Simon Beyeler
Personal Details
First Name: | Simon |
Middle Name: | |
Last Name: | Beyeler |
Suffix: | |
RePEc Short-ID: | pbe1152 |
[This author has chosen not to make the email address public] | |
Affiliation
Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Laura Felber & Dr. Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
- Sophie Altermatt & Dr. Simon Beyeler, 2020.
"Shall we twist?,"
Working Papers
2020-11, Swiss National Bank.
- Sophie Altermatt & Simon Beyeler, 2018. "Shall We Twist?," Diskussionsschriften dp1825, Universitaet Bern, Departement Volkswirtschaft.
- Simon Beyeler, 2019. "Streamlining Time-varying VAR with a Factor Structure in the Parameters," Working Papers 19.03, Swiss National Bank, Study Center Gerzensee.
- 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.
- Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
Articles
- 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Simon Beyeler, 2019.
"Streamlining Time-varying VAR with a Factor Structure in the Parameters,"
Working Papers
19.03, Swiss National Bank, Study Center Gerzensee.
Cited by:
- Sophie Altermatt & Simon Beyeler, 2018.
"Shall We Twist?,"
Diskussionsschriften
dp1825, Universitaet Bern, Departement Volkswirtschaft.
- Sophie Altermatt & Dr. Simon Beyeler, 2020. "Shall we twist?," Working Papers 2020-11, Swiss National Bank.
- Sophie Altermatt & Simon Beyeler, 2018.
"Shall We Twist?,"
Diskussionsschriften
dp1825, Universitaet Bern, Departement Volkswirtschaft.
- 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.
- Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
Cited by:
- Thomas Despois & Catherine Doz, 2021. "Identifying and interpreting the factors in factor models via sparsity: Different approaches," PSE Working Papers halshs-02235543, HAL.
Articles
- 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.
Cited by:
- Thomas Despois & Catherine Doz, 2022. "Identifying and interpreting the factors in factor models via sparsity : Different approaches," PSE Working Papers halshs-03626503, HAL.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 6 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.- NEP-MAC: Macroeconomics (4) 2018-11-05 2019-01-28 2020-08-24 2023-05-01. Author is listed
- NEP-CBA: Central Banking (2) 2019-01-28 2020-08-24. Author is listed
- NEP-ECM: Econometrics (2) 2016-11-13 2019-03-25. Author is listed
- NEP-ETS: Econometric Time Series (2) 2016-11-13 2019-03-25. Author is listed
- NEP-MON: Monetary Economics (2) 2019-01-28 2020-08-24. Author is listed
- NEP-BIG: Big Data (1) 2023-05-01
- NEP-CMP: Computational Economics (1) 2023-05-01
- NEP-EEC: European Economics (1) 2023-05-01
- NEP-FDG: Financial Development and Growth (1) 2023-05-01
- NEP-HIS: Business, Economic and Financial History (1) 2019-01-28
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-05-01
Corrections
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