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International macroeconomics, expectation formation, monetary policy, factor models, DSGE models.

Eickmeier, S. and T. Ng (2009), Forecasting national activity using lots of international predictors: an application to New Zealand, International Journal of Forecasting, forthcoming.
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

Eickmeier, S. and B. Hofmann (2009), Monetary policy and private sector (im)balances in the US, mimeo.
Eickmeier, S. and K. Moll (2008), The global dimension of inflation - evidence from factor-augmented Phillips curve, Bundesbank Discussion Paper (Series 1) 16/2008 and ECB Working Paper 1011 (2009).
Breitung, J. and S. Eickmeier (2009), Testing for structural breaks in dynamic factor models, Bundesbank Discussion Paper (Series 1) 05/2009.
Eickmeier, S. (2005), Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model, Bundesbank Discussion Paper (Series 1) 02/2005.