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Information about:
Sylvia Kaufmann

Personal Details | Affiliation | Works
This is information that was supplied by Sylvia Kaufmann in registering through RePEc. If you are Sylvia Kaufmann , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Sylvia
Middle Name:
Last Name: Kaufmann
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RePEc Short-ID: pka122

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Affiliation

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No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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). [Downloadable!]

  2. Sylvia Kaufmann & Maria Teresa Valderrama, 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 816, European Central Bank. [Downloadable!]

  3. Sylvia Kaufmann & Johann Scharler, 2006. "Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks," Working Papers 116, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
    Published as:

  4. 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). [Downloadable!]

  5. Peter Kugler & Sylvia Kaufmann, 2005. "Does Money Matter for Inflation in the Euro Area?," Working Papers 103, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Published as:

  6. Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia, 2004. "Model-based Clustering of Multiple Time Series," CEPR Discussion Papers 4650, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  7. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "Modeling Credit Aggregates," Working Papers 90, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  8. Sylvia Kaufmann & Sylvia Fruehwirth-Schnatter, 2003. "Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data," Working Papers 85, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  9. Sylvia Kaufmann, 2003. "The business cycle of European countries. Bayesian clustering of country-individual IP growth series," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  10. Sylvia Kaufmann, 2002. "Asymmetries in Bank Lending Behaviour. Austria During the 1990s," Working Papers 56, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:

  11. Sylvia Kaufmann, 2001. "Is There an Asymmetric Effect of Monetary Policy over Time? A Bayesian Analysis," Working Papers 45, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  12. Sylvia Fruhwirth-Schnattaer & Sylvia Kaufmann, 2000. "Bayesian Analysis of Switching ARCH Models," Econometric Society World Congress 2000 Contributed Papers 1381, Econometric Society. [Downloadable!]

  13. 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. [Downloadable!]

  14. 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.
    Published as:

  15. Sylvia Kaufmann, 1998. "Bayes inference in common Markov switching trends models," Vienna Economics Papers vie9809, University of Vienna, Department of Economics.

  16. Sylvia KAUFMANN, 1997. "Measuring Business Cycles with a Dynamic Markov Switching Factor Model," Vienna Economics Papers vie9710, University of Vienna, Department of Economics.

  17. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!]

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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, August 20. [Downloadable!]

  7. 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. [Downloadable!]

  8. Sylvia Kaufmann & Burkhart Raunig & Helene Schuberth, 2004. "Growth and Stability in the EU: Perspectives from the Lisbon Agenda — Results from the 32nd Economics Conference," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 101-108, July. [Downloadable!]

  9. 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. [Downloadable!] (restricted)

  10. Sylvia Kaufmann & Maria 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, July. [Downloadable!]

  11. 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. [Downloadable!] (restricted)
    Other versions:

  12. 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. [Downloadable!] (restricted)

  13. 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.

  14. 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. [Downloadable!]

  15. RePEc:bep:sndecm:10:2006:4:1290-1290 is not listed on IDEAS

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 Author is listed
  2. NEP-ECM: Econometrics (2) 2005-02-13 2008-08-31
  3. NEP-EEC: European Economics (5) 2003-10-20 2004-10-21 2005-10-22 2006-10-14 2007-10-06 Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2005-02-13 2008-08-31
  5. NEP-FMK: Financial Markets (1) 2006-05-06
  6. NEP-FOR: Forecasting (2) 2005-10-22 2008-08-31
  7. NEP-MAC: Macroeconomics (8) 2003-10-20 2005-02-13 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 2008-08-31 Author is listed
  8. NEP-MON: Monetary Economics (7) 2001-08-21 2004-10-21 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 Author is listed
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This page was last updated on 2009-11-24.

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