Details about Andreas Fischer

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Workplace:	Centre for Economic Policy Research (CEPR), (more information at EDIRC) Istituto di Economia (Department of Economics), Università Carlo Cattaneo (LIUC) (Carlo Cattaneo Free University), (more information at EDIRC)

Access statistics for papers by Andreas Fischer.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pfi23

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Working Papers

2023

1. The kindness of strangers: Brexit and bilateral financial linkages
   Working Papers, Swiss National Bank

2021

2. Portfolio rebalancing in times of stress
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Working Papers, Swiss National Bank (2017)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017)
   See also Journal Article in Journal of International Money and Finance (2021)

2020

3. The effect of self-financed property buyers on local house prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2019

4. Foreign currency loan conversions and currency mismatches
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in Working Papers, Swiss National Bank (2019) View citations (8)
   See also Journal Article in Journal of International Money and Finance (2022)

2018

5. Current Account Adjustment and Retained Earnings
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, Swiss National Bank (2018) View citations (1)
   Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2018)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)
   See also Journal Article in Journal of International Money and Finance (2019)
6. Do the rich pay their taxes early?
   Working Papers, Swiss National Bank
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
   See also Journal Article in International Tax and Public Finance (2020)
7. Identifying Chinese Supply Shocks - Effects of Trade on Labor Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   See also Journal Article in Review of International Economics (2023)
8. The speed of exchange rate pass-through
   Working Papers, Swiss National Bank View citations (22)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (12)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) View citations (9)
   See also Journal Article in Journal of the European Economic Association (2020)

2016

9. Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc
   Working Papers, Swiss National Bank, Study Center Gerzensee View citations (3)
   See also Journal Article in Aussenwirtschaft (2016)
10. The impact of international swap lines on stock returns of banks in emerging markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Working Papers, Swiss National Bank (2015) View citations (2)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2015) View citations (2)

2014

11. Merchanting and Current Account Balances
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (6)
    Working Papers, Swiss National Bank (2013) View citations (5)
    See also Journal Article in The World Economy (2017)

2011

12. Immigrant language barriers and house prices
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    See also Journal Article in Regional Science and Urban Economics (2012)
13. Low-Wage Import Competition, Inflationary Pressure, and Industry Dynamics in Europe
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)
    Also in Working Papers, Swiss National Bank (2011) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) View citations (4)
    See also Journal Article in European Economic Review (2013)
14. The arrival of cheap goods: Measuring the impact of Chinese import competition on Nordic prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2010

15. Globalization and Inflation in Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
16. Immigration and Swiss House Prices
    Working Papers, Swiss National Bank View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (31)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2017)
17. Immigration and large banknotes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Working Papers, Swiss National Bank (2010) View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2014)

2009

18. European hoarding: currency use among immigrants in Switzerland
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
19. Monthly pass-through ratios
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2008

20. Are Weekly Inflation Forecasts Informative?
    Working Papers, Swiss National Bank View citations (4)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
21. Does FOMC News Increase Global FX Trading?
    Working Papers, Swiss National Bank View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (1)
    See also Journal Article in Journal of Banking & Finance (2011)
22. The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure
    Working Papers, Swiss National Bank View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (24)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2008) View citations (15)
    See also Journal Article in Journal of Monetary Economics (2010)

2007

23. Communicating Policy Options at the Zero Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Working Papers, Swiss National Bank (2007) View citations (6)
    See also Journal Article in Journal of International Money and Finance (2009)
24. Who Prices Locally? Survey Evidence of Swiss Exporters
    Working Papers, Swiss National Bank View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (7)
    University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007) View citations (7)

2006

25. Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views
    Working Papers, Swiss National Bank View citations (2)
    See also Journal Article in Journal of Asian Economics (2009)
26. Strong Goal Independence and Inflation Targets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    See also Journal Article in European Journal of Political Economy (2007)
27. Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data
    Working Papers, Swiss National Bank View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (6)
    Staff Reports, Federal Reserve Bank of New York (2005) View citations (7)

2005

28. Measuring Income Elasticity for Swiss Money Demand: What Do the Cantons Say About Financial Innovation?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2005)
    Working Papers, Swiss National Bank (2005) View citations (1)
    See also Journal Article in European Economic Review (2007)
29. On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions
    Working Papers, Swiss National Bank View citations (10)
    See also Journal Article in Journal of International Money and Finance (2006)
30. Shock Identification of Macroeconomic Forecasts Based on Daily Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2005) View citations (3)
    Staff Reports, Federal Reserve Bank of New York (2005) View citations (2)

2004

31. Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2004) View citations (6)
32. Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2003) View citations (5)
33. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environ
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
34. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)
35. Stochastic capital depreciation and the comovement of hours and productivity
    Working Papers, Federal Reserve Bank of St. Louis View citations (11)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2002) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (8)
    Royal Economic Society Annual Conference 2003, Royal Economic Society (2003)
    See also Journal Article in The B.E. Journal of Macroeconomics (2007)

2003

36. Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (1)
    See also Journal Article in Economics Letters (2003)
37. Fixing Swiss potholes: the importance of improvements
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
38. Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (3)
    See also Journal Article in Emerging Markets Review (2003)

