Andreas M. Fischer

Swiss National Bank

Borsenstrasse 15

CH-8022 Zurich

Switzerland

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

SCHOLARLY PAPERS

31

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669

CITATIONS
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62

Scholarly Papers (31)

Shock Identification of Macroeconomic Forecasts Based on Daily Panels

FRB of New York Staff Report No. 206
Number of pages: 34 Posted: 26 Apr 2005
Andreas M. Fischer and Marlene Amstad
Swiss National Bank and The Chinese University of Hong Kong, Shenzhen
Downloads 115 (240,298)

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common factors, inflation forecasting, daily panels, shock identification

Shock Identification of Macroeconomic Forecasts Based on Daily Panels

CEPR Discussion Paper No. 5008
Number of pages: 34 Posted: 24 Aug 2005
Marlene Amstad and Andreas M. Fischer
The Chinese University of Hong Kong, Shenzhen and Swiss National Bank
Downloads 14 (576,143)
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Common factors, inflation forecasting, daily panels

Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data

FRB of New York Staff Report No. 228
Number of pages: 56 Posted: 11 Nov 2005
Marlene Amstad and Andreas M. Fischer
The Chinese University of Hong Kong, Shenzhen and Swiss National Bank
Downloads 106 (254,760)
Citation 3

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common factors, pass-through, daily panels

Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data

CEPR Discussion Paper No. 5395
Number of pages: 59 Posted: 09 Mar 2006
Andreas M. Fischer and Marlene Amstad
Swiss National Bank and The Chinese University of Hong Kong, Shenzhen
Downloads 15 (569,377)
Citation 2
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Common factors, pass-through, daily panels

3.
Downloads 110 (246,787)
Citation 7

Does FOMC News Increase Global FX Trading?

Number of pages: 38 Posted: 08 Mar 2008
Andreas M. Fischer and Angelo Ranaldo
Swiss National Bank and University of St. Gallen
Downloads 109 (249,763)

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Trading volume, FOMC, Global linkages

Does FOMC News Increase Global FX Trading?

CEPR Discussion Paper No. DP6753
Number of pages: 39 Posted: 10 Jun 2008
Andreas M. Fischer and Angelo Ranaldo
Swiss National Bank and University of St. Gallen
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FOMC, Global linkages, Trading volume

4.

The Speed of Exchange Rate Pass-Through

Globalization and Monetary Policy Institute Working Paper No. 282
Number of pages: 60 Posted: 13 Sep 2016
Barthélémy Bonadio, Andreas M. Fischer and Philip U. Sauré
University of Michigan at Ann Arbor - Department of Economics, Swiss National Bank and Johannes Gutenberg University Mainz - Gutenberg School of Management and Economics
Downloads 57 (363,768)

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Who Prices Locally? Survey Evidence of Swiss Exporters

University of St.Gallen, Department of Economics, Discussion Paper No. 2007-39
Number of pages: 17 Posted: 23 Nov 2007
Andreas M. Fischer, Matthias Lutz and Manuel Wälti
Swiss National Bank, Swiss National Bank and Swiss National Bank
Downloads 38 (439,687)
Citation 3

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Pricing to markets, local currency pricing, firm size

Who Prices Locally? Survey Evidence of Swiss Exporters

CEPR Discussion Paper No. DP6442
Number of pages: 17 Posted: 30 May 2008
Andreas M. Fischer, Matthias Lutz and Manuel Wälti
Swiss National Bank, Swiss National Bank and Swiss National Bank
Downloads 3 (655,294)
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firm size, local currency pricing, Pricing to markets

6.

Giving Up the Swiss Franc: Some Consideration on Seigniorage Flows Under Emu

CEPR Discussion Paper No. 3156
Number of pages: 32 Posted: 14 Feb 2002
Andreas M. Fischer, Thomas Jordan and Caesar P. Lack
Swiss National Bank, Swiss National Bank and Swiss National Bank
Downloads 23 (501,659)
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Seigniorage, Swiss National Bank, the euro

7.

Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment

CEPR Discussion Paper No. 4627
Number of pages: 48 Posted: 15 Nov 2004
Marlene Amstad and Andreas M. Fischer
The Chinese University of Hong Kong, Shenzhen and Swiss National Bank
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Common factors, inflation, sequential information flow

8.

The Mechanics of a Successful Exchange-Rate Peg: Lessons for Emerging Markets

CEPR Discussion Paper No. 2829
Number of pages: 38 Posted: 12 Jun 2001
Michael Dueker and Andreas M. Fischer
Russell Investments and Swiss National Bank
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Currency crisis, exchange rate peg, Thailand

9.

Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run

CEPR Discussion Paper No. 3908
Number of pages: 30 Posted: 17 Jul 2003
Ricarda Demarmels and Andreas M. Fischer
University of St. Gallen - SEPS: Economics and Political Sciences and Swiss National Bank
Downloads 17 (536,611)
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Reserve volatility, emerging markets, openness

10.

Strong Goal Independence and Inflation Targets

CEPR Discussion Paper No. 5915
Number of pages: 33 Posted: 29 Dec 2006
Ernst Baltensperger, Andreas M. Fischer and Thomas Jordan
University of Bern - Institute of Economics, Swiss National Bank and Swiss National Bank
Downloads 16 (542,351)
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Inflation targeting, weak, medium and strong goal independence

11.

Fixing Swiss Potholes: The Importance of Improvements

CEPR Discussion Paper No. 3159
Number of pages: 15 Posted: 26 Feb 2002
Michael Dueker and Andreas M. Fischer
Russell Investments and Swiss National Bank
Downloads 16 (542,351)
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Maintenance and repair, improvements, capital utilization

12.

Portfolio Rebalancing in Times of Stress

Globalization and Monetary Policy Institute Working Paper No. 322
Number of pages: 35 Posted: 24 Jul 2017
Andreas M. Fischer, Rafael Greminger and Christian Grisse
Swiss National Bank, Tilburg University and Swiss National Bank
Downloads 15 (548,258)

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13.

Stochastic Capital Depreciation and the Comovement of Hours and Productivity

CEPR Discussion Paper No. 3192
Number of pages: 26 Posted: 26 Feb 2002
Robert Dittmar, Michael Dueker and Andreas M. Fischer
Citigroup, Inc. - CitiMortgage, Russell Investments and Swiss National Bank
Downloads 15 (548,258)
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Markov Switching, Nonlinear Decision Rules, Hours-Productivity Correlation

14.

Reuters News Reports Versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions

CEPR Discussion Paper No. 4359
Number of pages: 28 Posted: 28 May 2004
Andreas M. Fischer
Swiss National Bank
Downloads 14 (554,324)
Citation 1
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Central bank interventions, intra-daily data, reuters news reports

15.

Immigration and Swiss House Prices

CEPR Discussion Paper No. DP7583
Number of pages: 32 Posted: 11 Jan 2010
Kathrin Degen and Andreas M. Fischer
affiliation not provided to SSRN and Swiss National Bank
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house prices, immigration

16.

Measuring Income Elasticity for Swiss Money Demand: What Do the Cantons Say About Financial Innovation?

CEPR Discussion Paper No. 5050
Number of pages: 42 Posted: 27 Sep 2005
Andreas M. Fischer
Swiss National Bank
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Money demand, cross-regional estimates, regional financial sophistication

17.

Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention

CEPR Discussion Paper No. 4529
Number of pages: 36 Posted: 22 Sep 2004
Andreas M. Fischer
Swiss National Bank
Downloads 11 (572,707)
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Central bank interventions, intervention strategy, clustering

18.
Downloads 5 (611,275)
Citation 2

Current Account Adjustment and Retained Earnings

Globalization and Monetary Policy Institute Working Paper No. 345
Number of pages: 59 Posted: 25 Oct 2018 Last Revised: 21 Feb 2019
Andreas M. Fischer, Henrike Groeger, Philip U. Sauré and Pinar Yesin
Swiss National Bank, European University Institute, Johannes Gutenberg University Mainz - Gutenberg School of Management and Economics and Swiss National Bank
Downloads 4 (646,417)

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Current account adjustment, financial centers, retained earnings, equity investment

Current Account Adjustment and Retained Earnings

CEPR Discussion Paper No. DP13142
Number of pages: 61 Posted: 17 Sep 2018
Andreas M. Fischer, Henrike Groeger, Philip U. Sauré and Pinar Yesin
Swiss National Bank, European University Institute, Johannes Gutenberg University Mainz - Gutenberg School of Management and Economics and Swiss National Bank
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financial centers, Current account adjustment, equity investment, retained earnings

19.

Globalization and Inflation in Europe

CEPR Discussion Paper No. DP8130
Number of pages: 46 Posted: 06 Dec 2010
Raphael Auer, Kathrin Degen and Andreas M. Fischer
Swiss National Bank, affiliation not provided to SSRN and Swiss National Bank
Downloads 5 (611,275)
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comparative advantage, globalization, intra-industry trade

20.

