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Sandra Eickmeier

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Personal Details

First Name:Sandra
Middle Name:
Last Name:Eickmeier
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RePEc Short-ID:pei21
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Location: Frankfurt, Germany
Homepage: http://www.bundesbank.de/
Email:
Phone: 0 69 / 95 66 - 34 55
Fax: 0 69 / 95 66 30 77
Postal: Postfach 10 06 02, 60006 Frankfurt
Handle: RePEc:edi:dbbgvde (more details at EDIRC)
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  1. Jörg Breitung & Sandra Eickmeier, 2014. "Analyzing business and financial cycles using multi-level factor models," CAMA Working Papers 2014-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Eickmeier, Sandra & Kühnlenz, Markus, 2013. "China's role in global inflation dynamics," Discussion Papers 07/2013, Deutsche Bundesbank, Research Centre.
  3. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  4. Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
  5. Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank, Research Centre.
  6. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
  7. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2011. "In Search for Yield? New Survey-Based Evidence on Bank Risk Taking," CESifo Working Paper Series 3375, CESifo Group Munich.
  8. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
  9. Eickmeier, Sandra & Ng, Tim, 2011. "How do credit supply shocks propagate internationally? A GVAR approach," Discussion Paper Series 1: Economic Studies 2011,27, Deutsche Bundesbank, Research Centre.
  10. Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  11. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo Group Munich.
  12. Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank, Research Centre.
  13. Eickmeier, Sandra & Moll, Katharina, 2009. "The global dimension of inflation - evidence from factor-augmented Phillips curves," Working Paper Series 1011, European Central Bank.
  14. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  15. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank, Research Centre.
  16. Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
  17. Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas, 2006. "Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area," Discussion Paper Series 1: Economic Studies 2006,34, Deutsche Bundesbank, Research Centre.
  18. Ziegler, Christina & Eickmeier, Sandra, 2006. "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies 2006,42, Deutsche Bundesbank, Research Centre.
  19. Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank, Research Centre.
  20. Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank, Research Centre.
  21. Eickmeier, Sandra, 2005. "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies 2005,02, Deutsche Bundesbank, Research Centre.
  22. Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank, Research Centre.
  23. Eickmeier, Sandra, 2004. "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies 2004,12, Deutsche Bundesbank, Research Centre.
  1. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, 06.
  2. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2014. "In search for yield? Survey-based evidence on bank risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 12-30.
  3. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
  4. Sandra Eickmeier & Katharina Pijnenburg, 2013. "The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 103-122, 02.
  5. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 830-860, June.
  6. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
  7. Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
  8. Sandra Eickmeier, 2010. "Analyse der Uebertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(5), pages 571-600, October.
  9. Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
  10. Sandra Eickmeier & Boris Hofmann & Andreas Worms, 2009. "Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 10, pages 193-223, 05.
  11. Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
  12. Eickmeier, Sandra, 2007. "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, vol. 51(3), pages 521-551, April.
  13. Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
  14. Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 27-42, March.
  1. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2012. "Macroeconomic factors and microeconomic bank risk," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  1. Hermann Remsperger & Stephen G. Cecchetti & Stefan Ingves & Alberto Giovannini & Jens Weidmann & Alexandros Vardoulakis & Stefano Neri & Jürgen Stark & Elod Takáts & Christian Upper & Claudia M. Buch , 2012. "The ESRB at 1," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/4 edited by Stefan Gerlach & Ernest Gnan & Jens Ulbrich, November.
26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (8) 2006-11-18 2010-11-27 2011-05-30 2012-01-03 2012-01-25 2013-03-09 2013-04-13 2013-05-22. Author is listed
  2. NEP-CBA: Central Banking (15) 2006-07-15 2006-10-21 2006-11-18 2007-01-28 2009-06-03 2009-06-10 2009-08-08 2010-05-02 2010-05-29 2010-11-27 2011-04-23 2011-04-23 2011-05-30 2012-01-03 2012-01-25. Author is listed
  3. NEP-CNA: China (1) 2013-04-27
  4. NEP-ECM: Econometrics (6) 2006-08-05 2007-01-28 2009-06-10 2009-06-10 2011-04-23 2014-06-02. Author is listed
  5. NEP-EEC: European Economics (7) 2006-07-15 2006-08-05 2006-08-05 2006-10-21 2006-11-18 2012-01-03 2012-01-25. Author is listed
  6. NEP-ETS: Econometric Time Series (5) 2006-08-05 2006-10-21 2007-01-28 2009-06-10 2011-04-23. Author is listed
  7. NEP-FMK: Financial Markets (1) 2006-08-05
  8. NEP-FOR: Forecasting (5) 2006-08-05 2007-01-28 2009-06-03 2009-06-10 2011-04-23. Author is listed
  9. NEP-GER: German Papers (1) 2010-02-05
  10. NEP-IFN: International Finance (4) 2011-04-23 2012-01-25 2013-03-09 2013-04-13
  11. NEP-MAC: Macroeconomics (12) 2006-07-15 2006-08-05 2006-10-21 2006-11-18 2007-01-28 2009-08-08 2010-05-02 2010-05-29 2010-11-27 2011-05-30 2013-03-09 2013-04-13. Author is listed
  12. NEP-MON: Monetary Economics (10) 2006-11-18 2009-08-08 2010-05-29 2010-11-27 2011-04-23 2012-01-03 2012-01-25 2013-03-09 2013-04-13 2013-04-27. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (5) 2009-08-08 2012-01-03 2012-01-25 2013-03-09 2013-04-27. Author is listed
  14. NEP-TRA: Transition Economics (2) 2006-08-05 2013-04-27
  15. NEP-URE: Urban & Real Estate Economics (2) 2010-05-02 2010-05-29
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