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, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

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

1. 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:

   1. 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.

2. 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.
   • 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.
   • 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.

   Cited by:

   1. Thomas Despois & Catherine Doz, 2021. "Identifying and interpreting the factors in factor models via sparsity: Different approaches," PSE Working Papers halshs-02235543, HAL.
   2. Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese, 2024. "Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model," Papers 2411.05695, arXiv.org.

Articles

1. 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:

   1. 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.

1. NEP-MAC: Macroeconomics (4) 2018-11-05 2019-01-28 2020-08-24 2023-05-01. Author is listed
2. NEP-CBA: Central Banking (2) 2019-01-28 2020-08-24. Author is listed
3. NEP-ECM: Econometrics (2) 2016-11-13 2019-03-25. Author is listed
4. NEP-ETS: Econometric Time Series (2) 2016-11-13 2019-03-25. Author is listed
5. NEP-MON: Monetary Economics (2) 2019-01-28 2020-08-24. Author is listed
6. NEP-BIG: Big Data (1) 2023-05-01
7. NEP-CMP: Computational Economics (1) 2023-05-01
8. NEP-EEC: European Economics (1) 2023-05-01
9. NEP-FDG: Financial Development and Growth (1) 2023-05-01
10. NEP-HIS: Business, Economic and Financial History (1) 2019-01-28
11. NEP-PAY: Payment Systems and Financial Technology (1) 2023-05-01

Corrections

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