Immigration and Large Banknotes

CEPR Discussion Paper No. DP8065
Number of pages: 46 Posted: 22 Nov 2010
Andreas M. Fischer
Swiss National Bank
Downloads 3 (626,208)
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hoarding, immigration, large banknotes, money demand

21.

The Effect of Trade with Low-Income Countries on U.S. Industry

CEPR Discussion Paper No. DP6819
Number of pages: 43 Posted: 12 Jun 2008
Raphael Auer and Andreas M. Fischer
Swiss National Bank and Swiss National Bank
Downloads 3 (626,208)
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comparative advantage, globalization, low-wage country import competition

22.

Are Weekly Inflation Forecasts Informative?

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 2, pp. 237-252, April 2009
Number of pages: 16 Posted: 27 Apr 2009
Marlene Amstad and Andreas M. Fischer
The Chinese University of Hong Kong, Shenzhen and Swiss National Bank
Downloads 2 (636,063)
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23.

Communicating Policy Options at the Zero Bound

CEPR Discussion Paper No. DP6563
Number of pages: 40 Posted: 06 Jun 2008
Lucas Burkhart and Andreas M. Fischer
Swiss National Bank and Swiss National Bank
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Central Bank Communication, Exchange Rate, zero bound

24.

Identifying Chinese Supply Shocks - Effects of Trade on Labor Markets

CEPR Discussion Paper No. DP13122
Number of pages: 61 Posted: 21 Aug 2018 Last Revised: 23 Apr 2019
Andreas M. Fischer and Philip U. Sauré
Swiss National Bank and Johannes Gutenberg University Mainz - Gutenberg School of Management and Economics
Downloads 1 (648,637)
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employment, Instrumental Variable, International trade

25.

Foreign Currency Loan Conversions and Currency Mismatches

CEPR Discussion Paper No. DP13923
Number of pages: 43 Posted: 20 Aug 2019
Andreas M. Fischer and Pinar Yesin
Swiss National Bank and Swiss National Bank
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currency mismatch, emerging markets, Loan conversion programs

26.

Do the Rich Pay Their Taxes Early?

CEPR Discussion Paper No. DP12491
Number of pages: 46 Posted: 12 Dec 2017
Andreas M. Fischer and Lucca Zachmann
Swiss National Bank and Swiss National Bank
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demand for interest credit on early tax payment, early tax payment

27.

Merchanting and Current Account Balances

The World Economy, Vol. 40, Issue 1, pp. 140-167, 2017
Number of pages: 28 Posted: 15 Jan 2017
Elisabeth Beusch, Barbara Döbeli, Andreas M. Fischer and Pinar Yesin
Swiss National Bank, Swiss National Bank, Swiss National Bank and Swiss National Bank
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28.

The Speed of the Exchange Rate Pass-Through

CEPR Discussion Paper No. DP11195
Number of pages: 60 Posted: 18 Apr 2016
Barthélémy Bonadio, Andreas M. Fischer and Philip U. Sauré
Swiss National Bank, Swiss National Bank and Johannes Gutenberg University Mainz - Gutenberg School of Management and Economics
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daily exchange rate pass-through, large exchange rate shock, speed

The Asymmetric Effect of International Swap Lines on Banks in Emerging Markets

Journal of Banking and Finance, Vol. 75, 2017
Posted: 14 Aug 2015 Last Revised: 02 Oct 2017
Alin Marius Andries, Andreas M. Fischer and Pinar Yesin
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Swiss National Bank and Swiss National Bank

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Swap lines, foreign currency loans, bank stocks, emerging markets

The Impact of International Swap Lines on Stock Returns of Banks in Emerging Markets

CEPR Discussion Paper No. DP11167
Posted: 18 Apr 2016
Alin Marius Andries, Andreas M. Fischer and Pinar Yesin
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Swiss National Bank and Swiss National Bank

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emerging markets, foreign currency loans, International Swap lines

30.

Are Interventions Self-Exciting?

CEPR Discussion Paper Series No. 1964
Posted: 30 Jan 1999
Andreas M. Fischer
Swiss National Bank

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31.

Interventions Versus Customer Transactions: An Alternative Test of the Signalling Hypothesis

CEPR Discussion Paper Series Number 1864
Posted: 21 Jul 1998
Andreas M. Fischer and Mathias Zurlinden
Swiss National Bank and affiliation not provided to SSRN

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