Dirk Drechsel

ETH Zürich - KOF Swiss Economic Institute

Zurich

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

151

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

How are Firms Affected by Exchange Rate Shocks? Evidence from Survey Based Impulse Responses

KOF Working Papers No. 371
Number of pages: 36 Posted: 21 Feb 2015
ETH Zürich - KOF Swiss Economic Institute, KOF Swiss Economic Institute, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich - KOF Swiss Economic Institute
Downloads 58 (434,473)
Citation 2

Abstract:

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Swiss franc/euro exchange rate floor, survey based impulse responses, macroeconomic shock identification, structural micro data, disaggregation

2.

Housing Cycles in Switzerland – A Time-Varying Approach

KOF Working Paper No. 381
Number of pages: 25 Posted: 05 May 2015
Dirk Drechsel
ETH Zürich - KOF Swiss Economic Institute
Downloads 44 (489,472)
Citation 1

Abstract:

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Switzerland, house prices, Time-Varying VAR, time-varying VAR

3.

Macro and Micro Level Impulse Responses: A Survey Experimental Identification Procedure

KOF Working Paper No. 386
Number of pages: 45 Posted: 16 Jun 2015
ETH Zürich - KOF Swiss Economic Institute, KOF Swiss Economic Institute, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich - KOF Swiss Economic Institute
Downloads 31 (552,729)

Abstract:

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Survey based impulse responses, survey experiments, macroeconomic shock identification, firm level data, oil price shock

4.

Taming Volatile High Frequency Data with Long Lag Structure: An Optimal Filtering Approach for Forecasting

KOF Working Paper No. 407
Number of pages: 28 Posted: 20 Jun 2016
Dirk Drechsel and Stefan Neuwirth
ETH Zürich - KOF Swiss Economic Institute and ETH Zürich - KOF Swiss Economic Institute
Downloads 18 (636,092)

Abstract:

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forecasting, construction, mixed data frequencies, Switzerland, Forecasting, Bayesian