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Katrin Assenmacher : Citation Profile


Are you Katrin Assenmacher?

European Central Bank

12

H index

13

i10 index

457

Citations

RESEARCH PRODUCTION:

16

Articles

38

Papers

RESEARCH ACTIVITY:

   23 years (1994 - 2017). See details.
   Cites by year: 19
   Journals where Katrin Assenmacher has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 13 (2.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe101
   Updated: 2018-02-17    RAS profile: 2018-02-08    
   Missing citations? Add them    Incorrect content? Let us know

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 (15)

Berger, Helge (15)

Pesaran, M (11)

Albulescu, Claudiu (11)

Vašíček, Bořek (8)

Woodford, Michael (8)

Wieland, Volker (8)

Hofmann, Boris (7)

Österholm, Pär (7)

Wolters, Juergen (7)

Carstensen, Kai (7)

Cites to:

Pesaran, M (29)

Gerlach, Stefan (27)

Campbell, John (10)

Shiller, Robert (10)

Estrella, Arturo (10)

Granger, Clive (9)

shin, yongcheol (8)

Dueker, Michael (8)

Johansen, Soren (8)

Gertler, Mark (7)

Woodford, Michael (7)

Main data


Where Katrin Assenmacher has published?


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

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

Recent works citing Katrin Assenmacher (2018 and 2017)


YearTitle of citing document
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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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. 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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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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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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2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. (2017). Paruolo, Paolo ; Boswijk, Peter H. 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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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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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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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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Works by Katrin Assenmacher:


YearTitleTypeCited
2006Interpreting Euro area inflation at high and low frequencies In: BIS Working Papers.
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paper69
2006Interpreting Euro Area Inflation at High and Low Frequencies.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 69
paper
2008Interpreting euro area inflation at high and low frequencies.(2008) In: European Economic Review.
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This paper has another version. Agregated cites: 69
article
2010Monetary policy and financial imbalances: facts and fiction In: Economic Policy.
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article28
2003Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules In: Bonn Econ Discussion Papers.
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paper8
2000Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach In: Bonn Econ Discussion Papers.
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paper4
1994Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1. In: Discussion Paper Serie B.
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paper1
1995Central Bank Independence and Seigniorage: The Banque de France In: Discussion Paper Serie B.
[Citation analysis]
paper2
1995Divergent Trends in the Velocity of Money In: Discussion Paper Serie B.
[Citation analysis]
paper0
1995The Stability of European Money Demand: An Investigation of M3H In: Discussion Paper Serie B.
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paper8
1996Aggregating Money Demand in Europe with a Divisia Index In: Discussion Paper Serie B.
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paper0
1996Aggregation Bias in Estimating European Money Demand Functions In: Discussion Paper Serie B.
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paper1
1999European Business Cycles: New Indices and Analysis of their Synchronicity In: Discussion Paper Serie B.
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paper6
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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This paper has another version. Agregated cites: 1
paper
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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This paper has another version. Agregated cites: 1
paper
2008A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics.
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paper7
2008A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2009A VECX* model of the Swiss economy.(2009) In: Economic Studies.
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This paper has another version. Agregated cites: 7
paper
2006Understanding the Link between Money Growth and Inflation in the Euro Area In: CEPR Discussion Papers.
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paper26
2006Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland In: CEPR Discussion Papers.
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paper29
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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This paper has another version. Agregated cites: 29
article
2006Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 29
paper
2006Money at Low Frequencies In: CEPR Discussion Papers.
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paper36
2007Money at Low Frequencies.(2007) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 36
article
2008Monetary Factors and Inflation in Japan In: CEPR Discussion Papers.
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paper19
2008Monetary factors and inflation in Japan.(2008) In: Journal of the Japanese and International Economies.
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This paper has another version. Agregated cites: 19
article
2007Monetary Factors and Inflation in Japan.(2007) In: Working Papers.
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paper
2007Monetary factors and inflation in Japan.(2007) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
2008Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices In: CEPR Discussion Papers.
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paper24
2008Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices.(2008) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 24
paper
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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paper1
2006Estimating Central Banks preferences from a time-varying empirical reaction function In: European Economic Review.
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article64
1997The demand for divisia money in a core monetary union In: Review.
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article10
2001European business cycles: new indices and analysis of their synchronicity In: Working Papers.
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paper3
2005Forecasting macro variables with a Qual VAR business cycle turning point index In: Working Papers.
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paper14
2010Forecasting macro variables with a Qual VAR business cycle turning point index.(2010) In: Applied Economics.
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This paper has another version. Agregated cites: 14
article
1994Book reviews In: Journal of Economics.
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article0
1995Book reviews In: Journal of Economics.
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article0
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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paper0
2015Real exchange rate persistence: The case of the Swiss franc-US dollar rate.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study In: Working Paper Research.
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paper20
2000Is there a Credit Channel in Austria? The Impact of Monetary Policy on Firms Investment Decisions In: Working Papers.
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paper8
2003European Business Cycles: New Indices and Their Synchronicity In: Economic Inquiry.
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article6
2008Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model In: Swiss Journal of Economics and Statistics (SJES).
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article7
2010Discussion: Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis In: Swiss Journal of Economics and Statistics (SJES).
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article0
2008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows In: Working Papers.
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paper19
2008Financial Structure and the Impact of Monetary Policy on Asset Prices In: Working Papers.
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paper26
2008Financial structure and the impact of monetary policy on asset prices.(2008) In: CFS Working Paper Series.
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paper
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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article2
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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paper0
1994Schafft die aktuelle Geldpolitik eine inflationäre Preislücke? In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
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article0

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