Working Papers

From Swiss National Bank
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2018-11: Inflation Expectations: The Effect of Question Ordering on Forecast Inconsistencies

Maxime Phillot and Rina Rosenblatt-Wisch

2018-10: International Evidence on Professional Interest Rate Forecasts: The Impact of Forecasting Ability

Alex Cukierman and Thomas Lustenberger

2018-09: Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?

Thomas Nitschka

2018-08: Do the rich pay their taxes early?

Andreas Fischer and Lucca Zachmann

2018-07: Confederation debt management since 1970

Basil Guggenheim, Mario Meichle and Thomas Nellen

2018-06: What do Swiss franc Libor futures really tell us?

Lucas Fuhrer, Basil Guggenheim and Matthias Jüttner

2018-05: The speed of exchange rate pass-through

Barthélémy Bonadio, Andreas Fischer and Philip Sauré

2018-04: International Monetary Policy Transmission through Banks in Small Open Economies

Simone Auer, Christian Friedrich, Maja Ganarin Wallmer, Teodora Paligorova and Pascal Towbin

2018-03: Observing and shaping the market: the dilemma of central banks

Romain Baeriswyl, Camille Cornand and Bruno Ziliotto

2018-02: Cultural Differences in Monetary Policy Preferences

Adriel Jost

2018-01: Loss Aversion at the Aggregate Level Across Countries and its Relation to Economic Fundamentals

Reto Foellmi, Adrian Jäggi and Rina Rosenblatt-Wisch

2017-18: Employment Adjustment and Financial Constraints - Evidence from Firm-level Data

Gregor Bäurle, Sarah Lein and Elizabeth Steiner

2017-17: The Social Value of Information: A Test of a Beauty and Non-Beauty Contest

Thomas Lustenberger and Enzo Rossi

2017-16: A Tale of Fire-Sales and Liquidity Hoarding

Aleksander Berentsen and Benjamin Müller

2017-15: Is Monetary Policy Too Complex for the Public? Evidence from the UK

Adriel Jost

2017-14: Predicting returns on asset markets of a small, open economy and the influence of global risks

David Haab and Thomas Nitschka

2017-13: Government Debt and Growth: The Role of Liquidity

Mathieu Grobéty

2017-12: Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?

Thomas Lustenberger and Enzo Rossi

2017-11: Portfolio rebalancing in times of stress

Andreas Fischer, Rafael Greminger and Christian Grisse

2017-10: The response of long-term yields to negative interest rates: evidence from Switzerland

Christian Grisse and Silvio Schumacher

2017-09: Computing long‐term market inflation expectations for countries without inflation expectation markets

Petra Gerlach-Kristen, Richhild Moessner and Rina Rosenblatt-Wisch

2017-08: Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model

Alain Galli

2017-07: International inflation spillovers - the role of different shocks

Gregor Bäurle, Matthias Gubler and Diego Känzig

2017-06: Liquidity in the Repo Market

Lucas Fuhrer

2017-05: Lower bound beliefs and long-term interest rates

Christian Grisse, Signe Krogstrup and Silvio Schumacher

2017-04: The Impact of Interest Rate Risk on Bank Lending

Toni Beutler, Robert Bichsel, Adrian Bruhin and Jayson Danton

2017-03: International Inflation Spillovers Through Input Linkages

Raphael Auer, Andrei Levchenko and Philip Sauré

2017-02: Mixed-frequency models for tracking short-term economic developments in Switzerland

Alain Galli, Christian Hepenstrick and Rolf Scheufele

2017-01: The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries

Matthias Gubler and Christoph Sax

2016-19: A Portfolio Model of Quantitative Easing

Jens Christensen and Signe Krogstrup

2016-18: Securitisation, loan growth and bank funding: the Swiss experience since 1932

Jonas Meuli, Thomas Nellen and Thomas Nitschka

2016-17: Price change dispersion and time-varying pass-through to consumer prices

Rita Fleer, Barbara Rudolf and Mathias Zurlinden

2016-16: Changing dynamics at the zero lower bound

Gregor Bäurle, Daniel Kaufmann, Sylvia Kaufmann and Rodney Strachan

2016-15: Macroeconomic surprises, market environment and safe-haven currencies

Adrian Jäggi, Martin Schlegel and Attilio Zanetti

2016-14: Sticky consumption and wealth effects in Switzerland

Alain Galli

2016-13: Credit cycles and real activity - the Swiss case

Gregor Bäurle and Rolf Scheufele

2016-12: Networks and lending conditions: Empirical evidence from the Swiss franc money markets

Silvio Schumacher

2016-11: The Liquidity Coverage Ratio and Security Prices

Lucas Fuhrer, Benjamin Müller and Luzian Steiner

2016-10: Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions

Nikola Mirkov, Igor Pozdeev and Paul Söderlind

2016-09: Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices

Severin Bernhard and Till Ebner

2016-08: Capital Flows and the Swiss Franc

Pinar Yesin

2016-07: On the roles of different foreign currencies in European bank lending

Signe Krogstrup and Cédric Tille

2016-06: Price expectations and the US housing boom

Pascal Towbin and Sebastian Weber

2016-05: The banking sector and the Swiss financial account during the financial and European debt crises

Raphael Auer and Cédric Tille

2016-04: Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter

Christian Hepenstrick and Massimiliano Marcellino

2016-03: How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland

Alain Galli

2016-02: Exchange Rate Predictability and State-of-the-Art Models

Pinar Yesin

2016-01: Foreign PMIs: A reliable indicator for exports?

Sandra Hanslin Grossmann and Rolf Scheufele

2015-13: Collateralised liquidity, two-part tariff and settlement coordination

Thomas Nellen

2015-12: Private information, capital flows, and exchange rates

Jacob Gyntelberg, Mico Loretan and Tientip Subhanij