Katrin Assenmacher : Citation Profile


Are you Katrin Assenmacher?

European Central Bank

12

H index

14

i10 index

497

Citations

RESEARCH PRODUCTION:

17

Articles

33

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 20
   Journals where Katrin Assenmacher has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 12 (2.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe101
   Updated: 2019-05-18    RAS profile: 2019-05-07    
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Relations with other researchers


Works with:

juselius, katarina (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Katrin Assenmacher.

Is cited by:

Tiwari, Aviral (22)

Berger, Helge (17)

Albulescu, Claudiu (14)

Pesaran, M (11)

Vašíček, Bořek (9)

Horvath, Roman (8)

Woodford, Michael (8)

Wieland, Volker (8)

Stavrev, Emil (8)

Hofmann, Boris (8)

Österholm, Pär (8)

Cites to:

Gerlach, Stefan (26)

Pesaran, M (25)

Johansen, Soren (9)

Shiller, Robert (8)

Campbell, John (8)

shin, yongcheol (8)

Smith, Ronald (7)

Estrella, Arturo (7)

Woodford, Michael (7)

Granger, Clive (6)

Gertler, Mark (6)

Main data


Where Katrin Assenmacher has published?


Journals with more than one article published# docs
European Economic Review2
Journal of Economics2
Swiss Journal of Economics and Statistics (SJES)2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank5
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Working Papers / Federal Reserve Bank of St. Louis2
CESifo Working Paper Series / CESifo Group Munich2
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)2

Recent works citing Katrin Assenmacher (2019 and 2018)


YearTitle of citing document
2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2017Should monetary policy pay attention to house prices? The Czech National Bank’s approach. (2017). Hampl, Mojmir ; Havranek, Toma. In: BIS Papers chapters. RePEc:bis:bisbpc:94-11.

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2017Money, Lending and Banking Crises. (2017). Pea, Guillermo . In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:444-458.

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2017Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes . In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:2:p:133-153.

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2017Foreign Exchange Inflows in Emerging Markets: How Much are they Sterilised?. (2017). Devadas, Sharmila ; Bleaney, Michael. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:261-281.

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2017House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

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2017Should Inflation Measures Used by Central Banks Incorporate House Prices? The Czech National Banks Approach. (2017). Havranek, Tomas ; Hampl, Mojmir. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2017/01.

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2017MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2018Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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2019Competition and credit procyclicality in European banking. (2019). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:237-251.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2018Monetary facts revisited. (2018). Hofmann, Boris ; Gertler, Pavel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:154-170.

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2018Estimating the Taylor rule in the time-frequency domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137.

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2018Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76.

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2017Should Inflation Measures Used by Central Banks Incorporate House Prices? The Czech Approach. (2017). Havranek, Tomas ; Hampl, Mojmir. In: Working Papers IES. RePEc:fau:wpaper:wp2017_12.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

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2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. (2017). Paruolo, Paolo ; Boswijk, H. Peter. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:28-:d:103006.

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2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

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2018The impact of monetary policy on household borrowing - a high-frequency IV identification. (2018). Sandstrom, Maria. In: Working Paper Series. RePEc:hhs:rbnkwp:0351.

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2017The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra . In: Croatian Economic Survey. RePEc:iez:survey:ces-v19_1-2017_palic-posedelsimovic-vizek.

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2017The Demand for Money for EMU: A Flexible Functional Form Approach. (2017). Barnett, William ; Gaekwad, Neepa B. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201704.

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2018The Demand for Money for EMU: a Flexible Functional Form Approach. (2018). Barnett, William ; Gaekwad, Neepa B. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9453-0.

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2017The Demand for Money for EMU: A Flexible Functional Form Approach. (2017). Barnett, William ; Gaekwad, Neepa . In: MPRA Paper. RePEc:pra:mprapa:81466.

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2018Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:84866.

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2019DETERMINANTS DE LINFLATION DANS LES PAYS DE LA COMMUNAUTE ECONOMIQUE ET MONETAIRE DE LAFRIQUE CENTRALE, (CEMAC). (2019). Ntita, Jean Ntita ; de Dieu, Jean. In: MPRA Paper. RePEc:pra:mprapa:92902.

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2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach. (2017). Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201736.

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2017FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS. (2017). De Gaetano, Davide. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0219.

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2017Time-Varying and Regional Dynamics in Swiss Housing Markets. (2017). Drechsel, Dirk ; Funk, Anne Kathrin. In: Swiss Journal of Economics and Statistics (SJES). RePEc:ses:arsjes:2017-i-3.

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2018Regime-switching monetary and fiscal policy rules and their interaction: an Indian case study. (2018). Arora, Sanchit. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1265-y.

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2018Potential ECB reaction functions with time-varying parameters: an assessment. (2018). Rivolta, Giulia. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1337-z.

