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Sandra Eickmeier

Personal Details

First Name:Sandra
Middle Name:
Last Name:Eickmeier
Suffix:
RePEc Short-ID:pei21
[This author has chosen not to make the email address public]
Terminal Degree:2007 Wirtschafts- und Sozialwissenschaftliche Fakultät; Universität zu Köln (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Sandra Eickmeier & Luba Petersen, 2024. "The ECB’s Climate Activities and Public Trust," NBER Working Papers 33103, National Bureau of Economic Research, Inc.
  2. Sandra Eickmeier & Luba Petersen, 2024. "Toward a Holistic Approach to Central Bank Trust," NBER Working Papers 32716, National Bureau of Economic Research, Inc.
  3. Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach," CAMA Working Papers 2018-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "Effects of bank capital requirement tightenings on inequality," CAMA Working Papers 2018-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. 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.
  9. Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
  10. Eickmeier, Sandra & Kühnlenz, Markus, 2013. "China's role in global inflation dynamics," Discussion Papers 07/2013, Deutsche Bundesbank.
  11. Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers 9436, C.E.P.R. Discussion Papers.
  12. Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank.
  13. Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
  14. Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 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.
  15. 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.
  16. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
  17. 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.
  18. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo.
  19. Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  20. Eickmeier, Sandra & Moll, Katharina, 2009. "The global dimension of inflation - evidence from factor-augmented Phillips curves," Working Paper Series 1011, European Central Bank.
  21. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Discussion Paper Series 1: Economic Studies 2009,35, Deutsche Bundesbank.
  22. Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
  23. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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, Universität Konstanz.
  29. 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.
  30. Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
  31. 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.
  32. 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.

Articles

  1. Eickmeier, Sandra & Kühnlenz, Markus, 2018. "China'S Role In Global Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 225-254, March.
  2. von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
  3. Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
  4. Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016. "Time Variation in Macro‐Financial Linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1215-1233, November.
  5. Breitung, Jörg & Eickmeier, Sandra, 2015. "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, vol. 127(C), pages 31-34.
  6. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
  7. Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2015. "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, vol. 178(3), pages 493-533, June.
  8. 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.
  9. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
  10. 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, June.
  11. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
  12. 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, February.
  13. 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, April.
  14. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.

Chapters

  1. Breitung Jörg & Eickmeier Sandra, 2016. "Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 177-214, Emerald Group Publishing Limited.
    RePEc:erf:erfssc:72-11 is not listed on IDEAS

Books

  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, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. h-index
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Closeness measure in co-authorship network
  17. Wu-Index

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 41 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 (27) 2006-07-15 2006-08-05 2006-10-21 2006-11-18 2007-01-28 2009-03-28 2009-08-08 2010-05-02 2010-05-29 2010-11-27 2011-05-30 2013-03-09 2013-04-13 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2016-07-02 2016-07-23 2016-09-11 2016-10-30 2016-12-04 2018-09-24 2018-09-24 2018-12-17 2019-02-11 2020-08-17. Author is listed
  2. NEP-CBA: Central Banking (26) 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 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2016-07-02 2016-09-11 2016-10-30 2016-12-04 2018-09-24 2018-12-17 2020-08-17. Author is listed
  3. NEP-MON: Monetary Economics (22) 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 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2016-07-02 2016-07-23 2016-09-11 2016-10-30 2016-12-04 2020-08-17 2024-08-26 2024-12-02. Author is listed
  4. NEP-EEC: European Economics (12) 2006-07-15 2006-08-05 2006-08-05 2006-10-21 2006-11-18 2012-01-03 2012-01-25 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2024-12-02. Author is listed
  5. NEP-BAN: Banking (11) 2006-11-18 2010-11-27 2011-05-30 2012-01-03 2012-01-25 2013-03-09 2013-04-13 2013-05-22 2016-07-23 2018-09-24 2019-02-11. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (8) 2009-08-08 2012-01-03 2012-01-25 2013-03-09 2013-04-27 2015-06-27 2015-08-19 2016-02-17. Author is listed
  7. 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
  8. NEP-ETS: Econometric Time Series (5) 2006-08-05 2006-10-21 2007-01-28 2009-06-10 2011-04-23. Author is listed
  9. NEP-FDG: Financial Development and Growth (5) 2016-07-02 2016-07-23 2016-10-30 2018-09-24 2018-12-17. Author is listed
  10. NEP-FOR: Forecasting (5) 2006-08-05 2007-01-28 2009-06-03 2009-06-10 2011-04-23. Author is listed
  11. NEP-IFN: International Finance (4) 2011-04-23 2012-01-25 2013-03-09 2013-04-13
  12. NEP-DGE: Dynamic General Equilibrium (3) 2016-07-02 2016-07-23 2016-12-04
  13. NEP-URE: Urban and Real Estate Economics (3) 2010-05-02 2010-05-29 2018-09-24
  14. NEP-RMG: Risk Management (2) 2018-09-24 2018-12-17
  15. NEP-SOC: Social Norms and Social Capital (2) 2024-08-26 2024-12-02
  16. NEP-TRA: Transition Economics (2) 2006-08-05 2013-04-27
  17. NEP-CNA: China (1) 2013-04-27
  18. NEP-FMK: Financial Markets (1) 2006-08-05
  19. NEP-GER: German Papers (1) 2010-02-05

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