Sandra Eickmeier

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Identifer

Contact

Affiliations

• Deutsche Bundesbank
  • EDIRC entry
  • location:

Research profile

author of:

• Understanding Global Liquidity
  BIS Working Papers, Bank for International Settlements (2013)
  by Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann
  (ReDIF-paper, bis:biswps:402)
• Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis
  Journal of the Royal Statistical Society Series A, Royal Statistical Society (2015)
  by Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino
  (ReDIF-article, bla:jorssa:v:178:y:2015:i:3:p:493-533)
• The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013)
  by Sandra Eickmeier & Katharina Pijnenburg
  (ReDIF-article, bla:obuest:v:75:y:2013:i:1:p:103-122)
• Macroeconomic Factors and Micro-Level Bank Risk
  CESifo Working Paper Series, CESifo (2010)
  by Claudia M. Buch & Sandra Eickmeier & Esteban Prieto
  (ReDIF-paper, ces:ceswps:_3194)
• In Search for Yield? New Survey-Based Evidence on Bank Risk Taking
  CESifo Working Paper Series, CESifo (2011)
  by Claudia M. Buch & Sandra Eickmeier & Esteban Prieto
  (ReDIF-paper, ces:ceswps:_3375)
• Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang
  (ReDIF-paper, cpr:ceprdp:8321)
• The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang
  (ReDIF-paper, cpr:ceprdp:8341)
• How Do Credit Supply Shocks Propagate Internationally? A GVAR approach
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-paper, cpr:ceprdp:8720)
• Time Variation in Macro-Financial Linkages
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban
  (ReDIF-paper, cpr:ceprdp:9436)
• Monetary Policy, Housing Booms, And Financial (Im)Balances
  Macroeconomic Dynamics, Cambridge University Press (2013)
  by Eickmeier, Sandra & Hofmann, Boris
  (ReDIF-article, cup:macdyn:v:17:y:2013:i:04:p:830-860_00)
• China'S Role In Global Inflation Dynamics
  Macroeconomic Dynamics, Cambridge University Press (2018)
  by Eickmeier, Sandra & Kühnlenz, Markus
  (ReDIF-article, cup:macdyn:v:22:y:2018:i:02:p:225-254_00)
• The global dimension of inflation - evidence from factor-augmented Phillips curves
  Working Paper Series, European Central Bank (2009)
  by Eickmeier, Sandra & Moll, Katharina
  (ReDIF-paper, ecb:ecbwps:20091011)
• Monetary policy, housing booms and financial (im)balances
  Working Paper Series, European Central Bank (2010)
  by Hofmann, Boris & Eickmeier, Sandra
  (ReDIF-paper, ecb:ecbwps:20101178)
• In search for yield? Survey-based evidence on bank risk taking
  Journal of Economic Dynamics and Control, Elsevier (2014)
  by Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban
  (ReDIF-article, eee:dyncon:v:43:y:2014:i:c:p:12-30)
• Analyzing business cycle asymmetries in a multi-level factor model
  Economics Letters, Elsevier (2015)
  by Breitung, Jörg & Eickmeier, Sandra
  (ReDIF-article, eee:ecolet:v:127:y:2015:i:c:p:31-34)
• Testing for structural breaks in dynamic factor models
  Journal of Econometrics, Elsevier (2011)
  by Breitung, Jörg & Eickmeier, Sandra
  (ReDIF-article, eee:econom:v:163:y:2011:i:1:p:71-84)
• Business cycle transmission from the US to Germany--A structural factor approach
  European Economic Review, Elsevier (2007)
  by Eickmeier, Sandra
  (ReDIF-article, eee:eecrev:v:51:y:2007:i:3:p:521-551)
• Understanding global liquidity
  European Economic Review, Elsevier (2014)
  by Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris
  (ReDIF-article, eee:eecrev:v:68:y:2014:i:c:p:1-18)
• How do US credit supply shocks propagate internationally? A GVAR approach
  European Economic Review, Elsevier (2015)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-article, eee:eecrev:v:74:y:2015:i:c:p:128-145)
• Forecasting national activity using lots of international predictors: An application to New Zealand
  International Journal of Forecasting, Elsevier (2011)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-article, eee:intfor:v:27:y::i:2:p:496-511)
• Forecasting national activity using lots of international predictors: An application to New Zealand
  International Journal of Forecasting, Elsevier (2011)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-article, eee:intfor:v:27:y:2011:i:2:p:496-511)
• How synchronized are new EU member states with the euro area? Evidence from a structural factor model
  Journal of Comparative Economics, Elsevier (2006)
  by Eickmeier, Sandra & Breitung, Jorg
  (ReDIF-article, eee:jcecon:v:34:y:2006:i:3:p:538-563)
• The interest rate pass-through in the euro area during the sovereign debt crisis
  Journal of International Money and Finance, Elsevier (2016)
  by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo
  (ReDIF-article, eee:jimfin:v:68:y:2016:i:c:p:386-402)
• Analyzing business and financial cycles using multi-level factor models
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
  by Jörg Breitung & Sandra Eickmeier
  (ReDIF-paper, een:camaaa:2014-43)