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2017Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland. (2017). Brunhart, Andreas. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0013-x.

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2017Oil price–inflation pass-through in Romania during the inflation targeting regime. (2017). Tiwari, Aviral ; Oros, Cornel ; Albulescu, Claudiu. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:15:p:1527-1542.

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2017Long-run waves or short-run fluctuations – what establishes the correlation between oil and food prices?. (2017). Schmidt, Torsten ; Krtschell, Karoline. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:54:p:5535-5546.

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2018Investigation of the Relationship between the Intensity of International Trade and the Volatility of Paired Exchange Rates of the Russian Federation and its Trading Partners. (2018). Rey, Alexey ; Ponomarev, Yuriy ; Radchenko, Darya. In: Working Papers. RePEc:rnp:wpaper:061823.

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Works by Katrin Assenmacher:


YearTitleTypeCited
2006Interpreting Euro area inflation at high and low frequencies In: BIS Working Papers.
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2006Interpreting Euro Area Inflation at High and Low Frequencies.(2006) In: CEPR Discussion Papers.
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2008Interpreting euro area inflation at high and low frequencies.(2008) In: European Economic Review.
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2010Monetary policy and financial imbalances: facts and fiction In: Economic Policy.
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article32
2007Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows In: Cambridge Working Papers in Economics.
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paper1
2007Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: CESifo Working Paper Series.
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2007Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: IZA Discussion Papers.
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2008A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics.
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2008A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series.
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2009A VECX* model of the Swiss economy.(2009) In: Economic Studies.
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2006Understanding the Link between Money Growth and Inflation in the Euro Area In: CEPR Discussion Papers.
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paper27
2006Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland In: CEPR Discussion Papers.
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paper32
2008Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland.(2008) In: Journal of Economic Dynamics and Control.
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2006Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland.(2006) In: Working Papers.
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2006Money at Low Frequencies In: CEPR Discussion Papers.
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2007Money at Low Frequencies.(2007) In: Journal of the European Economic Association.
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2008Monetary Factors and Inflation in Japan In: CEPR Discussion Papers.
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2008Monetary factors and inflation in Japan.(2008) In: Journal of the Japanese and International Economies.
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2007Monetary Factors and Inflation in Japan.(2007) In: Working Papers.
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2007Monetary factors and inflation in Japan.(2007) In: IMFS Working Paper Series.
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2008Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices In: CEPR Discussion Papers.
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2008Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices.(2008) In: IMFS Working Paper Series.
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2008Ensuring financial stability: financial structure and the impact of monetary policy on asset prices.(2008) In: IEW - Working Papers.
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2008The term structure of interest rates across frequencies In: Working Paper Series.
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2006Estimating Central Banks preferences from a time-varying empirical reaction function In: European Economic Review.
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1997The demand for divisia money in a core monetary union In: Review.
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2001European business cycles: new indices and analysis of their synchronicity In: Working Papers.
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2005Forecasting macro variables with a Qual VAR business cycle turning point index In: Working Papers.
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2010Forecasting macro variables with a Qual VAR business cycle turning point index.(2010) In: Applied Economics.
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2018Monetary Policy with Negative Interest Rates: Decoupling Cash from Electronic Money In: IMF Working Papers.
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1994Book reviews In: Journal of Economics.
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1995Book reviews In: Journal of Economics.
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1997The Stability of European Money Demand: An Investigation of M3H In: Open Economies Review.
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article8
2014Real exchange rate persistence: the case of the Swiss franc-US dollar rate In: Discussion Papers.
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2015Real exchange rate persistence: The case of the Swiss franc-US dollar rate.(2015) In: Working Papers.
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2018The Swiss Sovereign Money Initiative In: Credit and Capital Markets.
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2008Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study In: Working Paper Research.
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2000Is there a Credit Channel in Austria? The Impact of Monetary Policy on Firms Investment Decisions In: Working Papers.
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2003European Business Cycles: New Indices and Their Synchronicity In: Economic Inquiry.
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2008Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model In: Swiss Journal of Economics and Statistics (SJES).
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2010Discussion: Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis In: Swiss Journal of Economics and Statistics (SJES).
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2008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows In: Working Papers.
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2008Financial Structure and the Impact of Monetary Policy on Asset Prices In: Working Papers.
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2008Financial structure and the impact of monetary policy on asset prices.(2008) In: CFS Working Paper Series.
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2017Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US In: Journal of Applied Econometrics.
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2003Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules In: Bonn Econ Discussion Papers.
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2000Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach In: Bonn Econ Discussion Papers.
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2019A cointegration model of money and wealth In: CFS Working Paper Series.
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2017The use of large denomination banknotes in Switzerland In: International Cash Conference 2017 – War on Cash: Is there a Future for Cash?.
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1994Schafft die aktuelle Geldpolitik eine inflationäre Preislücke? In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
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