Georg Strasser

European Central Bank (ECB) - Directorate General Research

Senior Economist

Sonnemannstraße 20

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

18

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327

CROSSREF CITATIONS

48

Scholarly Papers (18)

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 30 Jul 2015 Last Revised: 10 Nov 2017
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 737 (65,058)
Citation 9

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Macroeconomic news announcements, financial markets, pre-announcement effect, drift, informed trading

Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?

ECB Working Paper No. 1901
Number of pages: 68 Posted: 12 May 2016
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 308 (184,166)
Citation 5

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Macroeconomic news announcements; financial markets; pre-announcement effect; drift; informed trading

2.

Monetary Policy and its Transmission in a Globalised World

ECB Working Paper No. 20202407
Number of pages: 71 Posted: 13 May 2020
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 772 (62,175)
Citation 21

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international monetary policy coordination, international shock transmission, monetary policy shocks, monetary policy spillovers

Communication of Monetary Policy in Unconventional Times

ECB Working Paper No. 2080
Number of pages: 47 Posted: 29 Jun 2017
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB)CEPR, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 395 (140,352)

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central bank communication, unconventional monetary policy, asset purchase programme, forward guidance

Communication of Monetary Policy in Unconventional Times

CFS Working Paper, WP No. 578
Number of pages: 47 Posted: 27 Sep 2017
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB)CEPR, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 266 (214,533)
Citation 23

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Central Bank Communication, Unconventional Monetary Policy, Asset Purchase Programme, Forward Guidance

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-46
Number of pages: 58 Posted: 19 Dec 2016 Last Revised: 10 Jan 2017
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 181 (309,243)

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Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

ECB Working Paper No. 1882
Number of pages: 54 Posted: 08 Feb 2016
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 151 (361,894)
Citation 5

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macroeconomic announcements, price discovery, learning, macroeconomic

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-046, http://dx.doi.org/10.17016/FEDS.2015.046
Number of pages: 51 Posted: 09 Jul 2015
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 93 (521,895)
Citation 1

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Macroeconomic announcements, central bank policy, coordination role of public information, learning, macroeconomic forecasting, price discovery

Is the Intrinsic Value of a Macroeconomic News Announcement Related to Its Asset Price Impact?

Journal of Monetary Economics, Forthcoming
Number of pages: 57 Posted: 25 Apr 2015 Last Revised: 12 Sep 2017
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 91 (529,190)
Citation 36

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Macroeconomic announcements, price discovery, learning, forecasting, nowcasting

5.
Downloads 293 (195,490)

Digitalisation and the Economy

ECB Working Paper No. 2023/2809
Number of pages: 40 Posted: 26 Apr 2023
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 185 (303,173)

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competition, digitalisation, e-commerce, fintech, inequality

Digitalisation and the Economy

ECB Working Paper No. 2023/23
Number of pages: 40 Posted: 08 Nov 2023
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 59 (679,850)
Citation 1

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competition, digitalisation, e-commerce, fintech, inequality

Digitalisation and the Economy

ECB Working Paper No. 2023/20
Number of pages: 40 Posted: 03 Oct 2023
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 49 (742,796)

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competition, digitalisation, e-commerce, fintech, inequality

6.

On the Correlation Structure of Microstructure Noise in Theory and Practice

PIER Working Paper No. 08-038
Number of pages: 68 Posted: 20 Oct 2008
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 260 (220,586)
Citation 14

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Realized volatility, Market microstructure theory, High-frequency data, Financial econometrics

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

CAFE Research Paper No. 13.07
Number of pages: 73 Posted: 27 Aug 2013
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 128 (413,183)
Citation 6

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Realized volatility, Market microstructure theory, High-frequency data, Financial econometrics

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

NBER Working Paper No. w16469
Number of pages: 65 Posted: 18 Oct 2010 Last Revised: 03 Jul 2022
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 50 (735,968)

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Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market

ECB Working Paper No. 2059
Number of pages: 82 Posted: 16 May 2017
Eyal Dvir and Georg Strasser
Charles River Associates (CRA) - Competition Practice and European Central Bank (ECB) - Directorate General Research
Downloads 99 (500,523)

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arbitrage, European car market, international price dispersion, law of one price, market segmentation

Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market

CESifo Working Paper Series No. 6639
Number of pages: 80 Posted: 21 Sep 2017
Eyal Dvir and Georg Strasser
Charles River Associates (CRA) - Competition Practice and European Central Bank (ECB) - Directorate General Research
Downloads 64 (651,878)
Citation 6

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Arbitrage, European Car Market, International Price Dispersion, Law of One Price, Market Segmentation

9.

