Details about Petra Gerlach-Kristen

Access statistics for papers by Petra Gerlach-Kristen.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pge202

Working Papers

2021

1. The dynamics of bank rates in a negative-rate environment - the Swiss case
   Working Papers, Swiss National Bank View citations (4)

2017

2. Computing long‐term market inflation expectations for countries without inflation expectation markets
   Working Papers, Swiss National Bank View citations (2)
   See also Journal Article Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets, Russian Journal of Money and Finance, Bank of Russia (2018) View citations (1) (2018)

2015

3. Currency intervention and the global portfolio balance effect: Japanese lessons
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
   Also in BIS Working Papers, Bank for International Settlements (2012) View citations (5)
   Papers, Economic and Social Research Institute (ESRI) (2012) View citations (5)
   See also Journal Article Currency intervention and the global portfolio balance effect: Japanese lessons, Journal of the Japanese and International Economies, Elsevier (2016) View citations (8) (2016)
4. Mortgage arrears in Europe: The impact of monetary and macroprudential policies
   Working Papers, Swiss National Bank View citations (8)

2014

5. The Role of Credit in the Housing Market
   Papers, Economic and Social Research Institute (ESRI) View citations (7)

2013

6. Consumption and Credit Constraints: A Model and Evidence for Ireland
   Papers, Economic and Social Research Institute (ESRI) View citations (5)
   See also Journal Article Consumption and credit constraints: a model and evidence from Ireland, Empirical Economics, Springer (2019) View citations (8) (2019)
7. Euro area CDS spreads in the crisis: The role of open market operations and contagion
   Papers, Economic and Social Research Institute (ESRI) View citations (3)
8. How do banking crises affect aggregate consumption? Evidence from international crisis episodes
   Papers, Economic and Social Research Institute (ESRI)
9. Measuring Credit Constraints for Irish SMEs
   Research Notes, Economic and Social Research Institute (ESRI) View citations (1)
10. SME Credit Constraints and Macroeconomic Effects
    Papers, Economic and Social Research Institute (ESRI) View citations (1)
11. SME Debt and Interest Costs in Ireland
    Research Notes, Economic and Social Research Institute (ESRI) View citations (1)
12. The Effect of Unemployment, Arrears and Negative Equity on Consumption: Ireland in 2009/10
    Papers, Economic and Social Research Institute (ESRI)
13. Younger and Older Households in the Crisis
    Research Notes, Economic and Social Research Institute (ESRI) View citations (4)

2012

14. Consumption in Ireland: Evidence from the Household Budget Surveys, 1994-95 to 2004-05
    Papers, Economic and Social Research Institute (ESRI)

2011

15. Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2011) View citations (6)

2010

16. Is There a Limit on FOMC Dissents? Evidence from the Greenspan Era
    Working Papers, American University, Department of Economics View citations (33)
17. Macroeconomic and interest rate volatility under alternative monetary operating procedures
    Working Papers, Swiss National Bank View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2010) View citations (3)

2006

18. A Two-Pillar Phillips Curve for Switzerland
    Working Papers, Swiss National Bank View citations (3)
    See also Journal Article A Two-Pillar Phillips Curve for Switzerland, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2007) View citations (9) (2007)
19. Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore
    BIS Working Papers, Bank for International Settlements View citations (18)
    See also Chapter Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore, BIS Papers chapters, Bank for International Settlements (2006) View citations (18) (2006)

2003

20. Interest rate reaction functions and the Taylor rule in the euro area
    Working Paper Series, European Central Bank View citations (90)

2002

21. Estimates of Real Economic Activity in Switzerland, 1885-1930
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

Journal Articles

2019

1. Consumption and credit constraints: a model and evidence from Ireland
   Empirical Economics, 2019, 57, (2), 475-503 View citations (8)
   See also Working Paper Consumption and Credit Constraints: A Model and Evidence for Ireland, Papers (2013) View citations (5) (2013)

2018

2. Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets
   Russian Journal of Money and Finance, 2018, 77, (3), 23-48 View citations (1)
   See also Working Paper Computing long‐term market inflation expectations for countries without inflation expectation markets, Working Papers (2017) View citations (2) (2017)
3. Determinants of mortgage arrears in Europe: evidence from household microdata
   International Journal of Housing Policy, 2018, 18, (4), 545-567 View citations (13)