• The interest rate pass-through in the euro area during the sovereign debt crisis
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015)
  by Julia von Borstel & Sandra Eickmeier & Leo Krippner
  (ReDIF-paper, een:camaaa:2015-15)
• Time-varying volatility, financial intermediation and monetary policy
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016)
  by Sandra Eickmeier & Norbert Metiu & Esteban Prieto
  (ReDIF-paper, een:camaaa:2016-32)
• Financial shocks and inflation dynamics
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016)
  by Angela Abbate & Sandra Eickmeier & Esteban Prieto
  (ReDIF-paper, een:camaaa:2016-53)
• The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
  by Sandra Eickmeier & Benedikt Kolb & Esteban Prieto
  (ReDIF-paper, een:camaaa:2018-42)
• Effects of bank capital requirement tightenings on inequality
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
  by Sandra Eickmeier & Benedikt Kolb & Esteban Prieto
  (ReDIF-paper, een:camaaa:2018-43)
• Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches
  Advances in Econometrics, Emerald Group Publishing Limited (2016)
  by Breitung Jörg & Eickmeier Sandra
  (ReDIF-chapter, eme:aecozz:s0731-905320150000035005)
• Unknown item RePEc:erf:erfssc:72-11 (chapter)
• The ESRB at 1
  SUERF Studies, SUERF - The European Money and Finance Forum (2012)
  by Hermann Remsperger & Stephen G. Cecchetti & Stefan Ingves & Alberto Giovannini & Jens Weidmann & Alexandros Vardoulakis & Stefano Neri & Jürgen Stark & Elod Takáts & Christian Upper & Claudia M. Buch
  (ReDIF-book, erf:erfstu:72)
• Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
  by Sandra Eickmeier
  (ReDIF-article, jae:japmet:v:24:y:2009:i:6:p:933-959)
• 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 (2010)
  by Eickmeier Sandra
  (ReDIF-article, jns:jbstat:v:230:y:2010:i:5:p:571-600)
• How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
  Journal of Forecasting, John Wiley & Sons, Ltd. (2008)
  by Sandra Eickmeier & Christina Ziegler
  (ReDIF-article, jof:jforec:v:27:y:2008:i:3:p:237-265)
• Toward a Holistic Approach to Central Bank Trust
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Sandra Eickmeier & Luba Petersen
  (ReDIF-paper, nbr:nberwo:32716)
• The ECB’s Climate Activities and Public Trust
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Sandra Eickmeier & Luba Petersen
  (ReDIF-paper, nbr:nberwo:33103)
• Forecasting national activity using lots of international predictors: an application to New Zealand
  Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009)
  by Sandra Eickmeier & Tim Ng
  (ReDIF-paper, nzb:nzbdps:2009/04)
• The interest rate pass-through in the euro area during the sovereign debt crisis
  Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2015)
  by Leo Krippner & Sandra Eickmeier & Julia von Borstel
  (ReDIF-paper, nzb:nzbdps:2015/03)
• Business cycle transmission from the euro area to CEECs
  Computing in Economics and Finance 2006, Society for Computational Economics (2006)
  by Sandra Eickmeier & Joerg Breitung
  (ReDIF-paper, sce:scecfa:229)
• Financial shocks and inflation dynamics
  Working Papers, Swiss National Bank (2020)
  by Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto
  (ReDIF-paper, snb:snbwpa:2020-13)
• Dynamic factor models
  AStA Advances in Statistical Analysis, Springer;German Statistical Society (2006)
  by Jörg Breitung & Sandra Eickmeier
  (ReDIF-article, spr:alstar:v:90:y:2006:i:1:p:27-42)
• How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�
  TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz (2005)
  by Sandra Eickmeier & Joerg Breitung
  (ReDIF-paper, twi:respas:0014)
• Time Variation in Macro‐Financial Linkages
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016)
  by Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino
  (ReDIF-article, wly:japmet:v:31:y:2016:i:7:p:1215-1233)
• Macroeconomic Factors and Microlevel Bank Behavior
  Journal of Money, Credit and Banking, Blackwell Publishing (2014)
  by Claudia M. Buch & Sandra Eickmeier & Esteban Prieto
  (ReDIF-article, wly:jmoncb:v:46:y:2014:i:4:p:715-751)
• The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR
  Journal of Money, Credit and Banking, Blackwell Publishing (2016)
  by Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino
  (ReDIF-article, wly:jmoncb:v:48:y:2016:i:4:p:573-601)
• Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009)
  by Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:200935)
• Monetary policy, housing booms and financial (im)balances
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010)
  by Eickmeier, Sandra & Hofmann, Boris
  (ReDIF-paper, zbw:bubdp1:201007)
• Macroeconomic factors and micro-level bank risk
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010)
  by Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban
  (ReDIF-paper, zbw:bubdp1:201020)
• Classical time-varying FAVAR models - estimation, forecasting and structural analysis
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011)
