Printed from https://ideas.repec.org/s/szg/worpap.html
Content
2024
- 24.06 A geometric approach to factor model identification
by Sylvia Kaufmann & Markus Pape - 24.05 On-the-run Premia, Settlement Fails, and Central Bank Access
by Fabienne Schneider - 24.04 Credit and Anonymity
by Fabienne Schneider & Remo Taudien - 24.03 Truth by Consensus: A Theoretical and Empirical Investigation
by Gabriele Camera & Rodney Garratt & Cyril Monnet - 24.01 Dynamic factor models with common (drifting) stochastic trends
by Sylvia Kaufmann & Rodney W. Strachan - 24.01 A Runs Test for Stock-Market Prices with an Unobserved Trend
by Nils Herger
2023
- 23.04 Bayesian (non-)unique sparse factor modelling
by Sylvia Kaufmann & Markus Pape - 23.03 Moral Constraints, Social Norm Enforcement and Strategic Default in Weak and Strong Economic Conditions
by Martin Brown & Jan Schmitz & Christian Zehnder - 23.02 Communication and Hidden Action: A Credit Market Experiment
by Martin Brown & Jan Schmitz & Christian Zehnder - 23.01 Fragility of Secured Credit Chains
by Piero Gottardi & Vincent Maurin & Cyril Monnet
2022
- 22.04 Real interest rates and population growth across generations
by Lucas Fuhrer & Nils Herger - 22.03 Central Bank Digital Currency: Stability and Information
by Todd Keister & Cyril Monnet - 22.02R Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting
by Sylvia Kaufmann - 22.02 Covid-19 outbreak and beyond: A retrospect on the information content of registered short-time workers for GDP now- and forecasting
by Sylvia Kaufmann - 22.01 The Political Economy of Early COVID-19 Interventions in US States
by Martin Gonzalez-Eiras & Dirk Niepelt
2021
- 21.01 Distributed Ledgers and the Governance of Money
by Raphael Auer & Cyril Monnet & Hyun Song Shin
2020
- 20.06 Optimally Controlling an Epidemic
by Martin Gonzalez-Eiras & Dirk Niepelt - 20.05 Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics
by Dirk Niepelt - 20.04 Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time
by Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann - 20.03 Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting
by Sylvia Kaufmann - 20.02 Tractable Epidemiological Models for Economic Analysis
by Martin Gonzalez-Eiras & Dirk Niepelt - 20.01 On the Optimal "Lockdown" During an Epidemic
by Martin Gonzalez-Eiras & Dirk Niepelt
2019
- 19.06 Unregulated and regulated free banking. The case of Switzerland reinterpreted
by Nils Herger - 19.05 On the Equivalence of Private and Public Money
by Markus K. Brunnermeier & Dirk Niepelt - 19.04 On the Instability of Banking and Other Financial Intermediation
by Chao Gu & Cyril Monnet & Ed Nosal & Randall Wright - 19.03 Streamlining Time-varying VAR with a Factor Structure in the Parameters
by Simon Beyeler - 19.02 Unraveling News: Reconciling Conflicting Evidence
by Maria Bolboaca & Sarah Fischer - 19.01 News Shocks: Different Effects in Boom and Recession?