2016

4. Currency intervention and the global portfolio balance effect: Japanese lessons
   Journal of the Japanese and International Economies, 2016, 39, (C), 1-16 View citations (8)
   See also Working Paper Currency intervention and the global portfolio balance effect: Japanese lessons, CARF F-Series (2015) (2015)

2015

5. Do Credit Constraints Affect SME Investment and Employment?
   The Economic and Social Review, 2015, 46, (1), 51-86 View citations (20)
6. The impact of ECB crisis measures on euro-area CDS spreads
   Financial Markets and Portfolio Management, 2015, 29, (2), 149-168 View citations (5)

2014

7. Inflation Expectations, Central Bank Credibility and the Global Financial Crisis
   Swiss Journal of Economics and Statistics (SJES), 2014, 150, (II), 55-87 View citations (7)
8. Testing the Permanent Income Hypothesis for Irish Households, 1994 to 2005
   The Economic and Social Review, 2014, 45, (4), 511-535 View citations (2)

2011

9. Inflation expectations and the great recession
   BIS Quarterly Review, 2011 View citations (15)
10. The global output gap: measurement issues and regional disparities
    BIS Quarterly Review, 2011 View citations (7)

2010

11. Financial shocks and the maturity of the monetary policy rate
    Economics Letters, 2010, 107, (3), 333-337 View citations (8)
12. The dependence of the financial system on central bank and government support
    BIS Quarterly Review, 2010 View citations (1)

2009

13. Business cycle and inflation synchronisation in Mainland China and Hong Kong
    International Review of Economics & Finance, 2009, 18, (3), 404-418 View citations (17)
14. Outsiders at the Bank of England's MPC
    Journal of Money, Credit and Banking, 2009, 41, (6), 1099-1115 View citations (61)
    Also in Journal of Money, Credit and Banking, 2009, 41, (6), 1099-1115 (2009) View citations (10)

2008

15. Taking two steps at a time: On the optimal pattern of policy interest rates
    Journal of Economic Dynamics and Control, 2008, 32, (2), 550-570 View citations (5)
16. The Role of the Chairman in Setting Monetary Policy: Individualistic vs. Autocratically Collegial MPCs
    International Journal of Central Banking, 2008, 4, (3), 119-143 View citations (25)

2007

17. A Two-Pillar Phillips Curve for Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2007, 143, (IV), 425-448 View citations (9)
    See also Working Paper A Two-Pillar Phillips Curve for Switzerland, Working Papers (2006) View citations (3) (2006)
18. Three aspects of the Swiss term structure: an empirical survey
    Financial Markets and Portfolio Management, 2007, 21, (2), 221-240 View citations (4)

2006

19. Internal and external shocks in Hong Kong: Empirical evidence and policy options
    Economic Modelling, 2006, 23, (1), 56-75 View citations (5)
20. Monetary policy committees and interest rate setting
    European Economic Review, 2006, 50, (2), 487-507 View citations (66)

2005

21. Estimates of real economic activity in Switzerland, 1886–1930
    Empirical Economics, 2005, 30, (3), 763-781
22. Too little, too late: Interest rate setting and the costs of consensus
    Economics Letters, 2005, 88, (3), 376-381 View citations (19)

2004

23. Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?
    The B.E. Journal of Macroeconomics, 2004, 4, (1), 19 View citations (75)
24. Is the MPC's Voting Record Informative about Future UK Monetary Policy?
    Scandinavian Journal of Economics, 2004, 106, (2), 299-313 View citations (91)

2001

25. The Demand for Money in Switzerland 1936-1995
    Swiss Journal of Economics and Statistics (SJES), 2001, 137, (IV), 535-554 View citations (9)

Chapters

2006

1. Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore
   A chapter in Monetary policy in Asia: approaches and implementation, 2006, vol. 31, pp 40-64 View citations (18)
   See also Working Paper Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore, Bank for International Settlements (2006) View citations (18) (2006)