Sandra Eickmeier
Research Interests
- International macroeconomics
- Monetary policy and financial markets
- Applied macroeconometrics
- Expectation formation
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Refereed Publications
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Global financial stress and financial transmission channels Eickmeier S., Metiu N., Quast J., Tanneberger S.
2023 | Chapter, Handbook of Financial Integration, forthcoming.
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The global dimension of inflation evidence from factor-augmented Phillips curves Eickmeier S., Pijnenburg K.
2013 | Oxford Bulletin of Economics and Statistics, Vol. 75(1), pp. 103-122.
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Monetary policy, housing booms, and financial (im)balances Eickmeier S., Hoffmann B.
2013 | Macroeconomic Dynamics, Vol. 17(4), pp. 830-860.
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Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.
2011 | Journal of Econometrics Vol. 163(1), pp. 71-84.
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Forecasting national activity using lots of international predictors: an application to New Zealand Eickmeier S., Nq T.
2010 | International Journal of Forecasting, Vol. 27(29), pp. 496-511.
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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 Eickmeier S.
2010 | Journal of Economics and Statistics, Vol. 230(5), pp. 571-600.
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Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area Eickmeier S., Hofmann B., Worms A.
2009 | German Economic Review, Vol. 10(2), pp. 193-223.
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E Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model Eickmeier S.
2009 | Journal of Applied Econometrics, Vol. 24(6), pp. 933-959.
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How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach Eickmeier S., Ziegler C.
2008 | Journal of Forecasting, Vol. 27(3), pp. 237-265.
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Business cycle transmission from the US to Germany a structural factor approach Eickmeier S.
2007 | European Economic Review, Vol. 51(3), pp. 521-551.
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How synchronized are new EU member states with the euro area? Evidence from a structural factor model Eickmeier S., Breitung J.
2006 | Journal of Comparative Economics, Vol. 34, pp. 538-563.
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Dynamic factor models Breitung J., Eickmeier S.
2006 | Journal of the German Statistical Society, Vol. 90, pp. 27-42.
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Other Working Papers and Publications
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The Macroeconomic Effects of Bank Capital Requirement Changes: Evidence from a Narrative Approach Eickmeier S., Kolb B., Prieto E.
2018 | CAMA Working Paper 42/2018.
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In search for yield? Survey-based evidence on the risk-taking channel Buch C., Eickmeier S., Prieto E.
2011 | CESIFO Working Paper, 3375.
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Research Brief
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Discussion Papers