Sylvia Kaufmann
Names
| first: |
Sylvia |
| last: |
Kaufmann |
Identifer
Contact
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Study Center Gerzensee,
Dorfstrasse 2,
CH 3115 Gerzensee |
Affiliations
Research profile
author of:
- Model-Based Clustering of Multiple Time Series (RePEc:bes:jnlbes:v:26:y:2008:p:78-89)
by Fruhwirth-Schnatter, Sylvia & Kaufmann, Sylvia - Does Money Matter For Inflation In The Euro Area? (RePEc:bla:coecpo:v:26:y:2008:i:4:p:590-606)
by Sylvia Kaufmann & Peter Kugler - Bayesian analysis of switching ARCH models (RePEc:bla:jtsera:v:23:y:2002:i:4:p:425-458)
by Sylvia Kaufmann & Sylvia Frühwirth‐Schnatter - The Role Of Credit Aggregates And Asset Prices In The Transmission Mechanism: A Comparison Between The Euro Area And The Usa (RePEc:bla:manchs:v:78:y:2010:i:4:p:345-377)
by Sylvia Kaufmann & Maria Teresa Valderrama - A Switching ARCH Model for the German DAX Index (RePEc:bpj:sndecm:v:10:y:2006:i:4:n:3)
by Kaufmann Sylvia & Scheicher Martin - Constrained interest rates and changing dynamics at the zero lower bound (RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3)
by Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney - Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area (RePEc:bsl:wpaper:2005/07)
by Kaufmann, Sylvia & Kugler, Peter - Does Money Matter for Inflation in the Euro Area? (RePEc:bsl:wpaper:2005/09)
by Kaufmann, Sylvia & Kugler, Peter - Portfolio rebalancing in times of stress (RePEc:cpr:ceprdp:15777)
by Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia - Model-based Clustering of Multiple Time Series (RePEc:cpr:ceprdp:4650)
by Kaufmann, Sylvia & Frühwirth-Schnatter, Sylvia - Asymmetries in bank lending behaviour. Austria during the 1990s (RePEc:ecb:ecbwps:200197)
by Kaufmann, Sylvia - The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US (RePEc:ecb:ecbwps:2007816)
by Kaufmann, Sylvia & Valderrama, Maria Teresa - Bayesian Analysis of Switching ARCH Models (RePEc:ecm:wc2000:1381)
by Sylvia Fruhwirth-Schnattaer & Sylvia Kaufmann - Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods (RePEc:ect:emjrnl:v:3:y:2000:i:1:p:39-65)
by Sylvia Kaufmann - Financial systems and the cost channel transmission of monetary policy shocks (RePEc:eee:ecmode:v:26:y:2009:i:1:p:40-46)
by Kaufmann, Sylvia & Scharler, Johann - K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? (RePEc:eee:econom:v:187:y:2015:i:1:p:82-94)
by Kaufmann, Sylvia - Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (RePEc:eee:econom:v:210:y:2019:i:1:p:116-134)
by Kaufmann, Sylvia & Schumacher, Christian - Do customer information programs reduce household electricity demand?--the Irish program (RePEc:eee:enepol:v:32:y:2004:i:8:p:1025-1032)
by Dulleck, Uwe & Kaufmann, Sylvia - Bank lending in Switzerland: Driven by business models and exposed to uncertainty (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002519)
by Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia - Portfolio rebalancing in times of stress (RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097)
by Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia - The cyclical component of labor market polarization and jobless recoveries in the US (RePEc:eee:moneco:v:116:y:2020:i:c:p:334-347)
by Gaggl, Paul & Kaufmann, Sylvia - Modeling Credit Aggregates (RePEc:ekd:003306:330600146)
by Maria Teresa VALDERRAMA & Sylvia KAUFMANN - Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey (RePEc:ihs:ihsesp:38)
by Kaufmann, Sylvia & Scheicher, Martin - Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? (RePEc:ijf:ijfiec:v:13:y:2008:i:3:p:266-279)
by Sylvia Kaufmann & Maria Teresa Valderrama - Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area (RePEc:inn:wpaper:2013-34)
by Sylvia Kaufmann & Johann Scharler - How do changes in monetary policy affect bank lending? An analysis of Austrian bank data (RePEc:jae:japmet:v:21:y:2006:i:3:p:275-305)
by Sylvia Kaufmann & Sylvia Frühwirth-Schnatter - Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data (RePEc:jae:japmet:v:25:y:2010:i:2:p:309-344)
by Sylvia Kaufmann - Bank-Lending Standards, the Cost Channel and Inflation Dynamics (RePEc:jku:econwp:2009_16)
by Sylvia Kaufmann & Johann Scharler - Don Harding Adrian Papgan: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance (RePEc:jns:jbstat:v:237:y:2017:i:5:p:453-455:n:4)
by Kaufmann Sylvia - A monetary real-time conditional forecast of euro area inflation (RePEc:jof:jforec:v:29:y:2010:i:4:p:388-405)
by Sylvia Kaufmann & Peter Kugler - Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s (RePEc:kap:empiri:v:35:y:2008:i:5:p:465-479)
by Jarko Fidrmuc & Sylvia Kaufmann & Andreas Resch - Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks (RePEc:mmf:mmfc06:67)
by Johann Scharler & Sylvia Kaufmann - The Role of Bank Lending in Market-Based and Bank-Based Financial Systems (RePEc:onb:oenbmp:y:2004:i:2:b:5)
by Sylvia Kaufmann & Maria Teresa Valderrama - Growth and Stability in the EU (RePEc:onb:oenbmp:y:2004:i:2:b:6)
by Sylvia Kaufmann & Burkhard Raunig & Helene Schuberth - Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts (RePEc:onb:oenbmp:y:2007:i:2:b:5)
by Sylvia Kaufmann - Does Money Matter for Inflation in the Euro Area? (RePEc:onb:oenbwp:103)
by Sylvia Kaufmann & Peter Kugler - Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks (RePEc:onb:oenbwp:116)
