Common stationary and non-stationary factors in the Euro area analyzed in a large-scale factor modelSandra EickmeierVyprodáno4,3Pohlídat
How synchronized are central and east European economies with the Euro area?Sandra EickmeierVyprodáno4,3Pohlídat
Comovements and heterogeneity in the Euro area analyzed in a non-stationary dynamic factor modelSandra EickmeierVyprodáno4,3Pohlídat
How good are dynamic factor models at forecasting output and inflation?Sandra EickmeierVyprodáno4,3Pohlídat
Forecasting national activity using lots of international predictorsSandra EickmeierVyprodáno4,3Pohlídat
Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVARSandra EickmeierVyprodáno4,3Pohlídat
The changing international transmission of financial shocks: evidence from a classical time-varying FAVARSandra EickmeierVyprodáno4,3Pohlídat