Details about Katrin Assenmacher
Access statistics for papers by Katrin Assenmacher.
Last updated 2023-05-10. Update your information in the RePEc Author Service.
Short-id: pwe101
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Working Papers
2023
- CBDC and business cycle dynamics in a New Monetarist New Keynesian model
Working Paper Series, European Central Bank
2022
- Central bank digital currency and bank intermediation
Occasional Paper Series, European Central Bank View citations (3)
- The economics of central bank digital currency
Working Paper Series, European Central Bank View citations (9)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
2021
- A unified framework for CBDC design: remuneration, collateral haircuts and quantity constraints
Working Paper Series, European Central Bank View citations (8)
- Clear, consistent and engaging: ECB monetary policy communication in a changing world
Occasional Paper Series, European Central Bank View citations (1)
2020
- A cointegration model of money and wealth
Working Paper Series, European Central Bank View citations (2)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2019)
2019
- The demand for Swiss banknotes: some new evidence
Working Papers, Swiss National Bank View citations (9)
See also Journal Article in Swiss Journal of Economics and Statistics (2019)
2018
- Monetary Policy with Negative Interest Rates: Decoupling Cash from Electronic Money
IMF Working Papers, International Monetary Fund View citations (16)
2017
- The use of large denomination banknotes in Switzerland
International Cash Conference 2017 – War on Cash: Is there a Future for Cash?, Deutsche Bundesbank View citations (3)
2015
- Real exchange rate persistence: The case of the Swiss franc-US dollar rate
Working Papers, Swiss National Bank View citations (1)
Also in Discussion Papers, University of Copenhagen. Department of Economics (2014)
2009
- A VECX* model of the Swiss economy
Economic Studies, Swiss National Bank View citations (13)
Also in CESifo Working Paper Series, CESifo (2008) View citations (5) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) View citations (6)
2008
- 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 (49)
Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) View citations (48) IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2008) View citations (57)
- Financial Structure and the Impact of Monetary Policy on Asset Prices
CFS Working Paper Series, Center for Financial Studies 
Also in Working Papers, Swiss National Bank (2008) View citations (102) CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (81)
- Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows
Working Papers, Swiss National Bank View citations (25)
See also Journal Article in National Institute Economic Review (2008)
- Monetary Factors and Inflation in Japan
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
Also in Working Papers, Swiss National Bank (2007) View citations (15) IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2007) View citations (14)
See also Journal Article in Journal of the Japanese and International Economies (2008)
- Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study
Working Paper Research, National Bank of Belgium View citations (57)
- The term structure of interest rates across frequencies
Working Paper Series, European Central Bank View citations (3)
2007
- Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
CESifo Working Paper Series, CESifo 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007)  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (1)
2006
- Interpreting Euro Area Inflation at High and Low Frequencies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
Also in BIS Working Papers, Bank for International Settlements (2006) View citations (58)
See also Journal Article in European Economic Review (2008)
- Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
Also in Working Papers, Swiss National Bank (2006) View citations (8)
See also Journal Article in Journal of Economic Dynamics and Control (2008)
- Money at Low Frequencies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
See also Journal Article in Journal of the European Economic Association (2007)
- Understanding the Link between Money Growth and Inflation in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)
See also Chapter (2007)
2005
- Forecasting macro variables with a Qual VAR business cycle turning point index
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article in Applied Economics (2010)
2003
- Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules
Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (10)
2001
- European business cycles: new indices and analysis of their synchronicity
Working Papers, Federal Reserve Bank of St. Louis View citations (4)
2000
- 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 (7)
- Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach
Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (7)
Journal Articles
2022
- Cold hard (digital) cash: the economics of central bank digital currency
Research Bulletin, 2022, 100 View citations (2)
2021
- Monetary Policy with Negative Interest Rates: De-linking Cash from Digital Money
International Journal of Central Banking, 2021, 17, (1), 67-106 View citations (2)
2019
- The demand for Swiss banknotes: some new evidence
Swiss Journal of Economics and Statistics, 2019, 155, (1), 1-22 View citations (9)
See also Working Paper (2019)
2018
- The Swiss Sovereign Money Initiative
Credit and Capital Markets, 2018, 51, (4), 621-644
2017
- Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US
Journal of Applied Econometrics, 2017, 32, (6), 1145-1155 View citations (16)
2010
- Discussion: Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis
Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 121-130
- Forecasting macro variables with a Qual VAR business cycle turning point index
Applied Economics, 2010, 42, (23), 2909-2920 View citations (16)
See also Working Paper (2005)
- Monetary policy and financial imbalances: facts and fiction
(Liquidity shocks and asset price boom/bust cycles)
Economic Policy, 2010, 25, (63), 437-482 View citations (31)
2008
- Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows
National Institute Economic Review, 2008, 203, 91-108 View citations (1)
Also in National Institute Economic Review, 2008, 203, (1), 91-108 (2008) View citations (17)
See also Working Paper (2008)
- Interpreting euro area inflation at high and low frequencies
European Economic Review, 2008, 52, (6), 964-986 View citations (48)
See also Working Paper (2006)
- 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 (14)
- Monetary factors and inflation in Japan
Journal of the Japanese and International Economies, 2008, 22, (3), 343-363 View citations (18)
See also Working Paper (2008)
- 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 (28)
See also Working Paper (2006)
2007
- Money at Low Frequencies
Journal of the European Economic Association, 2007, 5, (2-3), 534-542 View citations (51)
See also Working Paper (2006)
2006
- Estimating Central Banks' preferences from a time-varying empirical reaction function
European Economic Review, 2006, 50, (8), 1951-1974 View citations (97)
2003
- European Business Cycles: New Indices and Their Synchronicity
Economic Inquiry, 2003, 41, (1), 116-131 View citations (10)
1997
- The Stability of European Money Demand: An Investigation of M3H
Open Economies Review, 1997, 8, (4), 371-391 View citations (7)
- The demand for divisia money in a core monetary union
Review, 1997, (Sep), 51-60 View citations (10)
1995
- Book reviews
Journal of Economics, 1995, 61, (2), 201-213
1994
- Book reviews
Journal of Economics, 1994, 60, (3), 323-340
- Schafft die aktuelle Geldpolitik eine inflationäre Preislücke?
Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1994, 74, (7), 373-376
Books
2019
- Cash on Trial, mk II Economics, Technology and Institutions
SUERF Studies, SUERF - The European Money and Finance Forum
Chapters
2007
- Understanding the Link between Money Growth and Inflation in the Euro Area
Palgrave Macmillan View citations (19)
See also Working Paper (2006)
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