| 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 |
3 |
15 |
0 |
1 |
20 |
29 |
| A geometric approach to factor model identification |
0 |
0 |
0 |
4 |
1 |
2 |
16 |
29 |
| Asymmetries in Bank Lending Behaviour. - Austria During the 1990s |
0 |
0 |
0 |
108 |
0 |
0 |
11 |
430 |
| Asymmetries in bank lending behaviour. Austria during the 1990s |
0 |
0 |
0 |
89 |
0 |
0 |
12 |
374 |
| Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time |
0 |
0 |
0 |
6 |
0 |
2 |
20 |
54 |
| Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time |
0 |
0 |
0 |
22 |
0 |
2 |
14 |
86 |
| Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area |
0 |
0 |
0 |
102 |
0 |
1 |
5 |
185 |
| Bank-Lending Standards, the Cost Channel and Inflation Dynamics |
0 |
0 |
0 |
105 |
0 |
1 |
8 |
210 |
| Bank-Lending Standards, the Cost Channel and Inflation Dynamics |
0 |
0 |
0 |
105 |
0 |
0 |
7 |
205 |
| Bayes inference in common Markov switching trends models |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
194 |
| Bayesian (non-)unique sparse factor modelling |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
17 |
| Bayesian (non-)unique sparse factor modelling |
0 |
0 |
1 |
10 |
0 |
1 |
9 |
25 |
| Bayesian Analysis of Switching ARCH Models |
0 |
0 |
0 |
317 |
0 |
2 |
6 |
513 |
| Bayesian Dynamic Tensor Regression |
0 |
0 |
0 |
90 |
0 |
1 |
23 |
239 |
| Bayesian estimation of sparse dynamic factor models with order-independent identification |
0 |
0 |
1 |
147 |
1 |
2 |
24 |
369 |
| Changing dynamics at the zero lower bound |
0 |
0 |
0 |
57 |
1 |
1 |
6 |
126 |
| Changing dynamics at the zero lower bound |
0 |
0 |
0 |
37 |
0 |
1 |
8 |
93 |
| 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 |
1 |
11 |
27 |
| 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 |
1 |
9 |
19 |
| Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting |
0 |
0 |
1 |
15 |
0 |
1 |
13 |
56 |
| Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data |
0 |
0 |
0 |
242 |
0 |
2 |
14 |
509 |
| Does Money Matter for Inflation in the Euro Area? |
0 |
2 |
2 |
278 |
0 |
4 |
21 |
753 |
| Does Money Matter for Inflation in the Euro Area? |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
141 |
| Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area |
0 |
0 |
1 |
81 |
0 |
0 |
13 |
309 |
| Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area |
0 |
0 |
0 |
4 |
0 |
1 |
12 |
75 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
1 |
1 |
3 |
20 |
1 |
1 |
17 |
71 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
0 |
0 |
0 |
84 |
0 |
1 |
28 |
176 |
| Factor augmented VAR revisited - A sparse dynamic factor model approach |
0 |
0 |
0 |
44 |
1 |
3 |
11 |
159 |
| Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks |
0 |
0 |
0 |
97 |
0 |
2 |
13 |
316 |
| Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks |
0 |
0 |
0 |
189 |
0 |
0 |
16 |
538 |
| Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results |
0 |
0 |
0 |
98 |
1 |
1 |
15 |
182 |
| Hidden Markov models in time series, with applications in economics |
0 |
0 |
1 |
169 |
0 |
2 |
34 |
305 |
| Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data |
0 |
0 |
0 |
173 |
1 |
4 |
16 |
586 |
| Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data |
0 |
0 |
0 |
190 |
1 |
1 |
16 |
561 |
| K-state switching models with endogenous transition distributions |
0 |
0 |
2 |
79 |
0 |
2 |
23 |
236 |
| K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? |
0 |
0 |
1 |
61 |
0 |
1 |
17 |
109 |
| Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey |
0 |
0 |
3 |
492 |
0 |
0 |
21 |
1,148 |
| Measuring Business Cycles with a Dynamic Markov Switching Factor Model |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
211 |
| Model-based Clustering of Multiple Time Series |
0 |
1 |
1 |
424 |
0 |
1 |
18 |
1,136 |
| Modeling Credit Aggregates |
0 |
0 |
0 |
178 |
0 |
1 |
21 |
646 |
| Modeling Credit Aggregates |
0 |
0 |
1 |
7 |
0 |
1 |
18 |
65 |
| On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
13 |
| Portfolio rebalancing in times of stress |
2 |
2 |
3 |
19 |
2 |
5 |
21 |
65 |
| The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
455 |
| The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US |
0 |
0 |
0 |
49 |
0 |
1 |
13 |
196 |
| The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US |
0 |
0 |
0 |
17 |
0 |
0 |
25 |
85 |
| The business cycle of European countries Bayesian clustering of country - individual IP growth series |
0 |
0 |
0 |
172 |
0 |
0 |
10 |
650 |
| 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 |
0 |
1 |
12 |
430 |
| Total Working Papers |
3 |
7 |
24 |
4,571 |
11 |
58 |
707 |
13,406 |
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