Marlene Amstad

The Chinese University of Hong Kong, Shenzhen

SCHOLARLY PAPERS

15

DOWNLOADS

877

SSRN CITATIONS
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Top 18,457

in Total Papers Citations

10

CROSSREF CITATIONS

35

Scholarly Papers (15)

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
The Chinese University of Hong Kong, Shenzhen and Bank for International Settlements (BIS)
Downloads 191 (163,264)

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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 (248,916)

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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 (596,614)
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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 (263,851)
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 (589,539)
Citation 2
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Common factors, pass-through, daily panels

4.

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
The Chinese University of Hong Kong, Shenzhen and Federal Reserve Bank of New York - Research and Statistics
Downloads 79 (316,559)

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Monetary policy implementation, Financial crisis

5.

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
The Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 62 (361,398)

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

6.

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
The Chinese University of Hong Kong, Shenzhen and Federal Reserve Bank of New York
Downloads 58 (373,413)
Citation 7

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

7.
Downloads 48 (406,600)
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
The Chinese University of Hong Kong, Shenzhen, The People's Bank of China (PBC) and Bruegel
Downloads 37 (459,656)

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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
The Chinese University of Hong Kong, Shenzhen, The People's Bank of China (PBC) and Bruegel
Downloads 11 (618,103)

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

8.

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
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 34 (462,487)
Citation 1

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

9.

Regulating Fintech: Objectives, Principles, and Practices

Number of pages: 21 Posted: 10 Dec 2019
Marlene Amstad
The Chinese University of Hong Kong, Shenzhen
Downloads 33 (466,962)

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FinTech, Financial regulation, Financial institutions

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
The Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 33 (466,962)

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

11.

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
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 27 (496,791)

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

12.

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
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 26 (502,357)
Citation 3

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

13.

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
Downloads 21 (531,308)
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Common factors, inflation, sequential information flow

14.

Chinese Bond Market and Interbank Market

NBER Working Paper No. w25549
Number of pages: 67 Posted: 19 Feb 2019
Marlene Amstad and Zhiguo He
The Chinese University of Hong Kong, Shenzhen and University of Chicago - Finance
Downloads 13 (580,379)
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15.

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 (657,866)
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