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Marlene Amstad

Personal Details

First Name:Marlene
Middle Name:
Last Name:Amstad
Suffix:
RePEc Short-ID:pam86
[This author has chosen not to make the email address public]
http://www.marleneamstad.net

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers 917, Bank for International Settlements.
  2. Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020. "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins 25, Bank for International Settlements.
  3. Marlene Amstad & Zhiguo He, 2019. "Chinese Bond Market and Interbank Market," NBER Working Papers 25549, National Bureau of Economic Research, Inc.
  4. Amstad, Marlene, 2019. "Regulating Fintech: Objectives, Principles, and Practices," ADBI Working Papers 1016, Asian Development Bank Institute.
  5. Marlene Amstad & Frank Packer & Jimmy Shek, 2018. "Does sovereign risk in local and foreign currency differ?," BIS Working Papers 709, Bank for International Settlements.
  6. Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers 541, Bank for International Settlements.
  7. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014. "The FRBNY staff underlying inflation gauge: UIG," Staff Reports 672, Federal Reserve Bank of New York.
  8. Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
  9. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
  10. Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization Institute Working Papers 26, Federal Reserve Bank of Dallas.
  11. Marlene Amstad & Andreas M. Fischer, 2008. "Are Weekly Inflation Forecasts Informative?," Working Papers 2008-05, Swiss National Bank.
  12. Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers.
  13. Marlene Amstad & Andreas Fischer, 2005. "Shock Identification of Macroeconomic Forecasts based on Daily Panels," Working Papers 05.02, Swiss National Bank, Study Center Gerzensee.
  14. Amstad, Marlene & Hildebrand, Philipp, 2005. "The oil price and monetary policy – a new paradigm," MPRA Paper 15562, University Library of Munich, Germany.
  15. Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee.
  16. Amstad, Marlene & Berentsen, Aleksander, 2002. "Search theory and applied economic research," MPRA Paper 14877, University Library of Munich, Germany.

Articles

  1. Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020. "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, vol. 101(C).
  2. Marlene Amstad & Beatrice Weder di Mauro, 2017. "Long-run effects of exchange rate appreciation: Another puzzle?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 68(01), pages 63-82, December.
  3. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
  4. Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
  5. Marlene Amstad & Frank Packer, 2015. "Sovereign ratings of advanced and emerging economies after the crisis," BIS Quarterly Review, Bank for International Settlements, December.
  6. Marlene Amstad & Antoine Martin, 2011. "Monetary policy implementation: common goals but different practices," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(Nov).
  7. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
  8. Marlene Amstad & Andreas M. Fischer, 2009. "Are Weekly Inflation Forecasts Informative?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
  9. Marlene Amstad & Andreas M. Fischer, 2009. "Do macroeconomic announcements move inflation forecasts?," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 507-518.

Books

  1. Amstad, Marlene & Huang, Bihong & Morgan, Peter J. & Shirai, Sayuri (ed.), 2019. "Central Bank Digital Currency and Fintech in Asia," ADBI Books, Asian Development Bank Institute, number 8.
  2. Marlene Amstad & Steven Kong & Frank Packer & Eli Remolona, 2016. "A spare tire for capital markets: Fostering corporate bond markets in Asia," BIS Papers, Bank for International Settlements, number 85.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020. "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins 25, Bank for International Settlements.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Economic consequences > Stock market
  2. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014. "The FRBNY staff underlying inflation gauge: UIG," Staff Reports 672, Federal Reserve Bank of New York.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models

Working papers

  1. Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers 917, Bank for International Settlements.

    Cited by:

    1. Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021. "Big data and machine learning in central banking," BIS Working Papers 930, Bank for International Settlements.

  2. Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020. "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins 25, Bank for International Settlements.

    Cited by:

    1. Stephen J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2020. "Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus," Working Papers 2020-156, Becker Friedman Institute for Research In Economics.
    2. Amstad, Marlene & Gambacorta, Leonardo & He, Chao & Xia, Fan Dora, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," CEPR Discussion Papers 15682, C.E.P.R. Discussion Papers.

  3. Marlene Amstad & Zhiguo He, 2019. "Chinese Bond Market and Interbank Market," NBER Working Papers 25549, National Bureau of Economic Research, Inc.

    Cited by:

    1. Zhuo Chen & Zhiguo He & Chun Liu, 2017. "The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes," NBER Working Papers 23598, National Bureau of Economic Research, Inc.
    2. Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65, Autumn.
    3. Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," CEPR Discussion Papers 13093, C.E.P.R. Discussion Papers.
    4. Hanming Fang & Yongqin Wang & Xian Wu, 2020. "The Collateral Channel of Monetary Policy: Evidence from China," PIER Working Paper Archive 20-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    5. Chen, Bing & Li, Li & Peng, Fei & Anwar, Sajid, 2020. "Risk contagion in the banking network: New evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    6. Dragon Yongjun Tang, 2019. "Comments on "Measuring corporate bond liquidity in emerging markets: price- vs quantity-based measures"," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 63-66, Bank for International Settlements.
    7. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China's Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
    8. Hu, Xiaolu & Huang, Haozhi & Pan, Zheyao & Shi, Jing, 2019. "Information asymmetry and credit rating: A quasi-natural experiment from China," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 132-152.
    9. Yi Ding & Wei Xiong & Jinfan Zhang, 2020. "Overpricing in China’s Corporate Bond Market," NBER Working Papers 26815, National Bureau of Economic Research, Inc.
    10. Zhang, Xiaoqian & Wang, Zhiwei, 2020. "Marketization vs. market chase: Insights from implicit government guarantees," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 435-455.

