Working Papers

From Swiss National Bank, Study Center Gerzensee
Studienzentrum Gerzensee, Postfach 21, 3115 Gerzensee.
Bibliographic data for series maintained by library ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

25.02: The Zero Lower Bound on Deposit Rates, Monetary Policy and Bank Insolvency Risk

Lorenz Driussi

25.01: Consumer Adoption and Use of Payment Technology: Convenience Benefits vs. Security Concerns

Martin Brown, Laura Felber and Christoph Meyer

24.07: Currency speculation around the opening of the telegraph between London and Paris in 1851

Nils Herger

24.06R: A geometric approach to factor model identification

Sylvia Kaufmann and Markus Pape

24.06: A geometric approach to factor model identification

Sylvia Kaufmann and Markus Pape

24.05: On-the-run Premia, Settlement Fails, and Central Bank Access

Fabienne Schneider

24.04: Credit and Anonymity

Fabienne Schneider and Remo Taudien

24.03: Truth by Consensus: A Theoretical and Empirical Investigation

Gabriele Camera, Rodney Garratt and Cyril Monnet

24.01: A Runs Test for Stock-Market Prices with an Unobserved Trend

Nils Herger

23.04: Bayesian (non-)unique sparse factor modelling

Sylvia Kaufmann and Markus Pape

23.04R: Bayesian (non-)unique sparse factor modelling

Sylvia Kaufmann and Markus Pape

23.03: Moral Constraints, Social Norm Enforcement and Strategic Default in Weak and Strong Economic Conditions

Martin Brown, Jan Schmitz and Christian Zehnder

23.02: Communication and Hidden Action: A Credit Market Experiment

Martin Brown, Jan Schmitz and Christian Zehnder

23.01: Fragility of Secured Credit Chains

Piero Gottardi, Vincent Maurin and Cyril Monnet

22.04: Real interest rates and population growth across generations

Lucas Fuhrer and Nils Herger

22.03: Central Bank Digital Currency: Stability and Information

Todd Keister and Cyril Monnet

22.02: Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting

Sylvia Kaufmann

22.02R: Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting

Sylvia Kaufmann

22.01: The Political Economy of Early COVID-19 Interventions in US States

Martin Gonzalez-Eiras and Dirk Niepelt

21.01: Distributed Ledgers and the Governance of Money

Raphael Auer, Cyril Monnet and Hyun Song Shin

20.06: Optimally Controlling an Epidemic

Martin Gonzalez-Eiras and Dirk Niepelt

20.05: Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics

Dirk Niepelt

20.04: Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time

Toni Beutler, Matthias Gubler, Simona Hauri and Sylvia Kaufmann

20.03: Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting

Sylvia Kaufmann

20.02: Tractable Epidemiological Models for Economic Analysis

Martin Gonzalez-Eiras and Dirk Niepelt

20.01: On the Optimal "Lockdown" During an Epidemic

Martin Gonzalez-Eiras and Dirk Niepelt

19.06: Unregulated and regulated free banking. The case of Switzerland reinterpreted

Nils Herger

19.05: On the Equivalence of Private and Public Money

Markus Brunnermeier and Dirk Niepelt

19.04: On the Instability of Banking and Other Financial Intermediation

Chao Gu, Cyril Monnet, Ed Nosal and Randall Wright

19.03: Streamlining Time-varying VAR with a Factor Structure in the Parameters

Simon Beyeler

19.02: Unraveling News: Reconciling Conflicting Evidence

Maria Bolboaca and Sarah Fischer

19.01: News Shocks: Different Effects in Boom and Recession?

Maria Bolboaca and Sarah Fischer

18.03: The Risk-Taking Channel of Liquidity Regulations and Monetary Policy

Stephan Imhof, Cyril Monnet and Shengxing Zhang

18.02: Reserves for All? Central Bank Digital Currency, Deposits, and their (Non)-Equivalence

Dirk Niepelt

18.01: Asset Prices under Alternative Exchange Rate Regimes

Nicole Aregger

17.04: Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)

Nils Herger

17.03: Unconventional Monetary Policy under Appreciation Pressure - The Role of Financial Frictions

Nicole Aregger and Jessica Leutert

17.02: Policy Evaluation by the Synthetic Control Approach: The Case of the Swiss Franc

Nicole Aregger and Jessica Leutert

17.01: An empirical assessment of the Swedish Bullionist Controversy

Nils Herger

16.08R: Factor augmented VAR revisited - A sparse dynamic factor model approach

Simon Beyeler and Sylvia Kaufmann

16.08: Factor augmented VAR revisited - A sparse dynamic factor model approach

Simon Beyeler and Sylvia Kaufmann

16.07: Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc

Adrien Alvero and Andreas Fischer

16.06: Hidden Markov models in time series, with applications in economics

Sylvia Kaufmann

16.05: Fiscal Federalism, Taxation and Grants

Martin Gonzalez-Eiras and Dirk Niepelt

16.04: Capital Flows and the Swiss Franc

Pinar Yesin

16.03: Exchange Rate Predictability and State-of-the-Art Models

Pinar Yesin

16.02: Changing dynamics at the zero lower bound

Gregor Bäurle, Daniel Kaufmann, Sylvia Kaufmann and Rodney Strachan

16.01: The impact of international swap lines on stock returns of banks in emerging markets

Alin Marius Andries, Andreas Fischer and Pinar Yesin

15.05: The Impact of Interest Rate Risk on Bank Lending

Toni Beutler, Robert Bichsel, Adrian Bruhin and Jayson Danton

15.03: Human Capital and the Dynamic Effects of Trade

Raphael A Auer