2002

39. Fluctuations in the Swiss Franc: What has Changed Since the Euro's Introduction?
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (8)
    See also Journal Article in Journal of Public Policy (2002)
40. Giving Up the Swiss Franc: Some Consideration on Seigniorage Flows Under EMU
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2002)
41. Understanding Reserve Volatility in Emerging Markets: A Look at the Last Thirty Years
    Working Papers, Swiss National Bank, Study Center Gerzensee

2001

42. The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2001) View citations (3)
    See also Journal Article in Review (2001)

2000

43. Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
44. Do Interventions Smooth Interest Rates?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2000) View citations (3)

1998

45. Are Interventions Self-Exciting?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article in Open Economies Review (2004)
46. Interventions Versus Customer Transactions: An Alternative Test of the Signalling Hypothesis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

1995

47. Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy
    Working Papers, Federal Reserve Bank of St. Louis
48. Inflation targeting in a small open economy: empirical results for Switzerland
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article in Journal of Monetary Economics (1996)

1994

49. The Determinants and Properties of Monetary Conditions: Direct Survey Evidence from New Zealand
    OECD Economics Department Working Papers, OECD Publishing View citations (3)

Journal Articles

2023

1. Identifying Chinese supply shocks: Effects of trade on labor markets
   Review of International Economics, 2023, 31, (4), 1476-1507
   See also Working Paper (2018)

2022

2. Foreign currency loan conversions and currency mismatches
   Journal of International Money and Finance, 2022, 122, (C) View citations (1)
   See also Working Paper (2019)

2021

3. Portfolio rebalancing in times of stress
   Journal of International Money and Finance, 2021, 113, (C) View citations (3)
   See also Working Paper (2021)

2020

4. Do the rich pay their taxes early?
   International Tax and Public Finance, 2020, 27, (1), 194-214
   See also Working Paper (2018)
5. The Speed of Exchange Rate Pass-Through
   Journal of the European Economic Association, 2020, 18, (1), 506-538 View citations (23)
   See also Working Paper (2018)

2019

6. Current account adjustment and retained earnings
   Journal of International Money and Finance, 2019, 94, (C), 246-259 View citations (10)
   See also Working Paper (2018)

2017

7. Immigration and Swiss House Prices
   Swiss Journal of Economics and Statistics (SJES), 2017, 153, (I), 15-36 View citations (24)
   Also in Swiss Journal of Economics and Statistics, 2017, 153, (1), 15-36 (2017) View citations (17)
   See also Working Paper (2010)
8. Merchanting and Current Account Balances
   The World Economy, 2017, 40, (1), 140-167 View citations (10)
   See also Working Paper (2014)
9. Reprint of: The asymmetric effect of international swap lines on banks in emerging markets
   Journal of Banking & Finance, 2017, 83, (C), 153-172 View citations (4)
10. The asymmetric effect of international swap lines on banks in emerging markets
    Journal of Banking & Finance, 2017, 75, (C), 215-234 View citations (6)

2016

11. Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc
    Aussenwirtschaft, 2016, 67, (02), 31-50 View citations (2)
    See also Working Paper (2016)

2014

12. IMMIGRATION AND LARGE BANKNOTES
    Macroeconomic Dynamics, 2014, 18, (4), 899-919 View citations (9)
    See also Working Paper (2010)

2013

13. Low-wage import competition, inflationary pressure, and industry dynamics in Europe
    European Economic Review, 2013, 59, (C), 141-166 View citations (62)
    See also Working Paper (2011)

2012

14. Immigrant language barriers and house prices
    Regional Science and Urban Economics, 2012, 42, (3), 389-395 View citations (17)
    See also Working Paper (2011)

2011

15. Does FOMC news increase global FX trading?
    Journal of Banking & Finance, 2011, 35, (11), 2965-2973 View citations (14)
    See also Working Paper (2008)

2010

16. Monthly pass-through ratios
    Journal of Economic Dynamics and Control, 2010, 34, (7), 1202-1213 View citations (7)
    See also Working Paper (2009)
17. Pricing-To-Markets and Firm Size: Survey Evidence from Swiss Exporters
    Aussenwirtschaft, 2010, 65, (1), 73-88
18. The effect of low-wage import competition on U.S. inflationary pressure
    Journal of Monetary Economics, 2010, 57, (4), 491-503 View citations (83)
    See also Working Paper (2008)

2009

19. Are Weekly Inflation Forecasts Informative?*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (2), 237-252 View citations (12)
    See also Working Paper (2008)
20. Communicating policy options at the zero bound
    Journal of International Money and Finance, 2009, 28, (5), 742-754 View citations (22)
    See also Working Paper (2007)
21. Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views
    Journal of Asian Economics, 2009, 20, (2), 98-109
    See also Working Paper (2006)
22. Do macroeconomic announcements move inflation forecasts?
    Review, 2009, 91, (Sep), 507-518 View citations (8)

