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Scharler, Johann; Kaufmann, Sylvia - Oesterreichische Nationalbank - 2010

If firms borrow working capital to finance production, then nominal interest rates have a direct influence on in inflation dynamics, which appears to be the case empirically. However, interest rates may only partly mirror the cost of working capital. In this paper we explore the role of bank...

Persistent link: https://www.econbiz.de/10010727805

Bank-Lending Standards, the Cost Channel and Inflation Dynamics

Kaufmann, Sylvia; Scharler, Johann - Oesterreichische Nationalbank - 2010

Persistent link: https://www.econbiz.de/10008615093

Working Paper 131

Kugler, Peter; Kaufmann, Sylvia - Oesterreichische Nationalbank - 2006

dynamics is estimated with Bayesian methods for euro area data from 1975-2003. This exercise provides support for our model and …

Persistent link: https://www.econbiz.de/10010727705

Working Paper 45

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2001

variable follows a Marov switching process. The model is estimated within a Bayesian framework using Markov Chain Monte Carlo …

Persistent link: https://www.econbiz.de/10010727727

Working Paper 56

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2002

by latent state-dependent parameters. Estimation is cast into a Bayesian framework, and the posterior inference is …

Persistent link: https://www.econbiz.de/10010727765

Working Paper 83

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2003

co-moving countries are estimated adaptively along with the model parameters using Bayesian simulation methods. JEL …

Persistent link: https://www.econbiz.de/10010727782

Working Paper 85

Fruehwirth-Schnatter, Sylvia; Kaufmann, Sylvia - Oesterreichische Nationalbank - 2003

calls for Bayesian simulation methods. The results show that three bank groups, characterized by the groups' average asset …

Persistent link: https://www.econbiz.de/10010727871

The business cycle of European countries Bayesian clustering of country- individual IP growthseries

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2003

co-moving countries are estimated adaptively along with the model parameters using Bayesian simulation methods. …

Persistent link: https://www.econbiz.de/10005802619

Is there an asymmetric effect on monetary policy over time? A bayesian analysis using austrian data

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2001

variable follows a Marov switching process. The model is estimated within a Bayesian framework using Markov Chain Monte Carlo …

Persistent link: https://www.econbiz.de/10005802627

Asymmetries in Bank Lending Behaviour. - Austria During the 1990s

Kaufmann, Sylvia - Oesterreichische Nationalbank - 2002

by latent state-dependent parameters. Estimation is cast into a Bayesian framework, and the posterior inference is …

Persistent link: https://www.econbiz.de/10005273258