by Sylvia Kaufmann & Johann Scharler - Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area (RePEc:onb:oenbwp:131)
by Sylvia Kaufmann & Peter Kugler - Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data (RePEc:onb:oenbwp:144)
by Sylvia Kaufmann - Bank-Lending Standards, the Cost Channel and Inflation Dynamics (RePEc:onb:oenbwp:164)
by Sylvia Kaufmann & Johann Scharler - Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data (RePEc:onb:oenbwp:45)
by Sylvia Kaufmann - Asymmetries in Bank Lending Behaviour. - Austria During the 1990s (RePEc:onb:oenbwp:56)
by Sylvia Kaufmann - The business cycle of European countries Bayesian clustering of country - individual IP growth series (RePEc:onb:oenbwp:83)
by Sylvia Kaufmann - Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data (RePEc:onb:oenbwp:85)
by Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann - Modeling Credit Aggregates (RePEc:onb:oenbwp:90)
by Sylvia Kaufmann & Maria Teresa Valderrama - Permanent Components in Swiss Macroeconomic Variables (RePEc:ses:arsjes:1996-iv-2)
by Sylvia Kaufmann - Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank (RePEc:ses:arsjes:2010-i-10)
by Sylvia Kaufmann & Samuel Reynard - K-state switching models with endogenous transition distributions (RePEc:snb:snbwpa:2011-13)
by Sylvia Kaufmann - Changing dynamics at the zero lower bound (RePEc:snb:snbwpa:2016-16)
by Dr. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan - Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time (RePEc:snb:snbwpa:2020-12)
by Dr. Toni Beutler & Dr. Matthias Gubler & Simona Hauri & Sylvia Kaufmann - Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data (RePEc:spr:empeco:v:27:y:2002:i:2:p:277-297)
by Sylvia Kaufmann - The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? (RePEc:spr:empeco:v:27:y:2002:i:3:p:529-542)
by Sylvia Kaufmann & Georg Winckler & Johann Scharler - COVID-19 outbreak and beyond: the information content of registered short-time workers for GDP now- and forecasting (RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00053-x)
by Sylvia Kaufmann - Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting (RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00106-x)
by Sylvia Kaufmann - Bayesian estimation of sparse dynamic factor models with order-independent identification (RePEc:szg:worpap:1304)
by Sylvia Kaufmann & Christian Schumacher - The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US (RePEc:szg:worpap:1403)
by Paul Gaggl & Sylvia Kaufmann - K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? (RePEc:szg:worpap:1404)
by Sylvia Kaufmann - Changing dynamics at the zero lower bound (RePEc:szg:worpap:1602)
by Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan - Hidden Markov models in time series, with applications in economics (RePEc:szg:worpap:1606)
by Sylvia Kaufmann - Factor augmented VAR revisited - A sparse dynamic factor model approach (RePEc:szg:worpap:1608)
by Simon Beyeler & Sylvia Kaufmann - Factor augmented VAR revisited - A sparse dynamic factor model approach (RePEc:szg:worpap:1608r)
by Simon Beyeler & Sylvia Kaufmann - Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting (RePEc:szg:worpap:2003)
by Sylvia Kaufmann - Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time (RePEc:szg:worpap:2004)
by Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann - Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting (RePEc:szg:worpap:2202)
by Sylvia Kaufmann - Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting (RePEc:szg:worpap:2202r)
by Sylvia Kaufmann - Bayesian (non-)unique sparse factor modelling (RePEc:szg:worpap:2304)
by Sylvia Kaufmann & Markus Pape - Bayesian Dynamic Tensor Regression (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:429-439)
by Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann - Bayesian Dynamic Tensor Regression (RePEc:ven:wpaper:2018:13)
by Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini - Unknown item RePEc:vie:viennp:0001 (paper)
- On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand (RePEc:vie:viennp:vie0001)
by Uwe Dulleck & Sylvia Kaufmann - Measuring Business Cycles with a Dynamic Markov Switching Factor Model (RePEc:vie:viennp:vie9710)
by Sylvia KAUFMANN - Bayes inference in common Markov switching trends models (RePEc:vie:viennp:vie9809)
by Sylvia Kaufmann - The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? (RePEc:vie:viennp:vie9903)
by Sylvia KAUFMANN & Johann SCHARLER & Georg WINCKLER - How do changes in monetary policy affect bank lending? An analysis of Austrian bank data (RePEc:wly:japmet:v:21:y:2006:i:3:p:275-305)
by Sylvia Frühwirth‐Schnatter & Sylvia Kaufmann - Identifying relevant and irrelevant variables in sparse factor models (RePEc:wly:japmet:v:32:y:2017:i:6:p:1123-1144)
by Sylvia Kaufmann & Christian Schumacher - Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors (RePEc:wly:japmet:v:36:y:2021:i:7:p:989-1012)
by Simon Beyeler & Sylvia Kaufmann - Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results (RePEc:zbw:bubdps:292012)
by Kaufmann, Sylvia & Schumacher, Christian - The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US (RePEc:zbw:vfsc16:145869)
by Kaufmann, Sylvia & Gaggl, Paul - Factor augmented VAR revisited - A sparse dynamic factor model approach (RePEc:zbw:vfsc18:181602)
by Kaufmann, Sylvia & Beyeler, Simon