by Maria Bolboaca & Sarah Fischer - 16.08R Factor augmented VAR revisited - A sparse dynamic factor model approach
by Simon Beyeler & Sylvia Kaufmann
2018
- 18.03 The Risk-Taking Channel of Liquidity Regulations and Monetary Policy
by Stephan Imhof & Cyril Monnet & Shengxing Zhang - 18.02 Reserves for All? Central Bank Digital Currency, Deposits, and their (Non)-Equivalence
by Dirk Niepelt - 18.01 Asset Prices under Alternative Exchange Rate Regimes
by Nicole Aregger
2017
- 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)
by Nils Herger - 17.03 Unconventional Monetary Policy under Appreciation Pressure - The Role of Financial Frictions
by Nicole Aregger & Jessica Leutert - 17.02 Policy Evaluation by the Synthetic Control Approach: The Case of the Swiss Franc
by Nicole Aregger & Jessica Leutert - 17.01 An empirical assessment of the Swedish Bullionist Controversy
by Nils Herger
2016
- 16.08 Factor augmented VAR revisited - A sparse dynamic factor model approach
by Simon Beyeler & Sylvia Kaufmann - 16.07 Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc
by Adrien Alvero & Andreas M. Fischer - 16.06 Hidden Markov models in time series, with applications in economics
by Sylvia Kaufmann - 16.05 Fiscal Federalism, Taxation and Grants
by Martín Gonzalez-Eiras & Dirk Niepelt - 16.04 Capital Flows and the Swiss Franc
by Pinar Yesin - 16.03 Exchange Rate Predictability and State-of-the-Art Models
by Pinar Yesin - 16.02 Changing dynamics at the zero lower bound
by Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan
2015
- 16.01 The impact of international swap lines on stock returns of banks in emerging markets
by Alin Marius Andries & Andreas M. Fischer & Pinar Yesin - 15.05 The Impact of Interest Rate Risk on Bank Lending
by Toni Beutler & Robert Bichsel & Adrian Bruhin & Jayson Danton - 15.04 An uncovered interest parity condition that worked - The continental investment demand for London bills of exchange during the gold standard (1880 -1914)
by Nils Herger - 15.03 Human Capital and the Dynamic Effects of Trade
by Raphael A Auer - 15.02 Capital flow waves to and from Switzerland before and after the financial crisis
by Pinar Yesin
2014
- 15.01 Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi
by Raphael A Auer - 14.07 Austerity
by Harris Dellas & Dirk Niepelt - 14.06 Intertemporal discoordination in the 100 percent reserve banking system
by Romain Baeriswyl - 14.05 Trade linkages and the globalisation of inflation in Asia and the Pacific
by Raphael A Auer & Aaron Mehrotra - 14.04 K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?
by Sylvia Kaufmann - 14.03 The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US
by Paul Gaggl & Sylvia Kaufmann - 14.02 Horizontal, Vertical, and Conglomerate FDI: Evidence from Cross Border Acquisitions
by Nils Herger & Steve McCorriston - 14.01 Offshoring and Sequential Production Chains: A General-Equilibrium Analysis
by Philipp Harms & Jaewon Jung & Oliver Lorz
2013
- 13.08 Market Entries and Exits and the Nonlinear Behaviour of the Exchange Rate Pass-Through into Import Prices
by Herger Nils - 13.07 Risk-off Episodes and Swiss Franc Appreciation: the Role of Capital Flows
by Irineu de Carvalho Filho - 13.06 Foreign Currency Loans and Systemic Risk in Europe
by Pinar Yesin - 13.05 Credibility For Sale
by Harris Dellas & Dirk Niepelt - 13.04 Bayesian estimation of sparse dynamic factor models with order-independent identification
by Sylvia Kaufmann & Christian Schumacher - 13.03 What Drives Target2 Balances? Evidence From a Panel Analysis
by Raphael A. Auer - 13.02 On Discrete Location Choice Models
by Nils Herger - 13.01 Product Heterogeneity, Cross-Country Taste Differences, and the Consumption Home Bias
by Raphael A. Auer
2012
- 12.03 Forecasting Exchange Rates with Commodity Convenience Yields
by Toni Beutler - 12.02 Economic and Politico-Economic Equivalence
by Martín Gonzalez-Eiras & Dirk Niepelt - 12.01 Transmission of Sovereign Risk in the Euro Crisis
by Filippo Brutti & Philip Sauré
2011
- 11.11 The Collateral Channel under Imperfect Debt Enforcement
by Toni Beutler & 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
by Philipp Harms & Pierre-Guillaume Méon - 11.09 Prices and Choices in the Swiss Health Care Insurance Market
by Yves Ortiz - 11.08 Limited Rationality and Strategic Interaction: A Probabilistic Multi-Agent Model
by Yves Ortiz & Martin schüle - 11.07 Surfing the Capital Waves: A sector-level examination of surges in FDI inflows
by Salvatore Dell’Erba & Dennis Reinhardt - 11.06 Ageing, Government Budgets, Retirement, and Growth
by Dirk Niepelt & Martín Gonzalez-Eiras - 11.05 The Journal Rankings of Central Banks
by Emanuel Kohlscheen - 11.04 Spatial Competition in Quality, Demand-Induced Innovation, and Schumpeterian Growth
by Raphael Auer & Philip Sauré - 11.03 CHF Strength and Swiss Export Performance – Evidence and Outlook From a Disaggregate Analysis
by Raphael Auer & Philip Sauré - 11.02 Low-Wage Import Competition, Inflationary Pressure, and Industry Dynamics in Europe
by Raphael Auer & Kathrin Degen & Andreas M. Fischer - 11.01 Development (Paradigm) Failures
by Roland Hodler
2010
- 10.05 Foreign Aid and Enlightened Leaders
by Roland Hodler & Paul A. Raschky - 10.04 Compulsory Voting and Public Finance
by Roland Hodler - 10.03 The Home Bias in Equities and Distribution Costs
by Philipp Harms & Mathias Hoffmann & Christina Ortseifer - 10.02 Into the Allocation Puzzle - A Sectoral Analysis
by Dennis Reinhardt - 10.01 Biased Experts, Costly Lies, and Binary Decisions
by Roland Hodler & Simon Loertscher & Dominic Rohner
2009
- 09.06 Deciding to Peg the Exchange Rate in Developing Countries:The Role of Private-Sector Debt
by Philipp Harms & Matthias Hoffmann - 09.05 Product Heterogeneity, Within-Industry Trade Patterns, and the Home Bias of Consumption?
