynamic factor models 0 1 3 177 0 1 15 434
Forecasting national activity using lots of international predictors: An application to New Zealand 0 0 1 13 1 1 7 73
Forecasting national activity using lots of international predictors: An application to New Zealand 0 0 0 18 1 2 14 123
How do US credit supply shocks propagate internationally? A GVAR approach 3 5 31 141 5 20 78 385
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach 0 5 17 160 0 7 29 340
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 1 108 1 2 10 259
In search for yield? Survey-based evidence on bank risk taking 3 5 20 135 4 16 58 359
MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES 1 2 7 80 2 8 31 234
Macroeconomic Factors and Microlevel Bank Behavior 0 1 9 114 3 18 50 326
Testing for structural breaks in dynamic factor models 1 2 11 99 1 3 29 287
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 7 42 1 5 32 122
The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves 0 1 1 30 0 2 11 109
The interest rate pass-through in the euro area during the sovereign debt crisis 0 1 26 72 4 15 74 202
Time Variation in Macro‐Financial Linkages 0 1 3 17 0 5 26 80
Understanding global liquidity 1 3 11 100 2 7 31 287
Total Journal Articles 9 33 177 1,727 26 127 580 4,782
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The ESRB at 1 0 0 0 33 1 1 10 197
Total Books 0 0 0 33 1 1 10 197


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches 0 1 7 22 0 3 18 49
Total Chapters 0 1 7 22 0 3 18 49
1 registered items for which data could not be found


Statistics updated 2020-09-04