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Sylvia Kaufmann

Personal Details

First Name:Sylvia
Middle Name:
Last Name:Kaufmann
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RePEc Short-ID:pka122
[This author has chosen not to make the email address public]
Study Center Gerzensee, Dorfstrasse 2, CH 3115 Gerzensee

Affiliation

Studienzentrum Gerzensee

Gerzensee, Switzerland
http://www.szgerzensee.ch/
RePEc:edi:szggvch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sylvia Kaufmann, 2022. "Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting," Working Papers 22.02, Swiss National Bank, Study Center Gerzensee.
  2. Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," CEPR Discussion Papers 15777, C.E.P.R. Discussion Papers.
  3. Dr. Toni Beutler & Dr. Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020. "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers 2020-12, Swiss National Bank.
  4. Sylvia Kaufmann, 2020. "Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting," Working Papers 20.03, Swiss National Bank, Study Center Gerzensee.
  5. Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
  6. Dr. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016. "Changing dynamics at the zero lower bound," Working Papers 2016-16, Swiss National Bank.
  7. Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  8. Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
  9. Paul Gaggl & Sylvia Kaufmann, 2014. "The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US," Working Papers 14.03, Swiss National Bank, Study Center Gerzensee.
  10. Sylvia Kaufmann, 2014. "K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?," Working Papers 14.04, Swiss National Bank, Study Center Gerzensee.
  11. 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, Universität Innsbruck.
  12. 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.
  13. Kaufmann, Sylvia & Schumacher, Christian, 2012. "Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results," Discussion Papers 29/2012, Deutsche Bundesbank.
  14. Sylvia Kaufmann, 2011. "K-state switching models with endogenous transition distributions," Working Papers 2011-13, Swiss National Bank.
  15. Maria Teresa VALDERRAMA & Sylvia KAUFMANN, 2010. "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
  16. 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.
  17. 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).
  18. 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.
  19. 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 816, European Central Bank.
  20. Kaufmann, Sylvia & Kugler, Peter, 2005. "Does Money Matter for Inflation in the Euro Area?," Working papers 2005/09, Faculty of Business and Economics - University of Basel.
  21. Kaufmann, Sylvia & Kugler, Peter, 2005. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers 2005/07, Faculty of Business and Economics - University of Basel.
  22. Kaufmann, Sylvia & Frühwirth-Schnatter, Sylvia, 2004. "Model-based Clustering of Multiple Time Series," CEPR Discussion Papers 4650, C.E.P.R. Discussion Papers.
  23. 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).
  24. 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).
  25. Kaufmann, Sylvia, 2001. "Asymmetries in bank lending behaviour. Austria during the 1990s," Working Paper Series 97, European Central Bank.
  26. 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).
  27. Uwe Dulleck & Sylvia Kaufmann, 2000. "On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand," Vienna Economics Papers vie0001, University of Vienna, Department of Economics.
  28. Sylvia Fruhwirth-Schnattaer & Sylvia Kaufmann, 2000. "Bayesian Analysis of Switching ARCH Models," Econometric Society World Congress 2000 Contributed Papers 1381, Econometric Society.
  29. 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.
  30. Sylvia Kaufmann, 1998. "Bayes inference in common Markov switching trends models," Vienna Economics Papers vie9809, University of Vienna, Department of Economics.
  31. Sylvia KAUFMANN, 1997. "Measuring Business Cycles with a Dynamic Markov Switching Factor Model," Vienna Economics Papers vie9710, University of Vienna, Department of Economics.
  32. 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.
    repec:vie:viennp:0001 is not listed on IDEAS

Articles

  1. Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023. "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
  2. Sylvia Kaufmann, 2023. "Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-10, December.
  3. Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, vol. 113(C).
  4. Simon Beyeler & Sylvia Kaufmann, 2021. "Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 989-1012, November.
  5. Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia, 2021. "Bank lending in Switzerland: Driven by business models and exposed to uncertainty," International Review of Financial Analysis, Elsevier, vol. 78(C).
  6. Sylvia Kaufmann, 2020. "COVID-19 outbreak and beyond: the information content of registered short-time workers for GDP now- and forecasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-12, December.
  7. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020. "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
  8. Gaggl, Paul & Kaufmann, Sylvia, 2020. "The cyclical component of labor market polarization and jobless recoveries in the US," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 334-347.
  9. Kaufmann, Sylvia & Schumacher, Christian, 2019. "Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification," Journal of Econometrics, Elsevier, vol. 210(1), pages 116-134.
  10. Sylvia Kaufmann & Christian Schumacher, 2017. "Identifying relevant and irrelevant variables in sparse factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1123-1144, September.
  11. Kaufmann Sylvia, 2017. "Don Harding Adrian Papgan: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(5), pages 453-455, October.
  12. Kaufmann, Sylvia, 2015. "K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?," Journal of Econometrics, Elsevier, vol. 187(1), pages 82-94.
  13. 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.
  14. 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.
  15. 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.
  16. 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, July.
  17. 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.
  18. 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.
  19. 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.
  20. Jarko Fidrmuc & Sylvia Kaufmann & Andreas Resch, 2008. "Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(5), pages 465-479, December.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Sylvia Kaufmann & Sylvia Frühwirth‐Schnatter, 2002. "Bayesian analysis of switching ARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 425-458, July.
  29. 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.
  30. 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.
  31. 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.
  32. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 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-MAC: Macroeconomics (16) 2003-10-20 2005-02-13 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2008-08-31 2010-04-17 2010-09-11 2013-11-16 2014-11-07 2016-12-04 2017-03-12 2018-11-05 2020-08-17 2022-02-14. Author is listed
  2. NEP-MON: Monetary Economics (11) 2001-08-21 2004-10-21 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2010-04-17 2010-09-11 2016-03-29 2016-12-04 2020-08-31. Author is listed
  3. NEP-ECM: Econometrics (9) 2005-02-13 2008-08-31 2012-12-22 2013-04-13 2014-11-07 2016-03-29 2016-09-25 2016-11-13 2018-06-25. Author is listed
  4. NEP-EEC: European Economics (7) 2003-10-20 2004-10-21 2005-10-22 2006-10-14 2010-09-11 2013-11-16 2020-08-17. Author is listed
  5. NEP-CBA: Central Banking (6) 2005-10-22 2006-05-06 2006-10-14 2007-04-09 2010-04-17 2010-09-11. Author is listed
  6. NEP-FOR: Forecasting (5) 2005-10-22 2008-08-31 2020-06-08 2022-02-14 2022-08-15. Author is listed
  7. NEP-ETS: Econometric Time Series (4) 2005-02-13 2008-08-31 2016-09-25 2016-11-13
  8. NEP-BAN: Banking (3) 2010-04-17 2013-11-16 2020-08-17
  9. NEP-FMK: Financial Markets (2) 2006-05-06 2021-05-10
  10. NEP-ORE: Operations Research (2) 2016-09-25 2021-05-10
  11. NEP-CWA: Central & Western Asia (1) 2021-05-10
  12. NEP-DCM: Discrete Choice Models (1) 2014-11-07
  13. NEP-HIS: Business, Economic & Financial History (1) 2022-02-14
  14. NEP-LAB: Labour Economics (1) 2014-05-09
  15. NEP-OPM: Open Economy Macroeconomics (1) 2021-05-10
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2014-11-07

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