Sylvia Kaufmann

Oesterreichische Nationalbank - Economic Studies Division

Otto Wagner-Platz 3

P.O. Box 61

Vienna, 1011

Austria

University of Basel - WWZ

Basel, 4002

Switzerland

SCHOLARLY PAPERS

8

DOWNLOADS

337

SSRN CITATIONS
Rank 19,127

SSRN RANKINGS

Top 19,127

in Total Papers Citations

4

CROSSREF CITATIONS

36

Scholarly Papers (8)

1.

Assymetries in Bank Lending Behavior: Austria During the 1990s

ECB Working Paper No. 97
Number of pages: 45 Posted: 26 Feb 2003
Sylvia Kaufmann
Oesterreichische Nationalbank - Economic Studies Division
Downloads 124 (227,301)

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Asymmetry, bank lending, Markov switching, Markov chain Monte Carlo

2.

The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison Between the Euro Area and the US

ECB Working Paper No. 816
Number of pages: 41 Posted: 02 Oct 2007
Sylvia Kaufmann and Maria Teresa Valderrama
Oesterreichische Nationalbank - Economic Studies Division and Österreichische Nationalbank - Department of Economics
Downloads 96 (272,049)

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Asymmetry, asset prices, financial system, lending, transmission mechanism

3.

The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US

Number of pages: 45 Posted: 02 Aug 2015
Paul Gaggl and Sylvia Kaufmann
University of North Carolina at Charlotte, Belk College of Business, Department of Economics and Oesterreichische Nationalbank - Economic Studies Division
Downloads 52 (381,435)
Citation 3

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employment polarization, jobless recoveries, factor model

4.

Finding Relevant Variables in Sparse Bayesian Factor Models: Economic Applications and Simulation Results

Bundesbank Discussion Paper No. 29/2012
Number of pages: 64 Posted: 21 Jun 2016
Sylvia Kaufmann and Christian Schumacher
Oesterreichische Nationalbank - Economic Studies Division and Deutsche Bundesbank
Downloads 26 (487,647)

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factor models, variable selection, sparse priors

5.

Model-Based Clustering of Multiple Time Series

CEPR Discussion Paper No. 4650
Number of pages: 32 Posted: 02 Dec 2004
Sylvia Fruhwirth-Schnatter and Sylvia Kaufmann
Johannes Kepler University - Department of Applied Statistics and Econometrics and Oesterreichische Nationalbank - Economic Studies Division
Downloads 23 (504,269)
Citation 1
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Panel data, clustering, mixture modelling, Markov Switching, Markov chain Monte Carlo

6.

Bayesian Analysis of Switching Arch Models

Journal of Time Series Analysis, Vol. 23, No. 4, pp. 425-458, 2002
Number of pages: 34 Posted: 03 Dec 2002
Sylvia Kaufmann and Sylvia Fruhwirth-Schnatter
Oesterreichische Nationalbank - Economic Studies Division and Johannes Kepler University - Department of Applied Statistics and Econometrics
Downloads 11 (575,859)
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Bayesian analysis, bridge sampling, MCMC estimation, model selection, switching ARCH-models

7.

The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison between the Euro Area and the USA

The Manchester School, Vol. 78, Issue 4, pp. 345-377, July 2010
Number of pages: 33 Posted: 16 Jun 2010
Sylvia Kaufmann and Maria Teresa Valderrama
Oesterreichische Nationalbank - Economic Studies Division and affiliation not provided to SSRN
Downloads 4 (621,823)
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8.

Does Money Matter for Inflation in the Euro Area?

Contemporary Economic Policy, Vol. 26, Issue 4, pp. 590-606, October 2008
Number of pages: 17 Posted: 16 Oct 2008
Sylvia Kaufmann and Peter Kugler
Oesterreichische Nationalbank - Economic Studies Division and University of Basel
Downloads 1 (652,000)
Citation 2
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