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Dr Sandra Eickmeier

Research Interests

  • International macroeconomics
  • Monetary policy and financial markets
  • Applied macroeconometrics
  • Expectation formation

Sandra Eickmeier is member of the following research groups:

Refereed Publications

  • Eickmeier, S., W. Lemke and M. Marcellino, Classical time-varying FAVAR models - Estimation, forecasting and structural analysis, Journal of the Royal Statistical Society - Series A, forthcoming.
  • Eickmeier, S., L. Gambacorta and B. Hofmann (2014), Understanding global liquidity, European Economic Review, Vol. 68, 1-18.
  • Buch, C. M., S. Eickmeier and E. Prieto (2014), In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Vol. 43, 12-30.
  • Buch, C. M., S. Eickmeier and E. Prieto (2014), Macroeconomic Factors and Microlevel Bank Behavior, Journal of Money, Credit and Banking, Vol. 46(4), 715-751.
  • Eickmeier, S. and K. Pijnenburg (2013), The global dimension of inflation – evidence from factor-augmented Phillips curves, Oxford Bulletin of Economics and Statistics, 75(1), 103-122.
  • Eickmeier, S. and B. Hofmann (2013), Monetary policy, housing booms, and financial (im)balances, Macroeconomic Dynamics, Vol. 17(4), 830-860.
  • Breitung, J. and S. Eickmeier (2011), Testing for structural breaks in dynamic factor models, Journal of Econometrics, 163(1), 71-84.
  • Eickmeier, S. (2010), Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR (english title: A FAVAR-based analysis of the transmission of US shocks to Germany), Jahrbücher für Nationalökonomie und Statistik (Journal of Economics and Statistics), 230(5), 571-600.
  • Eickmeier, S. and T. Ng (2010), Forecasting national activity using lots of international predictors: an application to New Zealand, International Journal of Forecasting, 27(29), 496-511.
  • Eickmeier, S. (2009), Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model, Journal of Applied Econometrics, 24(6), 933-959.
  • Eickmeier, S., B. Hofmann and A. Worms (2009), Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area, German Economic Review, 10(2), 193-223.
  • Eickmeier, S. and C. Ziegler (2008), How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach, Journal of Forecasting, 27(3), 237-265.
  • Eickmeier, S. (2007), Business cycle transmission from the US to Germany – a structural factor approach, European Economic Review, 51(3), 521-551
  • Eickmeier, S. and J. Breitung (2006), How synchronized are new EU member states with the euro area? Evidence from a structural factor model, Journal of Comparative Economics, 34, 538-563
  • Breitung, J. and S. Eickmeier (2006), Dynamic factor models, Allgemeines Statistisches Archiv (Journal of the German Statistical Society), 90, 27-42

Other Working Papers and Publications

  • Breitung, J. and S. Eickmeier (2014), Analyzing business and financial cycles using multi-level factor models, Centre for Applied Macroeconomic Analysis (CAMA) 43/2014.
  • Eickmeier, S. and T. Ng (2011), How do credit supply shocks propagate internationally? A GVAR approach, CEPR Discussion Paper, 8720.
  • Buch, C., S. Eickmeier and E. Prieto (2011), In search for yield? Survey-based evidence on the risk-taking channel, CESIFO Working Paper, 3375.
  • Eickmeier, S., W. Lemke and M. Marcellino (2011), The changing international transmission of financial shocks: Evidence from a classical time-varying FAVAR, CEPR Discussion Paper, 8341.
  • Eickmeier, S., W. Lemke and M. Marcellino (2011), Classical time-varying FAVAR models – Estimation, forecasting and structural analysis, CEPR Discussion Paper, 8321.
  • Eickmeier, S. and K. Moll (2008), The global dimension of inflation - evidence from factor-augmented Phillips curve, ECB Working Paper, 1011 (2009).

Bundesbank Discussion Papers

Additional information

Contact 

Dr Sandra Eickmeier

+49 69 9566-4705

+49 69 9566-4026

E-Mail

Address 

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany