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 7 0 0 1 59
Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR 0 0 0 36 0 0 2 279
Analyzing business and financial cycles using multi-level factor models 0 0 2 102 1 4 12 269
Analyzing business and financial cycles using multi-level factor models 0 1 5 165 0 1 8 261
Business Cycle Transmission from the US to Germany: a Structural Factor Approach 0 0 0 186 0 1 1 695
Business cycle transmission from the euro area to CEECs 0 0 0 161 0 0 2 390
China's role in global inflation dynamics 0 1 1 178 0 2 4 353
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 0 1 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 3 663 3 6 24 1,563
Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model 0 0 0 124 0 0 3 570
Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model 0 0 0 132 1 1 2 418
Dynamic factor models 0 1 2 859 0 2 4 1,872
Effects of bank capital requirement tightenings on inequality 0 0 0 38 0 0 5 81
Effects of bank capital requirement tightenings on inequality 0 0 1 25 0 0 3 90
Financial shocks and inflation dynamics 0 0 0 108 0 1 2 221
Financial shocks and inflation dynamics 0 1 4 41 1 5 10 76
Financial shocks and inflation dynamics 0 1 2 89 3 5 15 257
Forecasting national activity using lots of international predictors: an application to New Zealand 0 0 2 86 0 0 3 239
Forecasting national activity using lots of international predictors: an application to New Zealand 0 0 0 33 0 0 1 180
How Do Credit Supply Shocks Propagate Internationally? A GVAR approach 0 0 0 144 0 1 3 366
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 0 1 104
How do credit supply shocks propagate internationally? A GVAR approach 0 0 1 427 0 2 4 989
How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach 0 0 0 335 1 2 3 999
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 1 217 0 1 5 618
In Search for Yield? New Survey-Based Evidence on Bank Risk Taking 0 0 0 77 0 0 0 321
In search for yield? Survey-based evidence on bank risk taking 0 0 0 113 1 2 4 318
Macroeconomic Factors and Micro-Level Bank Risk 0 0 1 239 2 3 6 1,350
Macroeconomic effects of bank capital regulation 0 1 1 88 2 3 12 161
Macroeconomic factors and micro-level bank risk 0 2 3 158 0 2 9 447
Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area 0 0 1 299 0 0 2 885
Monetary policy and the oil futures market 0 0 1 34 0 0 3 107
Monetary policy, housing booms and financial (im)balances 0 1 1 155 1 2 4 447
Monetary policy, housing booms and financial (im)balances 0 0 0 106 0 0 5 330
Testing for structural breaks in dynamic factor models 0 1 3 222 2 3 10 513
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 1 76 0 1 4 256
The ECB’s Climate Activities and Public Trust 0 0 10 10 1 2 18 18
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 280 1 2 10 676
The global dimension of inflation - evidence from factor-augmented Phillips curves 0 0 0 78 0 0 3 286
The global dimension of inflation: evidence from factor-augmented Phillips curves 0 1 1 73 2 6 11 609
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 2 71 0 0 5 221
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 72 1 1 1 174
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 100 0 0 1 290
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 51 0 0 4 148
The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach 0 0 0 86 2 2 2 149
Time Variation in Macro-Financial Linkages 0 0 0 59 0 1 3 185
Time variation in macro-financial linkages 0 0 0 172 0 0 3 431
Time-varying Volatility, Financial Intermediation and Monetary Policy 0 0 2 214 0 0 3 282
Time-varying volatility, financial intermediation and monetary policy 0 0 0 56 0 0 1 69
Time-varying volatility, financial intermediation and monetary policy 0 0 2 117 0 1 4 163
Toward a Holistic Approach to Central Bank Trust 0 0 6 6 0 1 16 16
Understanding Global Liquidity 0 0 0 215 0 0 5 628
Understanding global liquidity 0 0 0 121 0 0 5 232
Total Working Papers 0 12 62 7,636 25 67 274 21,014


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 0 16 0 0 1 89
Analyzing business cycle asymmetries in a multi-level factor model 0 0 2 39 1 2 10 129
Business cycle transmission from the US to Germany--A structural factor approach 0 0 0 215 0 0 2 606
CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS 0 0 0 15 1 1 6 75
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 1 2 76 0 1 3 163
Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model 0 0 1 141 0 1 5 325
Dynamic factor models 0 0 3 198 0 1 9 483
Forecasting national activity using lots of international predictors: An application to New Zealand 0 0 1 29 0 0 3 148
Forecasting national activity using lots of international predictors: An application to New Zealand 0 0 0 20 0 0 1 101
How do US credit supply shocks propagate internationally? A GVAR approach 0 1 3 238 0 5 26 661
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach 0 0 3 189 0 3 11 428
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 0 0 3 278
In search for yield? Survey-based evidence on bank risk taking 0 1 2 167 1 4 8 453
MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES 0 1 1 104 2 4 8 307
Macroeconomic Factors and Microlevel Bank Behavior 0 1 5 155 0 3 19 455
Testing for structural breaks in dynamic factor models 0 0 3 125 1 5 15 380
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 5 72 0 4 14 213
The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves 0 0 1 37 0 2 8 134
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 4 97 0 1 8 313
Time Variation in Macro‐Financial Linkages 0 0 2 28 0 0 5 115
Understanding global liquidity 0 0 0 122 0 2 7 368
Total Journal Articles 0 6 38 2,196 6 39 172 6,224


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 2 35 0 0 13 230
Total Books 0 0 2 35 0 0 13 230


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 5 6 11 65 7 14 27 164
Total Chapters 5 6 11 65 7 14 27 164
1 registered items for which data could not be found


Statistics updated 2025-07-04