Zobrazeno 1 - 10
of 244
pro vyhledávání: '"Sandra Eickmeier"'
Publikováno v:
Macroeconomic Dynamics. 27:350-378
We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the “missing disinflation” during the Great Recession. We apply a Bayesian vector autoregressive model to US data and identify financial s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::710327956d242e64ccd5350e368407cc
https://doi.org/10.1017/s1365100521000444
https://doi.org/10.1017/s1365100521000444
Autor:
Sandra Eickmeier, Boris Hofmann
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d06ae6f0c1065b20dd35a27cf8f0e7e
https://doi.org/10.2139/ssrn.4324205
https://doi.org/10.2139/ssrn.4324205
Publikováno v:
Journal of Financial Stability. 63:101057
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f10e00f51f006d937e3f1af6e9e6554
https://doi.org/10.1016/j.jfs.2022.101057
https://doi.org/10.1016/j.jfs.2022.101057
Autor:
Sandra Eickmeier, Tim Ng, author
Publikováno v:
The GVAR Handbook : Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, 2013, ill.
Externí odkaz:
https://doi.org/10.1093/acprof:oso/9780199670086.003.0006
Publikováno v:
Journal of International Money and Finance. 68:386-402
We investigate the pass-through of monetary policy to bank lending rates in the euro area during the sovereign debt crisis, in comparison to the pre-crisis period. We make the following contributions. First, we use a factor-augmented vector autoregre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9273ef8664a1483741bee3f0635be8d
https://doi.org/10.1016/j.jimonfin.2016.02.014
https://doi.org/10.1016/j.jimonfin.2016.02.014
Autor:
Markus Kühnlenz, Sandra Eickmeier
Publikováno v:
Macroeconomic Dynamics. 22:225-254
We apply a structural dynamic factor model to a large quarterly dataset covering 38 countries between 2002 and 2011 to analyze China's role in global inflation dynamics. We identify Chinese supply and demand shocks and examine their contributions to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bd7b37521b3f40f5c63386174ddfe42
https://doi.org/10.1017/s1365100516000158
https://doi.org/10.1017/s1365100516000158
Publikováno v:
Journal of Money, Credit and Banking. 48:573-601
We study the changing international transmission of financial shocks over the period 1971–2012. Global financial shocks are measured as unexpected changes of a U.S. financial conditions index (FCI), developed by Hatzius et al. (2010). We model the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0890759ea8bafd3afc84bef35c4326c
https://doi.org/10.1111/jmcb.12311
https://doi.org/10.1111/jmcb.12311
Publikováno v:
Journal of Applied Econometrics. 31:1215-1233
Summary We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the contribution of financial shocks to gross domestic product growth flu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e96d42066fee32e188167e73950cbc1c
https://doi.org/10.1002/jae.2499
https://doi.org/10.1002/jae.2499
Autor:
Sandra Eickmeier, Tim Ng
Publikováno v:
European Economic Review. 74:128-145
We study how US credit supply shocks are transmitted to other economies. We use the recently developed GVAR approach to model financial variables jointly with macroeconomic variables in 33 countries for the period 1983–2009. We experiment with inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a6e1ec8e049a225a8559c3c36fb3b76
https://doi.org/10.1016/j.euroecorev.2014.11.011
https://doi.org/10.1016/j.euroecorev.2014.11.011
Autor:
Jörg Breitung, Sandra Eickmeier
Publikováno v:
Economics Letters. 127:31-34
We study the business cycle in the US over 1959–2011 using a large-dimensional multi-level factor model. We find notable asymmetries over the business cycle, but the bulk of common dynamics is stable over time. The comovement among variables is lar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05a928e3fcc8656b8acdead7c5b6f760
https://doi.org/10.1016/j.econlet.2014.12.001
https://doi.org/10.1016/j.econlet.2014.12.001