Working Papers

from Swiss National Bank
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2008-7: Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device

Martin Brown, Armin Falk and Ernst Fehr

2008-6: Cost Pass Through in a Competitive Model of Pricing-to-Market

Raphael Auer and Thomas Chaney

2008-5: Are Weekly Inflation Forecasts Informative?

Marlene Amstad and Andreas Fischer

2008-4: Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries

Maria Clara Rueda Maurer

2008-3: Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows

Katrin Assenmacher-Wesche and M Hashem Pesaran

2008-2: Intelligible Factors for the Yield Curve

Yvan Lengwiler and Carlos Lenz

2008-1: The Emergence of Information Sharing in Credit Markets

Martin Brown and Christian Zehnder

2007-17: Safe Haven Currencies

Angelo Ranaldo and Paul Solderlind (Paul Soderlind)

2007-16: Who Prices Locally? Survey Evidence of Swiss Exporters

Andreas Fischer, Matthias Lutz and Manuel Waelti

2007-15: Information Sharing and Credit: Firm-Level Evidence from Transition Countries

Martin Brown, Tullio Jappelli and Marco Pagano

2007-14: Globalization, markups and the natural rate of interest

Natal, Jean-Marc and Nicolas Stoffels

2007-13: Monetary Factors and Inflation in Japan

Katrin Assenmacher-Wesche, Stefan Gerlach and Toshitaka Sekine

2007-12: Communicating Policy Options at the Zero Bound

Lukas Burkhard and Andreas Fischer

2007-11: The reaction of asset markets to Swiss National Bank communication

Angelo Ranaldo and Enzo Rossi

2007-10: Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates

Franziska Bignasca and Enzo Rossi

2007-9: The Colonial Origins of Comparative Development: A Solution to the Debate on Settler Mortality Rates

Raphael Auer

2007-8: An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates

Buettler, Hans-Juerg

2007-7: Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan

Martin Brown, Maria Rueda Maurer, Tamara Pak and Nurlanbek Tynaev

2007-6: Loss Aversion in Aggregate Macroeconomic Time Series

Rina Rosenblatt-Wisch

2007-5: Maintaining Low Inflation: Money, Interest Rates, and Policy Stance

Samuel Reynard

2007-4: Why 'Basel II' May Need a Leverage Ratio Restriction

Juerg Blum

2007-3: Segmentation and Time-of-Day Patterns in Foreign Exchange Markets

Angelo Ranaldo

2007-2: Federal Reserve Policy viewed through a Money Supply Lens

Ibrahim Chowdhury and Andreas Schabert

2007-1: Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market ractitioners' views

Andreas Fischer, Gulzina Isakova and Ulan Termechikov

2006-11: Intraday Market Dynamics Around Public Information Arrivals

Angelo Ranaldo

2006-10: On Understanding Sources of Growth and Output Gaps for Switzerland

Kevin Fox and Mathias Zurlinden

2006-9: A Two-Pillar Phillips Curve for Switzerland

Gerlach-Kristen, Petra

2006-8: Can bank supervisors rely on market data? A critical assessment from a Swiss perspective

Urs W. Birchler and Matteo Facchinetti

2006-7: Money and the Great Disinflation

Samuel Reynard

2006-6: Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data

Marlene Amstad and Andreas Fischer

2006-5: Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland

Katrin Assenmacher-Wesche and Stefan Gerlach

2006-4: The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation

Hansjuerg Lehmann and Michael Manz

2006-3: Credit Reporting, Relationship Banking, and Loan Repayment

Martin Brown and Christian Zehnder

2006-2: Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

Charlotte Christiansen and Angelo Ranaldo

2006-1: Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?

Andreas Fischer

2005-2: On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions

Andreas Fischer

2005-1: The Phillips curve under state-dependent pricing

Hasan Bakhshi, Hashmat Khan and Barbara Rudolf

2004-2: What Does the Yield on Subordinated Bank Debt Measure?

Urs W. Birchler and Diana Hancock

2004-1: Financial Market Participation and the Apparent Instability of Money Demand

Samuel Reynard