by Raphael Auer - 09.04 Can Parameter Instability Explain the Meese-Rogoff Puzzle?
by Philippe Bacchetta & Eric van Wincoop & Toni Beutler - 09.03 The Colonial and Geographic Origins of Comparative Development
by Raphael Auer - 09.02 The Demographics of Expropriation Risk
by Philipp Harms & Philipp an de Meulen - 09.01 Offshoring Along the Production Chain
by Philipp Harms & Oliver Lorz & Dieter Urban
2008
- 08.05 Debt Maturity without Commitment
by Dirk Niepelt - 08.04 Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
by Nils Herger - 08.03 Monetary Policy in a Small Open Economy Model: A DSGE-VAR Approach for Switzerland
by Gregor Bäurle & Tobias Menz - 08.02 Managing Beliefs about Monetary Policy under Discretion?
by Elmar Mertens - 08.01 Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
by Elmar Mertens
2007
- 07.05 Population Ageing, Government Budgets, and Productivity Growth in Politico-Economic Equilibrium
by Martín Gonzales-Eiras & Dirk Niepelt - 07.04 How does private foreign borrowing affect the risk of sovereign default in developing countries?
by Oya Celasun & Philipp Harms - 07.03 Words, deeds, and outcomes: A survey on the growth effects of exchange rate regimes
by Philipp Harms & Marco Kretschmann - 07.02 The Future of Social Security
by Martin Gonzalez-Eiras & Dirk Niepelt - 07.01 Random Walk Expectations and the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop
2006
- 06.04 Predictability in Financial Markets: What Do Survey Expectations Tell Us?
by Philippe Bacchetta & Elmar Mertens & Eric van Wincoop - 06.03 The Stability Pact - Rationales, Problems, Alternatives
by Assar Lindbeck & Dirk Niepelt - 06.02 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development
by Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff - 06.01 Financing Government Expenditures Optimally
by Pinar Ayse Yesin
2005
- 05.05 Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer
by Elmar Mertens - 05.04 Starving the Beast? Intra-Generational Conflict and Balanced Budget Rules
by Dirk Niepelt - 05.03 Incomplete Information Processing: A Solution to the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop - 05.02 Shock Identification of Macroeconomic Forecasts based on Daily Panels
by Marlene Amstad & Andreas Fischer - 05.01 Measuring Income Elasticity for Swiss Money Demand: What do the cantons say about financial innovation?
by Andreas Fischer
2004
- 04.07 Timing Tax Evasion
by Dirk Niepelt - 04.06 Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment
by Andreas Fischer & Marlene Amstad - 04.05 Foreign aid and developing countries' creditworthiness
by Philipp Harms & Michael Rauber - 04.04 Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions
by Andreas Fischer - 04.03 Higher Order Expectations in Asset Pricing
by Philippe Bacchetta & Eric van Wincoop - 04.02 Tax Collection Costs, Tax Evasion and Optimal Interest Rates
by Pinar Yesin - 04.01 A Scapegoat Model of Exchange Rate Fluctuations
by Philippe Bacchetta & Eric van Wincoop
2003
- 03.07 Optimal Cyclical Monetary Policy: Does Steady-State Inflation Matter?
