Sandra Eickmeier
Economics and Econometrics · 2007–2015
A researcher in the Science corpus: 5 papers; trusts 46 researchers and is trusted by 31 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 127 citations into it; #2,502 of 23,481 by trust here, #5,522 by citations
- Finance — 97 citations into it; #1,253 of 10,518 by trust here, #2,179 by citations
Whom Sandra Eickmeier trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- James H. Stock
- G. Peersman
- Mark W. Watson
- Serena Ng
- M. Hashem
- Renée Fry
- Yin-Wong Cheung
- M. Pesaran
- M. Gertler
Who trusts Sandra Eickmeier overall
- Georgios P. Georgiadis
- Breitung Jörg
- J. Breitung
- E. Sandra
- James H. Stock
- Liangjun Su
- Markus Pelger
- Xu Han
- Yohei Yamamoto
- J. Tenhofen
Papers from Sandra Eickmeier's perspective
Ordered by how strongly the researchers Sandra Eickmeier trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Inferential Theory for Factor Models of Large Dimensions
- Macroeconomic Forecasting Using Diffusion Indexes
- Determining the Number of Factors in Approximate Factor Models
- Are more data always better for factor analysis
- Monetary Policy in a Data-Rich Environment
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
- Determining the number of factors in approximate factor models with global and group-specific factors
- Eigenvalue Ratio Test for the Number of Factors
Their papers
- Testing for Structural Breaks in Dynamic Factor Models (2011) — 229 citations
- Business Cycle Transmission from the US to Germany: A Structural Factor Approach (2007) — 158 citations
- In Search for Yield? Survey-Based Evidence on Bank Risk Taking (2014) — 176 citations
- How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach (2015) — 266 citations
- Financial Cycles: What? How? When? (2011) — 122 citations