Marlene Amstad

Harvard Kennedy School

79 John F. Kennedy Street

Cambridge, MA 02138

United States

The Chinese University of Hong Kong, Shenzhen

SCHOLARLY PAPERS

16

DOWNLOADS

1,096

SSRN CITATIONS
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Top 18,751

in Total Papers Citations

15

CROSSREF CITATIONS

35

Scholarly Papers (16)

1.

Sovereign Ratings of Advanced and Emerging Economies after the Crisis

BIS Quarterly Review December 2015
Number of pages: 15 Posted: 08 Dec 2015
Marlene Amstad and Frank Packer
Harvard Kennedy School and Bank for International Settlements (BIS)
Downloads 211 (158,056)
Citation 1

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Regulating Fintech: Objectives, Principles, and Practices

Number of pages: 21 Posted: 10 Dec 2019
Marlene Amstad
Harvard Kennedy School
Downloads 120 (257,045)

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FinTech, Financial regulation, Financial institutions

Regulating Fintech: Objectives, Principles, and Practices

Asian Development Bank Institute Working Paper Series 1016
Number of pages: 17 Posted: 21 Feb 2020 Last Revised: 13 Mar 2020
Marlene Amstad
Harvard Kennedy School
Downloads 62 (387,070)

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fintech, financial technology, digital currency

Shock Identification of Macroeconomic Forecasts Based on Daily Panels

Number of pages: 34 Posted: 26 Apr 2005
Andreas M. Fischer and Marlene Amstad
Swiss National Bank and Harvard Kennedy School
Downloads 115 (263,490)

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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
Harvard Kennedy School and Swiss National Bank
Downloads 14 (630,179)
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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
Harvard Kennedy School and Swiss National Bank
Downloads 107 (277,518)
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 Harvard Kennedy School
Downloads 15 (622,653)
Citation 2
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Common factors, pass-through, daily panels

5.

Monetary Policy Implementation: Common Goals But Different Practices

Current Issues in Economics and Finance, Vol. 17, No. 7, 2011
Number of pages: 11 Posted: 07 Dec 2011
Marlene Amstad and Antoine Martin
Harvard Kennedy School and Federal Reserve Bank of New York - Research and Statistics
Downloads 81 (330,029)

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Monetary policy implementation, Financial crisis

6.

Does Sovereign Risk in Local and Foreign Currency Differ?

BIS Working Paper No. 709
Number of pages: 38 Posted: 26 Mar 2018
Marlene Amstad, Frank Packer and Jimmy Shek
Harvard Kennedy School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 64 (375,768)
Citation 1

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sovereign risk, local currency debt, foreign currency debt, credit ratings

7.

Real Time Underlying Inflation Gauges for Monetary Policymakers

FRB of New York Staff Report No. 420
Number of pages: 39 Posted: 06 Jan 2010
Marlene Amstad and Simon Potter
Harvard Kennedy School and Peter G. Peterson Institute for International Economics
Downloads 58 (394,611)
Citation 7

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

8.
Downloads 53 (411,642)
Citation 2

Developing an Underlying Inflation Gauge for China

BIS Working Paper No. 465
Number of pages: 29 Posted: 01 Oct 2014
Marlene Amstad, Ye Huan and Guonan Ma
Harvard Kennedy School, The People's Bank of China (PBC) and Bruegel
Downloads 37 (485,377)

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Inflation, Dynamic Factor Models, Core Inflation, Monetary Policy, Forecasting, China

Developing an Underlying Inflation Gauge for China

BOFIT Discussion Paper No. 11/2018
Number of pages: 47 Posted: 08 May 2018 Last Revised: 10 May 2018
Marlene Amstad, Ye Huan and Guonan Ma
Harvard Kennedy School, The People's Bank of China (PBC) and Bruegel
Downloads 16 (615,231)

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inflation, China, emerging markets, forecasting, monetary policy, dynamic factor models

9.

The New York Fed Staff Underlying Inflation Gauge (UIG)

Economic Policy Review, Issue 23-2, pp. 1-32, 2017
Number of pages: 32 Posted: 20 Dec 2017
Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 41 (457,391)
Citation 1

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

10.

How Do Global Investors Differentiate between Sovereign Risks? The New Normal versus the Old

BIS Working Paper No. 541
Number of pages: 23 Posted: 26 Jan 2016
Marlene Amstad, Eli M. Remolona and Jimmy Shek
Harvard Kennedy School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 33 (493,275)
Citation 1

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Emerging market, CDS, sovereign risk, risk factor, new normal, taper tantrum

11.

Investors’ Risk Attitudes in the Pandemic and the Stock Market: New Evidence Based on Internet Searches

BIS Bulletin No. 25 (2020)
Number of pages: 9 Posted: 03 Aug 2020
Harvard Kennedy School, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 28 (548,539)

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COVID-19, equity market, sentiment, risk attitude

12.

The FRBNY Staff Underlying Inflation Gauge: UIG

BIS Working Paper No. 453
Number of pages: 40 Posted: 12 Sep 2014
Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 27 (524,583)

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Inflation, Dynamic Factor Models, Core Inflation, Monetary Policy, Forecasting

13.

The FRBNY Staff Underlying Inflation Gauge: UIG

FRB of New York Staff Report No. 672
Number of pages: 42 Posted: 06 May 2014
Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 27 (524,583)
Citation 4

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

14.

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

Number of pages: 48 Posted: 15 Nov 2004
Marlene Amstad and Andreas M. Fischer
Harvard Kennedy School and Swiss National Bank
Downloads 21 (561,136)
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Common factors, inflation, sequential information flow

15.

Chinese Bond Market and Interbank Market

NBER Working Paper No. w25549
Number of pages: 67 Posted: 19 Feb 2019
Marlene Amstad and Zhiguo He
Harvard Kennedy School and University of Chicago - Finance
Downloads 17 (586,888)
Citation 1
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16.

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
Harvard Kennedy School and Swiss National Bank
Downloads 2 (696,341)
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