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Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2009
Persistent link: https://www.econbiz.de/10004931301
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Dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2005
Persistent link: https://www.econbiz.de/10004863136
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Business cycle transmission from the US to Germany : a structural factor approach
Eickmeier, Sandra - 2004
Persistent link: https://www.econbiz.de/10004241272
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Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
Eickmeier, Sandra - 2009
Persistent link: https://www.econbiz.de/10004951510
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Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
Eickmeier, Sandra - 2005
Persistent link: https://www.econbiz.de/10004857735
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Monetary policy and the oil futures market
Eickmeier, Sandra; Lombardi, Marco - 2012
Persistent link: https://www.econbiz.de/10009695382
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How do credit supply shocks propagate internationally? : A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
Persistent link: https://www.econbiz.de/10009414154
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Forecasting national activity using lots of international predictors : an application to New Zealand
Eickmeier, Sandra; Ng, Tim - 2009
Persistent link: https://www.econbiz.de/10004937772
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009006168
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Classical time-varying FAVAR models : estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009006169