Mitarbeiter

Dr. Sandra Eickmeier

• Deutsche Bundesbank
• Central Office, Economics Department
• Wilhelm Epstein Str. 14
• 60431 Frankfurt am Main
•  
• +49 69 9566-4705
• +49 69 9566-4026
• Sandra Eickmeier

Research Interests

• International macroeconomics, monetary policy, financial markets, applied macroeconometrics, expectation formation.

Publications

• Eickmeier, S. and B. Hofmann (2011), Monetary policy, housing booms, and financial (im)balances, Macroeconomic Dynamics, forthcoming.
• 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
  

Working papers

• Eickmeier, S. and T. Ng (2011), How do credit supply shocks propagate internationally? A GVAR approach, Bundesbank Discussion Paper (Series 1), 27/2011 and CEPR Discussion Paper, 8720.
• Buch, C., S. Eickmeier and E. Prieto (2011), In search for yield? Survey-based evidence on the risk-taking channel, Bundesbank Discussion Paper (Series 1), 10/2011 and 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, Bundesbank Discussion Paper (Series 1), 05/2011 and CEPR Discussion Paper, 8341.
• Eickmeier, S., W. Lemke and M. Marcellino (2011), Classical time-varying FAVAR models – Estimation, forecasting and structural analysis, Bundesbank Discussion Paper (Series 1), 04/2011 and CEPR Discussion Paper, 8321.
• Buch, C., S. Eickmeier and E. Prieto (2010), Macroeconomic factors and micro-level bank risk, Bundesbank Discussion Paper (Series 1), 20/2010 and CESIFO Working Paper, 3194.
• 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).
• 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.