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Sylvia Kaufmann

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Working papers

1. 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!]

2. 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:
   • Johann Scharler & Sylvia Kaufmann, 2007. "Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks," Money Macro and Finance (MMF) Research Group Conference 2006 67, Money Macro and Finance Research Group. [Downloadable!]

3. 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!]

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

5. 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)

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

7. 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!]

8. 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!]

9. Sylvia Kaufmann, 2002. "Asymmetries in Bank Lending Behaviour. Austria During the 1990s," Working Papers 56, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
   Other versions:
   • Sylvia Kaufmann, 2001. "Asymmetries in bank lending behavior: Austria during the 1990s," Working Paper Series 097, European Central Bank. [Downloadable!]

10. 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!]

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

12. 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!]

13. 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:
    • 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)

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

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

16. 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!]

1. 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!]

2. 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!]

3. Sylvia Kaufmann & Martin Scheicher, 2006. "A Switching ARCH Model for the German DAX Index," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(4), pages 1290-1290. [Downloadable!] (restricted)

4. 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!]

5. 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)

6. 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!]

7. 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:
   • 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.

8. 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)

9. 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.

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 (1) 2005-02-13
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 (1) 2005-02-13
5. NEP-FMK: Financial Markets (1) 2006-05-06
6. NEP-FOR: Forecasting (1) 2005-10-22
7. NEP-MAC: Macroeconomics (7) 2003-10-20 2005-02-13 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2007-10-06 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

This page was last updated on 2008-7-25.