2007

23. Measuring income elasticity for Swiss money demand: What do the cantons say about financial innovation?
    European Economic Review, 2007, 51, (7), 1641-1660 View citations (24)
    See also Working Paper (2005)
24. Stochastic Capital Depreciation and the Co-movement of Hours and Productivity
    The B.E. Journal of Macroeconomics, 2007, 6, (3), 1-24 View citations (9)
    See also Working Paper (2004)
25. Strong goal independence and inflation targets
    European Journal of Political Economy, 2007, 23, (1), 88-105 View citations (8)
    See also Working Paper (2006)

2006

26. Do inflation targeters outperform non-targeters?
    Review, 2006, 88, (Sep), 431-450 View citations (11)
27. On the inadequacy of newswire reports for empirical research on foreign exchange interventions
    Journal of International Money and Finance, 2006, 25, (8), 1226-1240 View citations (35)
    See also Working Paper (2005)

2005

28. Open mouth operations: a Swiss case study
    Monetary Trends, 2005, (Jan) View citations (2)

2004

29. Are Interventions Self Exciting?
    Open Economies Review, 2004, 15, (3), 223-237 View citations (7)
    See also Working Paper (1998)

2003

30. Fixing Swiss potholes: The importance and cyclical nature of improvements
    Economics Letters, 2003, 79, (3), 409-415 View citations (1)
    See also Working Paper (2003)
31. Measurement error and the profitability of interventions: a closer look at SNB transactions data
    Economics Letters, 2003, 81, (1), 137-142 View citations (9)
32. Understanding reserve volatility in emerging markets: a look at the long-run
    Emerging Markets Review, 2003, 4, (2), 145-164 View citations (3)
    See also Working Paper (2003)

2002

33. Fluctuations in the Swiss Franc: What Has Changed Since the Euro's Introduction?
    Journal of Public Policy, 2002, 22, (2), 143-159 View citations (6)
    See also Working Paper (2002)
34. Giving Up the Swiss Franc:Some Considerations on Seigniorage Flows under EMU
    Swiss Journal of Economics and Statistics (SJES), 2002, 138, (I), 61-82 View citations (2)
    See also Working Paper (2002)

2001

35. The mechanics of a successful exchange rate peg: lessons for emerging markets
    Review, 2001, 83, (May), 47-56 View citations (3)
    See also Working Paper (2001)

1999

36. Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices
    Economic Journal, 1999, 109, (458), 662-76 View citations (96)

1998

37. A guide to nominal feedback rules and their use for monetary policy
    Review, 1998, (Jul), 55-63 View citations (13)

1997

38. Do Institutional Factors Matter for the Speed of Disinflation?
    Swiss Journal of Economics and Statistics (SJES), 1997, 133, (III), 539-556 View citations (4)
39. The FOMC in 1996: \\"watchful waiting\\"
    Review, 1997, (Jul), 7-23 View citations (1)

1996

40. Are federal funds rate changes consistent with price stability? Results from an indicator model
    Review, 1996, 78, (Jan), 45-51 View citations (2)
41. Central bank independence and sacrifice ratios
    Open Economies Review, 1996, 7, (1), 5-18 View citations (49)
42. Inflation targeting in a small open economy: Empirical results for Switzerland
    Journal of Monetary Economics, 1996, 37, (1), 89-103 View citations (35)
    See also Working Paper (1995)

1993

43. Inflation Targeting: The New Zealand and Canadian Cases
    Cato Journal, 1993, 13, (1), 1-27 View citations (21)
44. Is Money Really Exogenous? Testing for Weak Exogeneity in Swiss Money Demand
    Journal of Money, Credit and Banking, 1993, 25, (2), 248-58 View citations (13)
45. Regression direction and weak exogeneity: Determining the conditioning properties of US money demand functions
    Journal of Monetary Economics, 1993, 32, (2), 213-235 View citations (8)
46. Weak exogeneity and dynamic stability in cointegrated VARs
    Economics Letters, 1993, 43, (2), 167-170 View citations (5)

1991

47. The Lucas Critique in Light of Swiss Monetary Policy
    Oxford Bulletin of Economics and Statistics, 1991, 53, (4), 481-93 View citations (15)

1990

48. Are Larger Monetary Aggregates Interesting? Some Exploratory Evidence for Switzerland Using Feedback Models
    Swiss Journal of Economics and Statistics (SJES), 1990, 126, (IV), 505-520 View citations (13)
49. Cointegration and I(0) measurement error bias
    Economics Letters, 1990, 34, (3), 255-259 View citations (8)

1989

50. Are announcement effects time dependent?
    Economics Letters, 1989, 30, (2), 157-159 View citations (5)
51. Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements
    Swiss Journal of Economics and Statistics (SJES), 1989, 125, (I), 43-53
52. Policy regime changes and monetary expectations: Testing for super exogeneity
    Journal of Monetary Economics, 1989, 24, (3), 423-436 View citations (8)
53. Unit Roots and Survey Data
    Oxford Bulletin of Economics and Statistics, 1989, 51, (4), 451-63 View citations (20)

1988

54. Money announcements and the risk premium
    Economics Letters, 1988, 27, (2), 155-158 View citations (1)