Details about Katrin Assenmacher

Access statistics for papers by Katrin Assenmacher.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pwe101

Working Papers

2024

1. Managing the transition to central bank digital currency
   Working Papers, DNB View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   Working Paper Series, European Central Bank (2024) View citations (1)

2023

2. CBDC and business cycle dynamics in a New Monetarist New Keynesian model
   Working Paper Series, European Central Bank View citations (7)

2022

3. Central bank digital currency and bank intermediation
   Occasional Paper Series, European Central Bank View citations (11)
4. The economics of central bank digital currency
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2022) View citations (46)
   See also Journal Article The Economics of Central Bank Digital Currency, International Journal of Central Banking, International Journal of Central Banking (2024) View citations (3) (2024)

2021

5. A unified framework for CBDC design: remuneration, collateral haircuts and quantity constraints
   Working Paper Series, European Central Bank View citations (16)
6. Clear, consistent and engaging: ECB monetary policy communication in a changing world
   Occasional Paper Series, European Central Bank View citations (7)

2020

7. A cointegration model of money and wealth
   Working Paper Series, European Central Bank View citations (3)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2019)

2019

8. The demand for Swiss banknotes: some new evidence
   Working Papers, Swiss National Bank View citations (17)
   See also Journal Article The demand for Swiss banknotes: some new evidence, Swiss Journal of Economics and Statistics, Springer (2019) View citations (17) (2019)

2018

9. Monetary Policy with Negative Interest Rates: Decoupling Cash from Electronic Money
   IMF Working Papers, International Monetary Fund View citations (18)

2017

10. 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 (6)

2015

11. 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

12. A VECX* model of the Swiss economy
    Economic Studies, Swiss National Bank View citations (13)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) View citations (6)
    CESifo Working Paper Series, CESifo (2008) View citations (5)

2008

13. 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 (72)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich (2008) View citations (51)
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2008) View citations (61)
14. Financial Structure and the Impact of Monetary Policy on Asset Prices
    Working Papers, Swiss National Bank View citations (104)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (83)
15. Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows
    Working Papers, Swiss National Bank View citations (26)
    See also Journal Article Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows, National Institute Economic Review, National Institute of Economic and Social Research (2008) View citations (1) (2008)
16. Monetary Factors and Inflation in Japan
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2007) View citations (14)
    Working Papers, Swiss National Bank (2007) View citations (15)
    See also Journal Article Monetary factors and inflation in Japan, Journal of the Japanese and International Economies, Elsevier (2008) View citations (20) (2008)
17. Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study
    Working Paper Research, National Bank of Belgium View citations (69)
18. The term structure of interest rates across frequencies
    Working Paper Series, European Central Bank View citations (3)

2007

19. 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 Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (1)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2007)

2006

20. Interpreting Euro Area Inflation at High and Low Frequencies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)
    Also in BIS Working Papers, Bank for International Settlements (2006) View citations (60)
    See also Journal Article Interpreting euro area inflation at high and low frequencies, European Economic Review, Elsevier (2008) View citations (57) (2008)
21. 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 Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (32) (2008)
22. Money at Low Frequencies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    See also Journal Article Money at Low Frequencies, Journal of the European Economic Association, MIT Press (2007) View citations (55) (2007)
23. Understanding the Link between Money Growth and Inflation in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
    See also Chapter Understanding the Link between Money Growth and Inflation in the Euro Area, Palgrave Macmillan Books, Palgrave Macmillan (2007) View citations (21) (2007)

2005

24. 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 Forecasting macro variables with a Qual VAR business cycle turning point index, Applied Economics, Taylor & Francis Journals (2010) View citations (16) (2010)

2003

25. 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

26. European business cycles: new indices and analysis of their synchronicity
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)

2000

27. 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 (4)
28. 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

2024

1. The Economics of Central Bank Digital Currency
   International Journal of Central Banking, 2024, 20, (4), 221-274 View citations (3)
   See also Working Paper The economics of central bank digital currency, CEPR Discussion Papers (2022) (2022)

2023

2. A Digital Euro: Monetary Policy Considerations
   Revue française d'économie, 2023, Vol XXXVIII, (4), 149-185
3. The ECB’s Transmission Protection Instrument and Fiscal Stability
   The Economists' Voice, 2023, 20, (1), 89-95

2022

4. Cold hard (digital) cash: the economics of central bank digital currency
   Research Bulletin, 2022, 100 View citations (12)

2021

5. Monetary Policy with Negative Interest Rates: De-linking Cash from Digital Money
   International Journal of Central Banking, 2021, 17, (1), 67-106 View citations (6)

2019

6. The demand for Swiss banknotes: some new evidence
   Swiss Journal of Economics and Statistics, 2019, 155, (1), 1-22 View citations (17)
   See also Working Paper The demand for Swiss banknotes: some new evidence, Working Papers (2019) View citations (17) (2019)

2017

7. 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 (18)

2010

8. Discussion: Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 121-130
9. 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 Forecasting macro variables with a Qual VAR business cycle turning point index, Working Papers (2005) View citations (3) (2005)
10. 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 (34)

2008

11. 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 (27)
    See also Working Paper Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows, Working Papers (2008) View citations (26) (2008)
12. Interpreting euro area inflation at high and low frequencies
    European Economic Review, 2008, 52, (6), 964-986 View citations (57)
    See also Working Paper Interpreting Euro Area Inflation at High and Low Frequencies, CEPR Discussion Papers (2006) View citations (36) (2006)
13. 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)
14. Monetary factors and inflation in Japan
    Journal of the Japanese and International Economies, 2008, 22, (3), 343-363 View citations (20)
    See also Working Paper Monetary Factors and Inflation in Japan, CEPR Discussion Papers (2008) View citations (17) (2008)
15. 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 (32)
    See also Working Paper Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland, CEPR Discussion Papers (2006) View citations (20) (2006)

2007

16. Money at Low Frequencies
    Journal of the European Economic Association, 2007, 5, (2-3), 534-542 View citations (55)
    See also Working Paper Money at Low Frequencies, CEPR Discussion Papers (2006) View citations (7) (2006)

2006

17. Estimating Central Banks' preferences from a time-varying empirical reaction function
    European Economic Review, 2006, 50, (8), 1951-1974 View citations (99)

2003

18. European Business Cycles: New Indices and Their Synchronicity
    Economic Inquiry, 2003, 41, (1), 116-131 View citations (10)

1997

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

1995

21. Book reviews
    Journal of Economics, 1995, 61, (2), 201-213

1994

22. Book reviews
    Journal of Economics, 1994, 60, (3), 323-340
23. Schafft die aktuelle Geldpolitik eine inflationäre Preislücke?
    Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1994, 74, (7), 373-376

Books

2019

1. Cash on Trial, mk II Economics, Technology and Institutions
   SUERF Studies, SUERF - The European Money and Finance Forum

Chapters

2007

1. Understanding the Link between Money Growth and Inflation in the Euro Area
   Palgrave Macmillan View citations (21)
   See also Working Paper Understanding the Link between Money Growth and Inflation in the Euro Area, C.E.P.R. Discussion Papers (2006) View citations (38) (2006)