Details about Katrin Assenmacher

Access statistics for papers by Katrin Assenmacher.

Last updated 2013-03-25. Update your information in the RePEc Author Service.

Short-id: pwe101

Working Papers

2009

1. A VECX* model of the Swiss economy
   Economic Studies, Swiss National Bank View citations (7)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) View citations (1)
   CESifo Working Paper Series, CESifo Group Munich (2008)

2008

2. Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) View citations (11)
3. Financial Structure and the Impact of Monetary Policy on Asset Prices
   CFS Working Paper Series, Center for Financial Studies View citations (2)
   Also in Working Papers, Swiss National Bank (2008) View citations (16)
4. Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
   Working Papers, Swiss National Bank View citations (15)
   See also Journal Article in National Institute Economic Review (2008)
5. Monetary Factors and Inflation in Japan
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Working Papers, Swiss National Bank (2007) View citations (1)
   See also Journal Article in Journal of the Japanese and International Economies (2008)
6. Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study
   Working Paper Research, National Bank of Belgium View citations (15)
7. The term structure of interest rates across frequencies
   Working Paper Series, European Central Bank View citations (1)

2007

8. Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
   CESifo Working Paper Series, CESifo Group Munich
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007)
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2007)

2006

9. Interpreting Euro Area Inflation at High and Low Frequencies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
   Also in BIS Working Papers, Bank for International Settlements (2006) View citations (52)
   See also Journal Article in European Economic Review (2008)
10. Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland
    Working Papers, Swiss National Bank View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (20)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
11. Money at Low Frequencies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    See also Journal Article in Journal of the European Economic Association (2007)
12. Understanding the Link between Money Growth and Inflation in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (30)

2005

13. Forecasting macro variables with a Qual VAR business cycle turning point index
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article in Applied Economics (2010)

2003

14. Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules
    Bonn Econ Discussion Papers, University of Bonn, Germany View citations (8)

2001

15. European business cycles: new indices and analysis of their synchronicity
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
    Also in Discussion Paper Serie B, University of Bonn, Germany (1999) View citations (6)

2000

16. Is there a Credit Channel in Austria? The Impact of Monetary Policy on Firms' Investment Decisions
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (10)
17. Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach
    Bonn Econ Discussion Papers, University of Bonn, Germany View citations (4)

1996

18. Aggregating Money Demand in Europe with a Divisia Index
    Discussion Paper Serie B, University of Bonn, Germany
19. Aggregation Bias in Estimating European Money Demand Functions
    Discussion Paper Serie B, University of Bonn, Germany View citations (2)

1995

20. Central Bank Independence and Seigniorage: The Banque de France
    Discussion Paper Serie B, University of Bonn, Germany View citations (1)
21. Divergent Trends in the Velocity of Money
    Discussion Paper Serie B, University of Bonn, Germany
22. The Stability of European Money Demand: An Investigation of M3H
    Discussion Paper Serie B, University of Bonn, Germany View citations (8)
    See also Journal Article in Open Economies Review (1997)

1994

23. Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1
    Discussion Paper Serie B, University of Bonn, Germany View citations (1)

Journal Articles

2010

1. Discussion: Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 121-130
2. Forecasting macro variables with a Qual VAR business cycle turning point index
   Applied Economics, 2010, 42, (23), 2909-2920 View citations (2)
   See also Working Paper (2005)
3. Monetary policy and financial imbalances: facts and fiction
   Economic Policy, 2010, 25, 437-482 View citations (6)

2008

4. Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows
   National Institute Economic Review, 2008, 203, (1), 91-108 View citations (10)
   See also Working Paper (2008)
5. Interpreting euro area inflation at high and low frequencies
   European Economic Review, 2008, 52, (6), 964-986 View citations (10)
   See also Working Paper (2006)
6. Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
   Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 197-246 View citations (2)
7. Monetary factors and inflation in Japan
   Journal of the Japanese and International Economies, 2008, 22, (3), 343-363 View citations (5)
   See also Working Paper (2008)
8. Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland
   Journal of Economic Dynamics and Control, 2008, 32, (2), 411-435 View citations (7)
   See also Working Paper (2006)

2007

9. Money at Low Frequencies
   Journal of the European Economic Association, 2007, 5, (2-3), 534-542 View citations (19)
   See also Working Paper (2006)

2006

10. Estimating Central Banks' preferences from a time-varying empirical reaction function
    European Economic Review, 2006, 50, (8), 1951-1974 View citations (25)

2003

11. European Business Cycles: New Indices and Their Synchronicity
    Economic Inquiry, 2003, 41, (1), 116-131 View citations (5)

1997

12. The Stability of European Money Demand: An Investigation of M3H
    Open Economies Review, 1997, 8, (4), 371-391 View citations (9)
    See also Working Paper (1995)
13. The demand for divisia money in a core monetary union
    Review, 1997, (Sep), 51-60 View citations (12)

1995

14. Book reviews
    Journal of Economics, 1995, 61, (2), 201-213
    Also in Journal of Economics, 1994, 60, (3), 323-340 (1994)