Working Papers

From Swiss National Bank, Study Center Gerzensee
Studienzentrum Gerzensee, Postfach 21, 3115 Gerzensee.
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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

15.02: Capital flow waves to and from Switzerland before and after the financial crisis

Pinar Yesin

15.01: Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi

Raphael Auer

14.07: Austerity

Harris Dellas and Dirk Niepelt

14.06: Intertemporal discoordination in the 100 percent reserve banking system

Romain Baeriswyl

14.05: Trade linkages and the globalisation of inflation in Asia and the Pacific

Raphael Auer and Aaron Mehrotra

14.04: K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?

Sylvia Kaufmann

14.03: The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US

Paul Gaggl and Sylvia Kaufmann

14.02: Horizontal, Vertical, and Conglomerate FDI: Evidence from Cross Border Acquisitions

Nils Herger and Steve McCorriston

14.01: Offshoring and Sequential Production Chains: A General-Equilibrium Analysis

Philipp Harms, Jaewon Jung and Oliver Lorz

13.08: Market Entries and Exits and the Nonlinear Behaviour of the Exchange Rate Pass-Through into Import Prices

Herger Nils

13.07: Risk-off Episodes and Swiss Franc Appreciation: the Role of Capital Flows

Irineu de Carvalho Filho

13.06: Foreign Currency Loans and Systemic Risk in Europe

Pinar Yesin

13.05: Credibility For Sale

Harris Dellas and Dirk Niepelt

13.04: Bayesian estimation of sparse dynamic factor models with order-independent identification

Sylvia Kaufmann and Christian Schumacher

13.03: What Drives Target2 Balances? Evidence From a Panel Analysis

Raphael Auer

13.02: On Discrete Location Choice Models

Nils Herger

13.01: Product Heterogeneity, Cross-Country Taste Differences, and the Consumption Home Bias

Raphael Auer

12.03: Forecasting Exchange Rates with Commodity Convenience Yields

Toni Beutler

12.02: Economic and Politico-Economic Equivalence

Martin Gonzalez-Eiras and Dirk Niepelt

12.01: Transmission of Sovereign Risk in the Euro Crisis

Filippo Brutti and Philip Sauré

11.11: The Collateral Channel under Imperfect Debt Enforcement

Toni Beutler and Mathieu Grobéty

11.10: An FDI is an FDI is an FDI? The growth effects of greenfield investment and mergers and acquisitions in developing countries

Philipp Harms and Pierre-Guillaume Méon