Inflation Heterogeneity at the Household Level

ECB Occasional Paper No. 2023/325
Number of pages: 48 Posted: 19 Jul 2023
European Central Bank (ECB) - Directorate General Research, Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank and European Central Bank (ECB) - Directorate General Research
Downloads 137 (390,616)
Citation 3

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consumer prices, heterogeneous agents, inequality, inflation, substitution

10.

E-Commerce and Price Setting: Evidence from Europe

ECB Occasional Paper No. 2023/320
Number of pages: 53 Posted: 20 Jul 2023
European Central Bank (ECB) - Directorate General Research, Deutsche Bundesbank, National Bank of Poland, National Bank of Poland, National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 132 (402,285)
Citation 4

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consumer prices, e-commerce, inflation, microdata, price rigidity

11.

Inflation Measurement and its Assessment in the Ecb's Monetary Policy Strategy Review

ECB Occasional Paper No. 2021265
Number of pages: 115 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), National Bank of Slovakia, European Central Bank (ECB), Bank of Italy, Deutsche Bundesbank, Banco de España, De Nederlandsche Bank, European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), Central Bank of Cyprus, Banque de France, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Bank of Greece, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Latvia, Bank of Slovenia, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, Banque Centrale du Luxembourg, European Central Bank (ECB), Bank of Portugal, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Bank of Finland, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Banque Centrale du Luxembourg, European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB) and Bank of Italy
Downloads 121 (429,662)

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HICP inflation, inflation measurement, measurement bias, Monetary policy review, owner-occupied housing, underlying inflation

12.

Cross-Country Price and Inflation Dispersion: Retail Network or National Border?

ECB Working Paper No. 20232/776
Number of pages: 56 Posted: 09 Feb 2023
Teresa Messner, Fabio Rumler and Georg Strasser
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank and European Central Bank (ECB) - Directorate General Research
Downloads 99 (500,059)
Citation 2

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border effect, cross-border arbitrage, goods market integration, market power, price discrimination

13.

Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project

The Journal of Economic Education, Forthcoming
Number of pages: 25 Posted: 09 Oct 2013 Last Revised: 06 Aug 2015
Marketa Wolfe and Georg Strasser
Skidmore College - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 87 (539,281)

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Teaching intermediate macroeconomic theory, financial crisis, cooperative learning, team-based writing project

14.

Inflation Heterogeneity Across Households

ECB Working Paper No. 2024/2898
Number of pages: 74 Posted: 01 Feb 2024
Regina Kiss and Georg Strasser
University of Vienna and European Central Bank (ECB) - Directorate General Research
Downloads 71 (606,748)

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household heterogeneity, inequality, inflation, shopping behaviour, substitution

Can More Public Information Raise Uncertainty? The International Evidence on Forward Guidance

ECB Working Paper No. 2263
Number of pages: 53 Posted: 17 Apr 2019
European Central Bank (ECB), Banque de France, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 68 (630,750)
Citation 2

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central bank communication, heterogeneous beliefs, forward guidance, disagreement, macroeconomic news

Can More Public Information Raise Uncertainty? The International Evidence on Forward Guidance

CEPR Discussion Paper No. DP13977
Number of pages: 43 Posted: 07 Oct 2019
European Central Bank (ECB), HEC Paris, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 1 (1,194,447)
Citation 12
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central bank communication, disagreement, forward guidance, heterogeneous beliefs, Macroeconomic news

16.

The Effect of Monetary Policy on Inflation Heterogeneity Along the Income Distribution

ECB Working Paper No. 2023/2858
Number of pages: 41 Posted: 31 Oct 2023
Miguel Ampudia, Michael Ehrmann and Georg Strasser
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 57 (683,842)
Citation 2

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distributional effects, inflation, monetary policy, shopping behaviour, substitution

17.

Making Waves: Monetary Policy and its Asymmetric Spillovers in a Globalised World

CEPR Discussion Paper No. DP16134
Number of pages: 44 Posted: 14 May 2021
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 2 (1,137,258)
Citation 3
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18.

Exchange Rate Pass-Through and Credit Constraints

Journal of Monetary Economics, Vol. 60, No. 1, 2013
Posted: 21 Jun 2013
Georg Strasser
European Central Bank (ECB) - Directorate General Research

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exchange rate pass-through, exchange rate disconnect, financing constraints, pricing to market, export collapse