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Sylvia Kaufmann

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Personal Details

First Name: Sylvia
Middle Name:
Last Name: Kaufmann
Suffix:

RePEc Short-ID: pka122

Email:
Homepage:
Postal Address: Study Center Gerzensee, Dorfstrasse 2, CH 3115 Gerzensee
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Affiliation

Studienzentrum Gerzensee
Location: Gerzensee, Switzerland
Homepage: http://www.szgerzensee.ch/
Email:
Phone: ++41 (0)31 780 31 31
Fax: ++41 (0)31 780 31 00
Postal: Postfach 21, 3115 Gerzensee
Handle: RePEc:edi:szggvch (more details at EDIRC)

Works

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Working papers

  1. Sylvia Kaufmann & Johann Scharler, 2013. "Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area," Working Papers 2013-34, Faculty of Economics and Statistics, University of Innsbruck.
  2. Sylvia Kaufmann & Christian Schumacher, 2013. "Bayesian estimation of sparse dynamic factor models with order-independent identification," Working Papers 13.04, Swiss National Bank, Study Center Gerzensee.
  3. Kaufmann, Sylvia & Schumacher, Christian, 2012. "Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results," Discussion Papers 29/2012, Deutsche Bundesbank, Research Centre.
  4. Kaufmann Sylvia, 2011. "K-state switching models with endogenous transition distributions," Working Papers 2011-13, Swiss National Bank.
  5. Sylvia Kaufmann & Johann Scharler, 2009. "Bank-Lending Standards, the Cost Channel and Inflation Dynamics," Economics working papers 2009-16, Department of Economics, Johannes Kepler University Linz, Austria.
  6. Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank).
  7. Kaufmann, Sylvia & Valderrama, Maria Teresa, 2007. "The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US," Working Paper Series 0816, European Central Bank.
  8. Sylvia Kaufmann & Johann Scharler, 2007. "Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks," Working Papers 116, Oesterreichische Nationalbank (Austrian Central Bank).
  9. Sylvia Kaufmann & Peter Kugler, 2006. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working Papers 131, Oesterreichische Nationalbank (Austrian Central Bank).
  10. Sylvia Kaufmann & Peter Kugler, 2005. "Does Money Matter for Inflation in the Euro Area?," Working Papers 103, Oesterreichische Nationalbank (Austrian Central Bank).
  11. Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia, 2004. "Model-based Clustering of Multiple Time Series," CEPR Discussion Papers 4650, C.E.P.R. Discussion Papers.
  12. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "Modeling Credit Aggregates," Working Papers 90, Oesterreichische Nationalbank (Austrian Central Bank).
  13. Sylvia Kaufmann, 2003. "The business cycle of European countries Bayesian clustering of country- individual IP growthseries," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank).
  14. Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann, 2003. "Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data," Working Papers 85, Oesterreichische Nationalbank (Austrian Central Bank).
  15. Sylvia Kaufmann, 2002. "Asymmetries in Bank Lending Behaviour. - Austria During the 1990s," Working Papers 56, Oesterreichische Nationalbank (Austrian Central Bank).
  16. Sylvia Kaufmann, 2001. "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using austrian data," Working Papers 45, Oesterreichische Nationalbank (Austrian Central Bank).
  17. Uwe Dulleck & Sylvia Kaufmann, 2000. "On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand," Vienna Economics Papers 0001, University of Vienna, Department of Economics.
  18. Sylvia Fruhwirth-Schnattaer & Sylvia Kaufmann, 2000. "Bayesian Analysis of Switching ARCH Models," Econometric Society World Congress 2000 Contributed Papers 1381, Econometric Society.
  19. Sylvia KAUFMANN & Johann SCHARLER & Georg WINCKLER, 1999. "The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?," Vienna Economics Papers vie9903, University of Vienna, Department of Economics.
  20. Sylvia Kaufmann, 1998. "Bayes inference in common Markov switching trends models," Vienna Economics Papers vie9809, University of Vienna, Department of Economics.
  21. Sylvia KAUFMANN, 1997. "Measuring Business Cycles with a Dynamic Markov Switching Factor Model," Vienna Economics Papers vie9710, University of Vienna, Department of Economics.
  22. Kaufmann, Sylvia & Scheicher, Martin, 1996. "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series 38, Institute for Advanced Studies.

