Details about Enzo Rossi

Access statistics for papers by Enzo Rossi.

Last updated 2025-02-10. Update your information in the RePEc Author Service.

Short-id: pro820

Working Papers

2025

1. Swiss treasury bond auctions: An update
   Economic Studies, Swiss National Bank
2. The demand for safe assets
   Working Papers, Swiss National Bank
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)

2024

3. Swiss treasury bill auctions: a review
   Economic Studies, Swiss National Bank

2022

4. Public debt management announcements under "beat-the-market" opportunities
   Working Papers, Swiss National Bank
5. What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC
   Papers, arXiv.org View citations (1)
   Also in Working Papers, Swiss National Bank (2021) View citations (1)

2021

6. Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation
   Papers, arXiv.org View citations (2)
   See also Journal Article Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation, Journal of Causal Inference, De Gruyter (2021) View citations (2) (2021)
   Chapter Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation, IFC Bulletins chapters, Bank for International Settlements (2022) (2022)
7. Shooting up liquidity: the effect of crime on real estate
   Working Papers, Swiss National Bank

2020

8. Does communication influence executives' opinion of central bank policy?
   Working Papers, Swiss National Bank
9. Spillovers to exchange rates from monetary and macroeconomic communications events
   Working Papers, Swiss National Bank

2018

10. Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?
    Working papers, Faculty of Business and Economics - University of Basel View citations (3)
    Also in Working Papers, Swiss National Bank (2017) View citations (16)
    See also Journal Article Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (23) (2020)
11. The Social Value of Information: A Test of a Beauty and Non-Beauty Contest
    Working papers, Faculty of Business and Economics - University of Basel View citations (2)
    Also in Working Papers, Swiss National Bank (2017) View citations (5)
    See also Journal Article The Social Value of Information: A Test of a Beauty and Nonbeauty Contest, Journal of Money, Credit and Banking, Blackwell Publishing (2022) (2022)

2016

12. Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (3)
    Also in Economic Studies, Swiss National Bank (2016) View citations (3)

2013

13. Transaction Taxes, Capital Gains Taxes and House Prices
    Working Papers, Swiss National Bank View citations (18)

2007

14. Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates
    Working Papers, Swiss National Bank View citations (4)
15. The reaction of asset markets to Swiss National Bank communication
    Working Papers, Swiss National Bank View citations (3)
    See also Journal Article The reaction of asset markets to Swiss National Bank communication, Journal of International Money and Finance, Elsevier (2010) View citations (71) (2010)

Journal Articles

2024

1. Public debt management announcements: A welfare-theoretic analysis
   Economic Modelling, 2024, 131, (C)

2023

2. Central bank communication and public trust: The case of ECB speeches
   Journal of International Money and Finance, 2023, 137, (C) View citations (12)

2022

3. The Social Value of Information: A Test of a Beauty and Nonbeauty Contest
   Journal of Money, Credit and Banking, 2022, 54, (7), 2125-2148
   See also Working Paper The Social Value of Information: A Test of a Beauty and Non-Beauty Contest, Working papers (2018) View citations (2) (2018)

2021

4. Does communication influence executives’ opinion of central bank policy?☆
   Journal of International Money and Finance, 2021, 115, (C) View citations (3)
5. Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation
   Journal of Causal Inference, 2021, 9, (1), 109-146 View citations (2)
   See also Working Paper Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation, Papers (2021) View citations (2) (2021)
   Chapter Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation, IFC Bulletins chapters, 2022, 57 (2022) (2022)

2020

6. Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?
   International Journal of Central Banking, 2020, 16, (2), 153-201 View citations (23)
   See also Working Paper Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?, Working papers (2018) View citations (3) (2018)

2010

7. Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 9-90 View citations (11)
8. The reaction of asset markets to Swiss National Bank communication
   Journal of International Money and Finance, 2010, 29, (3), 486-503 View citations (71)
   See also Working Paper The reaction of asset markets to Swiss National Bank communication, Working Papers (2007) View citations (3) (2007)

Chapters

2022

1. Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation
   A chapter in Machine learning in central banking, 2022, vol. 57
   See also Working Paper Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation, arXiv.org (2021) View citations (2) (2021)
   Journal Article Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation, De Gruyter (2021) View citations (2) (2021)