| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A geometric approach to factor model identification |
0 |
1 |
13 |
13 |
0 |
4 |
13 |
13 |
| A geometric approach to factor model identification |
0 |
0 |
4 |
4 |
2 |
3 |
16 |
16 |
| Asymmetries in Bank Lending Behaviour. - Austria During the 1990s |
0 |
0 |
0 |
108 |
1 |
2 |
4 |
421 |
| Asymmetries in bank lending behaviour. Austria during the 1990s |
0 |
0 |
0 |
89 |
1 |
1 |
3 |
363 |
| Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time |
0 |
0 |
0 |
6 |
1 |
2 |
3 |
36 |
| Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
73 |
| Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area |
0 |
0 |
0 |
102 |
0 |
0 |
4 |
180 |
| Bank-Lending Standards, the Cost Channel and Inflation Dynamics |
0 |
0 |
0 |
105 |
0 |
3 |
3 |
205 |
| Bank-Lending Standards, the Cost Channel and Inflation Dynamics |
0 |
0 |
0 |
105 |
0 |
0 |
1 |
198 |
| Bayes inference in common Markov switching trends models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
189 |
| Bayesian (non-)unique sparse factor modelling |
0 |
0 |
4 |
4 |
1 |
2 |
12 |
12 |
| Bayesian (non-)unique sparse factor modelling |
0 |
0 |
1 |
9 |
0 |
1 |
6 |
17 |
| Bayesian Analysis of Switching ARCH Models |
0 |
0 |
0 |
317 |
0 |
1 |
3 |
508 |
| Bayesian Dynamic Tensor Regression |
0 |
0 |
1 |
90 |
1 |
3 |
9 |
219 |
| Bayesian estimation of sparse dynamic factor models with order-independent identification |
0 |
0 |
0 |
146 |
3 |
7 |
10 |
352 |
| Changing dynamics at the zero lower bound |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
86 |
| Changing dynamics at the zero lower bound |
0 |
0 |
0 |
57 |
0 |
0 |
2 |
120 |
| Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
16 |
| Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
10 |
| Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
44 |
| Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data |
0 |
0 |
0 |
242 |
1 |
2 |
4 |
497 |
| Does Money Matter for Inflation in the Euro Area? |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
128 |
| Does Money Matter for Inflation in the Euro Area? |
0 |
0 |
1 |
276 |
0 |
2 |
7 |
734 |
| Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
63 |
| Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
296 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
0 |
2 |
4 |
19 |
2 |
5 |
10 |
59 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
0 |
0 |
0 |
84 |
4 |
4 |
10 |
152 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
0 |
0 |
1 |
44 |
0 |
2 |
7 |
150 |
| Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks |
0 |
0 |
0 |
189 |
4 |
5 |
9 |
527 |
| Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks |
0 |
0 |
0 |
97 |
1 |
2 |
3 |
305 |
| Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results |
0 |
0 |
0 |
98 |
1 |
1 |
3 |
168 |
| Hidden Markov models in time series, with applications in economics |
0 |
0 |
0 |
168 |
0 |
2 |
6 |
273 |
| Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data |
0 |
0 |
0 |
173 |
0 |
0 |
2 |
570 |
| Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data |
0 |
0 |
0 |
190 |
0 |
0 |
4 |
545 |
| K-state switching models with endogenous transition distributions |
0 |
1 |
1 |
78 |
1 |
3 |
6 |
216 |
| K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? |
0 |
0 |
0 |
60 |
1 |
1 |
3 |
93 |
| Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey |
0 |
0 |
0 |
489 |
2 |
2 |
3 |
1,129 |
| Measuring Business Cycles with a Dynamic Markov Switching Factor Model |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
202 |
| Model-based Clustering of Multiple Time Series |
0 |
0 |
1 |
423 |
1 |
1 |
6 |
1,119 |
| Modeling Credit Aggregates |
0 |
0 |
0 |
178 |
2 |
2 |
3 |
627 |
| Modeling Credit Aggregates |
1 |
1 |
1 |
7 |
1 |
1 |
2 |
48 |
| On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
5 |
| Portfolio rebalancing in times of stress |
0 |
1 |
1 |
17 |
2 |
3 |
4 |
47 |
| The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
443 |
| The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
184 |
| The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
61 |
| The business cycle of European countries Bayesian clustering of country - individual IP growth series |
0 |
0 |
0 |
172 |
1 |
3 |
7 |
643 |
| The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US |
0 |
0 |
0 |
143 |
1 |
2 |
5 |
420 |
| Total Working Papers |
1 |
6 |
33 |
4,553 |
42 |
83 |
222 |
12,782 |
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