by Samuel Reynard - 03.06 Reuters News Reports versus Official Interventions: A Cautionary Warning
by Andreas Fischer - 03.05 The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach
by Bertrand Rime - 03.04 Aid, Governance, and Private Foreign Investment: Some Puzzling Findings and a Possible Explanation
by Philipp Harms & Matthias Lutz - 03.03 Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run
by Ricarda Demarmels & Andreas Fischer - 03.02 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Philippe Bacchetta & Eric van Wincoop - 03.01 Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements
by Michael Dueker & Andreas Fischer
2002
- 02.08 Product Market Deregulation and Labor Market Outcomes
by Monique Ebell & Christian Haefke - 02.07 Deregulation and the Current Account
by Philipp Harms - 02.06 Growing into and out of Social Conflict
by Philipp Harms & Stefan Zink - 02.05 Why Do Consumer Prices React less than Import Prices to Exchange Rates?
by Philippe Bacchetta & Eric van Wincoop - 02.04 The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study
by Robert Bichsel & Jürg Blum - 02.03 Fluctuations in the Swiss Franc: What has Changed Since the Euro's Introduction?
by Andreas M. Fischer - 02.02 Understanding Reserve Volatility in Emerging Markets: A Look at the Last Thirty Years
by Ricarda Demarmels & Andreas M. Fischer - 02.01 Stochastic Capital Depreciation and the Comovement of Hours and Productivity
by Michael Dueker & Andreas Fischer & Robert D. Dittmar
2001
- 01.07 A Theory of the Currency Denomination of International Trade
by Philippe Bacchetta & Eric van Wincoop - 01.06 Do Depositors Discipline Swiss Banks?
by Urs Birchler & Andréa M. Maechler - 01.05 A corporate Balance-Sheet Approach to Currency Crises
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 01.04 Bank Integration and Business Volatility in the U.S
by Don Morgan & Bertrand Rime & Philip Strahan - 01.03 The Performance of Universal Banks: Evidence from Switzerland
by Bertrand Rime & Kevin J. Stiroh - 01.02 The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets
by Michael Dueker & Andreas Fischer - 01.01 Why are Asset Returns More Volatile during Recessions? A Theoretical Explanation
by Monique Ebell
2000
- 99.01 update Capital Markets and the Instability of Open Economies
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 00.14 Are banks excessively monitored?
by Urs W. Birchler - 00.13 Financial Development and Stock Market performance
by Harris Dellas & Martin K. Hess - 00.12 Alternative Indicator of Moneary Policy for a Small Open Economy
by Nicolas A. Cuche - 00.11 Trade Flows, Prices, and The Exchange Rate Regime
by Philippe Bacchetta & Eric van Wincoop - 00.10 Monetary policy with forward-looking rules: The Swiss case
by Nicolas A. Cuche - 00.09 The Politics of Trade Liberalization in the Presence of FDI Incentives
by Andréa M. Maechler - 00.08 The Limits of Market Discipline in Reducing Banks' Risk Taking
by Jürg Blum - 00.07 Currency Crises and Monetary Policy in an Economy with Credit Constraints
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 00.06 Financial Development and the Sensitivity of Stock Markets to External Influences
by Harris Dellas & Martin K. Hess - 00.05 Bank Capital Behaviour: Empirical Evidence for Switzerland
by Bertrand Rime - 00.04 Do Interventions Smooth Interest Rates?
by Andreas M. Fischer - 00.03 Monetary Policy with Foreign Currency Debt
by Philippe Bacchetta
1999
- 99.06 Estimating The Term Structure of Interest Rates: The Swiss Case
by Iwan Meier - 99.05 A Simple Model of Monetary Pollicy and Currency Crises
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 99.04 Trade Credit and the Bank Lending Channel
by Jeffrey H. Nilsen - 99.03 Modering Financial Fragility In Transition Economies
by Jeffrey H. Nilsen & Riccardo Rovelli - 99.02 Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland
by Nicolas A. Cuche & Martin K. Hess - 99.01 Capital Markets and the Instability of Open Economies
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 00.02 The UBS-SBC Merger and Competition in the Swiss Retail Banking Sector
by Dominik Egli & Bertrand Rime - 00.01 Bankruptcy Priority for Bank Deposits: a Contract Theoretic Explanation
by Urs W. Birchler
1998
- 98.04 Does Exchange Rate Stability Increase Trade and Capital Flows?
by Philippe Bacchetta & Eric van Wincoop - 98.03 Why did Czech Banks Switch From Loans in 1995?
by Jeffrey H. Nilsen - 98.02 Financial Liberalization and Volatility in Emerging Market Economies
by Philippe Aghion & Philippe Bacchetta & Abhijit Banerjee - 98.01 Capital flows to Emerging Markets: Liberalization, Overshooting, and Volatility
by Philippe Bacchetta & Eric van Wincoop