Concepedia
Statistics
Publications
11
Citations
331
H-Index
10
Active since
2012
Affiliations
National Bank of Austria(Current)
International Monetary Fund
Bank of Finland
De Nederlandsche Bank
European Central Bank
Michael Sigmund is an author at National Bank of Austria specializing in economics, business, and finance.
Top concepts
FinanceBusinessEconomicsFinancial CrisisFinancial SystemFinancial IntermediationLoansMacroeconomicsMonetary PolicyEuro Area
Publications per year
2012–2021
Panel vector autoregression in R with the package panelvar
Michael Sigmund, Robert Ferstl · The Quarterly Review of Economics and Finance · 2019 · 124 citations
Package Panelvar, Panel Data
Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network
Lucia Alessi, António Antunes, Jan Babecký et al. · SSRN Electronic Journal · 2015 · 41 citations · Full text
Panel Vector Autoregression in R with the Package Panelvar
Michael Sigmund, Robert Ferstl · SSRN Electronic Journal · 2017 · 34 citations · Full text
Non-Bank Financial Intermediation in the Euro Area: Implications for Monetary Policy Transmission and Key Vulnerabilities
Lorenzo Cappiello, Fédéric Holm-Hadulla, Ángela Maddaloni et al. · SSRN Electronic Journal · 2021 · 28 citations · Full text
Monetary Policy, Economics, International Finance +11
Contagiousness and Vulnerability in the Austrian Interbank Market
Claus Puhr, Reinhardt Seliger, Michael Sigmund · SSRN Electronic Journal · 2012 · 23 citations · Full text
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