  by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
  (ReDIF-paper, zbw:bubdp1:201104)
• The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011)
  by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
  (ReDIF-paper, zbw:bubdp1:201105)
• In search for yield? Survey-based evidence on bank risk taking
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011)
  by Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban
  (ReDIF-paper, zbw:bubdp1:201110)
• How do credit supply shocks propagate internationally? A GVAR approach
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-paper, zbw:bubdp1:201127)
• Business Cycle Transmission from the US to Germany: a Structural Factor Approach
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2004)
  by Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:2021)
• Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005)
  by Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:2936)
• How synchronized are central and east European economies with the euro area? Evidence from a structural factor model
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005)
  by Eickmeier, Sandra & Breitung, Jörg
  (ReDIF-paper, zbw:bubdp1:3379)
• Dynamic factor models
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005)
  by Breitung, Jörg & Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:4232)
• Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006)
  by Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:4793)
• Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006)
  by Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas
  (ReDIF-paper, zbw:bubdp1:5098)
• How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006)
  by Ziegler, Christina & Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:5170)
• The global dimension of inflation: evidence from factor-augmented Phillips curves
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008)
  by Eickmeier, Sandra & Moll, Katharina
  (ReDIF-paper, zbw:bubdp1:7556)
• Testing for structural breaks in dynamic factor models
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009)
  by Breitung, Jörg & Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdp1:7574)
• Forecasting national activity using lots of international predictors: an application to New Zealand
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009)
  by Eickmeier, Sandra & Ng, Tim
  (ReDIF-paper, zbw:bubdp1:7580)
• Understanding global liquidity
  Discussion Papers, Deutsche Bundesbank (2013)
  by Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris
  (ReDIF-paper, zbw:bubdps:032013)
• China's role in global inflation dynamics
  Discussion Papers, Deutsche Bundesbank (2013)
  by Eickmeier, Sandra & Kühnlenz, Markus
  (ReDIF-paper, zbw:bubdps:072013)
• The interest rate pass-through in the euro area during the sovereign debt crisis
  Discussion Papers, Deutsche Bundesbank (2015)
  by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo
  (ReDIF-paper, zbw:bubdps:102015)
• Analyzing business and financial cycles using multi-level factor models
  Discussion Papers, Deutsche Bundesbank (2014)
  by Breitung, Jörg & Eickmeier, Sandra
  (ReDIF-paper, zbw:bubdps:112014)
• Time variation in macro-financial linkages
  Discussion Papers, Deutsche Bundesbank (2013)
  by Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano
  (ReDIF-paper, zbw:bubdps:132013)
• Monetary policy and the oil futures market
  Discussion Papers, Deutsche Bundesbank (2012)
  by Eickmeier, Sandra & Lombardi, Marco J.
  (ReDIF-paper, zbw:bubdps:352012)
• Financial shocks and inflation dynamics
  Discussion Papers, Deutsche Bundesbank (2016)
  by Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban
  (ReDIF-paper, zbw:bubdps:412016)
• Macroeconomic effects of bank capital regulation
  Discussion Papers, Deutsche Bundesbank (2018)
  by Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban
  (ReDIF-paper, zbw:bubdps:442018)
• Time-varying volatility, financial intermediation and monetary policy
  Discussion Papers, Deutsche Bundesbank (2016)
  by Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban
  (ReDIF-paper, zbw:bubdps:462016)
• Effects of bank capital requirement tightenings on inequality
  Discussion Papers, Deutsche Bundesbank (2018)
  by Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban
  (ReDIF-paper, zbw:bubdps:542018)
• Time-varying Volatility, Financial Intermediation and Monetary Policy
  IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2016)
  by Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban
  (ReDIF-paper, zbw:iwhdps:iwh-19-16)
• Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
  Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung (2009)
  by Eickmeier, Sandra
  (ReDIF-paper, zbw:svrwwp:042009)
• The interest rate pass-through in the euro area during the sovereign debt crisis
  VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015)
  by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo
  (ReDIF-paper, zbw:vfsc15:113035)