Articles

  1. Sylvia Kaufmann & Peter Kugler, 2010. "A monetary real-time conditional forecast of euro area inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 388-405.
  2. Sylvia Kaufmann, 2010. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 309-344.
  3. Sylvia Kaufmann & Maria Teresa Valderrama, 2010. "The Role Of Credit Aggregates And Asset Prices In The Transmission Mechanism: A Comparison Between The Euro Area And The Usa," Manchester School, University of Manchester, vol. 78(4), pages 345-377, 07.
  4. Sylvia Kaufmann & Samuel Reynard, 2010. "Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 255-267, March.
  5. Kaufmann, Sylvia & Scharler, Johann, 2009. "Financial systems and the cost channel transmission of monetary policy shocks," Economic Modelling, Elsevier, vol. 26(1), pages 40-46, January.
  6. Fruhwirth-Schnatter, Sylvia & Kaufmann, Sylvia, 2008. "Model-Based Clustering of Multiple Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 78-89, January.
  7. Sylvia Kaufmann & Maria Teresa Valderrama, 2008. "Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 266-279.
  8. Sylvia Kaufmann & Peter Kugler, 2008. "Does Money Matter For Inflation In The Euro Area?," Contemporary Economic Policy, Western Economic Association International, vol. 26(4), pages 590-606, October.
  9. Jarko Fidrmuc & Sylvia Kaufmann & Andreas Resch, 2008. "Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s," Empirica, Springer, vol. 35(5), pages 465-479, December.
  10. Sylvia Kaufmann, 2007. "Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 93–108.
  11. Sylvia Kaufmann & Sylvia Frühwirth-Schnatter, 2006. "How do changes in monetary policy affect bank lending? An analysis of Austrian bank data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 275-305.
  12. Kaufmann Sylvia & Scheicher Martin, 2006. "A Switching ARCH Model for the German DAX Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-37, December.
  13. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "The Role of Bank Lending in Market-Based and Bank-Based Financial Systems," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 88–97.
  14. Dulleck, Uwe & Kaufmann, Sylvia, 2004. "Do customer information programs reduce household electricity demand?--the Irish program," Energy Policy, Elsevier, vol. 32(8), pages 1025-1032, June.
  15. Sylvia Kaufmann & Burkhard Raunig & Helene Schuberth, 2004. "Growth and Stability in the EU," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 100–108.
  16. Sylvia Kaufmann, 2002. "Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data," Empirical Economics, Springer, vol. 27(2), pages 277-297.
  17. Sylvia Kaufmann & Georg Winckler & Johann Scharler, 2002. "The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?," Empirical Economics, Springer, vol. 27(3), pages 529-542.
  18. Sylvia Kaufmann, 2000. "Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 39-65.
  19. Sylvia Kaufmann, 1996. "Permanent Components in Swiss Macroeconomic Variables," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 539-562, December.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-04-17 2013-11-16
  2. NEP-CBA: Central Banking (7) 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 2010-04-17 2010-09-11. Author is listed
  3. NEP-ECM: Econometrics (4) 2005-02-13 2008-08-31 2012-12-22 2013-04-13
  4. NEP-EEC: European Economics (7) 2003-10-20 2004-10-21 2005-10-22 2006-10-14 2007-10-06 2010-09-11 2013-11-16. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2005-02-13 2008-08-31
  6. NEP-FMK: Financial Markets (1) 2006-05-06
  7. NEP-FOR: Forecasting (2) 2005-10-22 2008-08-31
  8. NEP-MAC: Macroeconomics (11) 2003-10-20 2005-02-13 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 2008-08-31 2010-04-17 2010-09-11 2013-11-16. Author is listed
  9. NEP-MON: Monetary Economics (9) 2001-08-21 2004-10-21 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 2010-04-17 2010-09-11. Author is listed

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