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~person:"Eickmeier, Sandra"
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Eickmeier, Sandra
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1
How synchronized are central and east European economies with the
euro
area? Evidence from a structural factor model
Eickmeier, Sandra
;
Breitung, Jörg
-
2005
inflation
explained by common
euro
-area factors. The proliferation of
euro
-area shocks to the CEECs does not differ …A high degree of cyclical synchronization between central and east European countries (CEECs) and the
euro
area is … generally seen as a prerequisite for successful EMU enlargement. This paper investigates comovements between CEECs and the
euro
…
Persistent link: https://www.econbiz.de/10010295688
Saved in:
2
How good are dynamic factor models at forecasting output and
inflation
? A meta-analytic approach
Ziegler, Christina
;
Eickmeier, Sandra
-
2006
differences between the relative factor forecast performance for US and
euro
-area
inflation
. There is also some evidence that …This paper surveys existing factor forecast applications for real economic activity and
inflation
by means of a meta … UK macroeconomic variables, and that they are better for US than for
euro
-area output; however, there are no significant …
Persistent link: https://www.econbiz.de/10010295831
Saved in:
3
Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model
Eickmeier, Sandra
-
2006
This paper seeks to assess comovements and heterogeneity in the
euro
area by fitting a nonstationary dynamic factor … model (Bai and Ng, 2004), augmented with a structural factor setup (Forni and Reichlin, 1998), to a large set of
euro
…, most countries' output and
inflation
are also affected by long-lasting idiosyncratic shocks. Unweighted dispersion is …
Persistent link: https://www.econbiz.de/10010295820
Saved in:
4
Macroeconomic fluctuations and bank lending: evidence for Germany and the
euro
area
Eickmeier, Sandra
;
Hofmann, Boris
;
Worms, Andreas
-
2006
monetary policy shocks in Germany and the
euro
area. The results suggest that the dynamic responses in the two areas are …
Persistent link: https://www.econbiz.de/10010295823
Saved in:
5
Common stationary and non-stationary factors in the
euro
area analyzed in a large-scale factor model
Eickmeier, Sandra
-
2005
In this paper we rely on techniques recently developed by Bai and Ng (2004a) to estimate common
euro
-area stationary … and non-stationary factors using a large-scale dynamic factor model. We find that
euro
-area economies share four non …-stationary factors or trends and one stationary factor. By means of rotation techniques, we estimate a
euro
-area business cycle which is …
Persistent link: https://www.econbiz.de/10010295670
Saved in:
6
The global dimension of
inflation
: evidence from factor-augmented Phillips curves
Eickmeier, Sandra
;
Moll, Katharina
-
2008
We examine the global dimension of
inflation
in 24 OECD countries between 1980 and 2007 in a traditional Phillips curve … to affect
inflation
through (the common part of) domestic demand and supply conditions. Our most important result is that … the common component of changes in unit labor costs notably affects
inflation
. We also find evidence that movements in …
Persistent link: https://www.econbiz.de/10010298738
Saved in:
7
How do credit supply shocks propagate internationally? A GVAR approach
Eickmeier, Sandra
;
Ng, Tim
-
2011
We study how credit supply shocks in the US, the
euro
area and Japan are transmitted to other economies. We use the … effects on domestic and foreign GDP, compared to credit supply shocks from the
euro
area and Japan. Domestic and foreign …
Persistent link: https://www.econbiz.de/10010307706
Saved in:
8
Macroeconomic factors and micro-level bank risk
Buch, Claudia M.
;
Eickmeier, Sandra
;
Prieto, Esteban
-
2010
.S. macroeconomy. The model includes GDP growth,
inflation
, the Federal Funds rate, house price
inflation
, and a set of factors …
Persistent link: https://www.econbiz.de/10010302760
Saved in:
9
Testing for structural breaks in dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
-
2009
correlated. We also apply the suggested test procedure to a US dataset used in Stock and Watson (2005) and a
euro
-area dataset …
Persistent link: https://www.econbiz.de/10010298752
Saved in:
10
Classical time-varying FAVAR models - estimation, forecasting and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
of monetary policy shocks, and we observe that the reaction of GDP, the GDP deflator,
inflation
expectations and long …
Persistent link: https://www.econbiz.de/10010304433
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