Katrin Assenmacher

Swiss National Bank

Borsenstrasse 15

CH-8022 Zurich

Switzerland

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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16

CROSSREF CITATIONS

122

Scholarly Papers (13)

1.

Monetary Policy, Asset Prices and Macroeconomic Conditions : A Panel-Var Study

National Bank of Belgium Working Paper No. 149
Number of pages: 39 Posted: 01 Oct 2010
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 776 (40,125)
Citation 62

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asset prices, credit, monetary policy, panel VAR

Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices

Institute for Empirical Research in Economics Working Paper No. 361
Number of pages: 36 Posted: 01 Apr 2008
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 278 (136,974)
Citation 40

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asset prices, monetary policy, panel VAR

Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices

CEPR Discussion Paper No. DP6773
Number of pages: 37 Posted: 12 Jun 2008
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 2 (811,181)
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asset prices, monetary policy, panel VAR

3.

European Business Cycles: New Indices and Analysis of Their Synchronicity

SFB 303 Working Paper No. B - 448
Number of pages: 30 Posted: 21 Mar 2000
Michael Dueker and Katrin Assenmacher
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Swiss National Bank
Downloads 225 (169,563)

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4.

A VECX* Model of the Swiss Economy

IEPR Working Paper No. 08.5, CESifo Working Paper Series No. 2281
Number of pages: 62 Posted: 27 Mar 2008
Katrin Assenmacher and M. Hashem Pesaran
Swiss National Bank and University of Southern California - Department of Economics
Downloads 116 (295,047)

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Long-run structural vector autoregression

Interpreting Euro Area Inflation at High and Low Frequencies

BIS Working Paper No. 195
Number of pages: 40 Posted: 20 Sep 2007
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 87 (359,844)
Citation 11

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spectral regression, frequency domain, quantity theory, inflation, money growth

Interpreting Euro Area Inflation at High and Low Frequencies

CEPR Discussion Paper No. 5632
Number of pages: 40 Posted: 18 Jul 2006
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 18 (674,060)
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Spectral regression, frequency domain, quantity theory, inflation, money growth

6.

The Term Structure of Interest Rates across Frequencies

ECB Working Paper No. 976
Number of pages: 36 Posted: 23 Dec 2008
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 71 (401,246)

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Expectations theory of the term structure, interest rates, spectral regression, frequency domain

7.

Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination Across Models and Observation Windows

CESifo Working Paper Series No. 2116, IZA Discussion Paper No. 3071
Number of pages: 58 Posted: 16 Oct 2007
Katrin Assenmacher and M. Hashem Pesaran
Swiss National Bank and University of Southern California - Department of Economics
Downloads 55 (455,944)
Citation 4

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Bayesian model averaging, choice of observation window, long-run structural vector autoregression

8.

Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 14-26
Number of pages: 37 Posted: 14 Nov 2014
Katarina Juselius and Katrin Assenmacher
University of Copenhagen - Department of Economics and Swiss National Bank
Downloads 37 (534,120)

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Long swings, Imperfect Knowledge, I(2) analysis, Self-reinforcing feed-back

9.

Understanding the Link between Money Growth and Inflation in the Euro Area

CEPR Discussion Paper No. 5683
Number of pages: 51 Posted: 02 Aug 2006
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 31 (566,076)
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Spatial regression, frequency domain, Philipps curve, quantity theory

10.

Money at Low Frequencies

CEPR Discussion Paper No. 5868
Number of pages: 14 Posted: 20 Dec 2006
Katrin Assenmacher and Stefan Gerlach
Swiss National Bank and Central Bank of Ireland
Downloads 23 (616,364)
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Quantity theory, Phillips curve, spectral regression, frequency domain

11.

Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland

CEPR Discussion Paper No. 5723
Number of pages: 33 Posted: 17 Aug 2006
Stefan Gerlach and Katrin Assenmacher
Central Bank of Ireland and Swiss National Bank
Downloads 16 (666,013)
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Spectral regression, frequency domain, Phillips curve, quantity theory

12.

Monetary Factors and Inflation in Japan

CEPR Discussion Paper No. DP6650
Number of pages: 33 Posted: 05 Jun 2008
Katrin Assenmacher, Stefan Gerlach and Toshitaka Sekine
Swiss National Bank, Central Bank of Ireland and Hitotsubashi University - Graduate School of Economics
Downloads 3 (767,279)
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Frequency domain, Phillips curve, quantity theory, spectral regression

13.

Financial Structure and the Impact of Monetary Policy on Asset Prices

CFS Working Paper No. 2008/30
Posted: 14 Oct 2008
Stefan Gerlach and Katrin Assenmacher
Central Bank of Ireland and Swiss National Bank

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Asset Prices, Monetary Policy, Panel VAR