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Sandra Eickmeier

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Personal Details

First Name:Sandra
Middle Name:
Last Name:Eickmeier
Suffix:
RePEc Short-ID:pei21
Frankfurt, Germany
http://www.bundesbank.de/

: 0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
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. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  3. Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
  4. Eickmeier, Sandra & Kühnlenz, Markus, 2013. "China's role in global inflation dynamics," Discussion Papers 07/2013, Deutsche Bundesbank, Research Centre.
  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. 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.
  8. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011. "In search for yield? Survey-based evidence on bank risk taking," Discussion Paper Series 1: Economic Studies 2011,10, Deutsche Bundesbank, Research Centre.
  9. 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.
  10. 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.
  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 & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  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. 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.
  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. 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.
  19. 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.
  20. 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.
  21. Sandra Eickmeier & Joerg Breitung, 2005. "How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�," TWI Research Paper Series 14, Thurgauer Wirtschaftsinstitut, Universit�t Konstanz.
  22. 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.
  23. Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank, Research Centre.
  24. 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.
  25. 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. 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.
  2. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
  3. 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.
  4. 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.
  5. 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.
  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. Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
  9. 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.
  10. 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.
  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;German Statistical Society, 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, 00.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. 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
  3. 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
  4. 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
  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-ECM: Econometrics (6) 2006-08-05 2007-01-28 2009-06-10 2009-06-10 2011-04-23 2014-06-02. Author is listed
  7. NEP-ETS: Econometric Time Series (5) 2006-08-05 2006-10-21 2007-01-28 2009-06-10 2011-04-23. Author is listed
  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-OPM: Open Economy Macroeconomics (5) 2009-08-08 2012-01-03 2012-01-25 2013-03-09 2013-04-27. Author is listed
  10. NEP-IFN: International Finance (4) 2011-04-23 2012-01-25 2013-03-09 2013-04-13
  11. NEP-TRA: Transition Economics (2) 2006-08-05 2013-04-27
  12. NEP-URE: Urban & Real Estate Economics (2) 2010-05-02 2010-05-29
  13. NEP-CNA: China (1) 2013-04-27
  14. NEP-FMK: Financial Markets (1) 2006-08-05
  15. NEP-GER: German Papers (1) 2010-02-05
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