Eickmeier, Sandra
Eickmeier, S.
Sandra Eickmeier
VIAF ID: 3545832 ( Personal )
Permalink: http://viaf.org/viaf/3545832
Preferred Forms
- 100 1 _ ‡a Eickmeier, S.
- 100 1 _ ‡a Eickmeier, Sandra
- 100 1 _ ‡a Eickmeier, Sandra
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- 100 0 _ ‡a Sandra Eickmeier
4xx's: Alternate Name Forms (2)
5xx's: Related Names (9)
- 510 2 _ ‡a Australian National University ‡b Centre for Applied Macroeconomic Analysis
- 510 2 _ ‡a Australian National University ‡b Centre for Applied Macroeconomic Analysis ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Deutsche Bundesbank
- 510 2 _ ‡a Deutsche Bundesbank ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität zu Köln ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität zu Köln
- 510 2 _ ‡a Volkswirtschaftliches Forschungszentrum
- 510 2 _ ‡a Volkswirtschaftliches Forschungszentrum ‡g Frankfurt, Main ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR | |
Analyzing business and financial cycles using multi-level factor models | |
Business cycle transmission from the US to Germany a structural factor approach | |
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR | |
Classical time-varying FAVAR models estimation, forecasting and structural analysis | |
Common stationary and non-stationary factors in the Euro area analyzed in a large-scale factor model | |
Effects on bank capital requirement tightenings on inequality | |
Financial shocks and inflation dynamics | |
Forecasting national activity using lots of international predictors an application to New Zealand | |
The global dimension of inflation evidence from factor-augmented Phillips curves | |
How do credit supply shocks propagate internationally? a GVAR approach | |
How good are dynamic factor models at forecasting output and inflation? a meta-analytic approach | |
How synchronized are central and east European economies with the Euro area? evidence from a structural factor model | |
In search for yield? survey-based evidence on bank risk taking | |
interest rate pass-through in the Euro area during the sovereign debt crisis | |
Macroeconomic effects of bank capital regulation | |
Macroeconomic factors and micro-level bank risk | |
Macroeconomic fluctuations and bank lending evidence for Germany and the euro area | |
Monetary policy and the oil futures market | |
Monetary policy, housing booms and financial (im)balances | |
On economic forecasting and international linkages three empirical factor studies | |
Testing for structural breaks in dynamic factor models | |
Time variation in macro-financial linkages | |
Understanding global liquidity | |
What drives inflation? disentangling demand and supply factors |