  4. Amstad, Marlene, 2019. "Regulating Fintech: Objectives, Principles, and Practices," ADBI Working Papers 1016, Asian Development Bank Institute.

    Cited by:

    1. Carlo Gola & Andrea Caponera, 2019. "Policy issues on crypto-assets," LIUC Papers in Economics 2019-7, Cattaneo University (LIUC).

  5. Marlene Amstad & Frank Packer & Jimmy Shek, 2018. "Does sovereign risk in local and foreign currency differ?," BIS Working Papers 709, Bank for International Settlements.

    Cited by:

    1. Joshua Aizenman & Yothin Jinjarak & Donghyun Park & Huanhuan Zheng, 2020. "Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?," NBER Working Papers 27030, National Bureau of Economic Research, Inc.
    2. Matsuoka,Hideaki, 2020. "Debt Intolerance : Threshold Level and Composition," Policy Research Working Paper Series 9276, The World Bank.
    3. Claudio Borio & Juan Contreras & Fabrizio Zampolli, 2020. "Assessing the fiscal implications of banking crises," BIS Working Papers 893, Bank for International Settlements.

  6. Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers 541, Bank for International Settlements.

    Cited by:

    1. Özmen, M. Utku & Yılmaz, Erdal, 2017. "Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”," Emerging Markets Review, Elsevier, vol. 33(C), pages 173-188.
    2. Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018. "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, vol. 70(C), pages 258-269.
    3. Mikhail Stolbov, 2017. "Determinants of sovereign credit risk: the case of Russia," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 51-70, January.
    4. Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020. "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, vol. 101(C).
    5. Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland, Institute for Economies in Transition.
    6. Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
    7. Margaretic, Paula & Pouget, Sébastien, 2018. "Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 340-355.
    8. Paula Margaretic & Sebastián Becerra, 2017. "Dispersed Information and Sovereign Risk Premia," Working Papers Central Bank of Chile 808, Central Bank of Chile.
    9. M. Utku Ozmen & Erdal Yilmaz, 2016. "Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�," Working Papers 1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    10. Bouri, Elie & Jalkh, Naji & Roubaud, David, 2019. "Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach," Resources Policy, Elsevier, vol. 61(C), pages 385-392.
    11. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
    12. Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017. "Sovereign default risk in OECD countries: Do global factors matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 629-639.
    13. Florian Berg & Paula Margaretic & Sébastien Pouget, 2016. "Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets," Working Papers Central Bank of Chile 789, Central Bank of Chile.
    14. Ludovit Odor & Pavol Povala, 2016. "Risk Premiums in Slovak Government Bonds," Discussion Papers Discussion Paper No. 3/20, Council for Budget Responsibility.
    15. Cepni, Oguzhan & Kucuksarac, Doruk & Yilmaz, M. Hasan, 2017. "The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets," Economics Letters, Elsevier, vol. 159(C), pages 74-77.
    16. Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.
    17. Özmen, Erdal & Doğanay Yaşar, Özge, 2016. "Emerging market sovereign bond spreads, credit ratings and global financial crisis," Economic Modelling, Elsevier, vol. 59(C), pages 93-101.
    18. Fong, Tom Pak Wing & Li, Ka-Fai & Fu, John, 2018. "Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors," Emerging Markets Review, Elsevier, vol. 34(C), pages 98-110.
    19. M. Utku Özmen, 2019. "Economic complexity and sovereign risk premia," Economics Bulletin, AccessEcon, vol. 39(3), pages 1714-1726.

  7. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014. "The FRBNY staff underlying inflation gauge: UIG," Staff Reports 672, Federal Reserve Bank of New York.

    Cited by:

    1. Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
    2. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    3. Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
    4. Bańbura, Marta & Bobeica, Elena, 2020. "PCCI – a data-rich measure of underlying inflation in the euro area," Statistics Paper Series 38, European Central Bank.
    5. Eliana R. González-Molano & Ramón Hernández-Ortega & Edgar Caicedo-García & Nicolás Martínez-Cortés & Jose Vicente Romero & Anderson Grajales-Olarte, 2020. "Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia," Borradores de Economia 1122, Banco de la Republica de Colombia.
    6. Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
    7. The People's Bank of China, 2016. "An underlying inflation gauge (UIG) for China," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 117-121, Bank for International Settlements.

  8. Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.

    Cited by:

    1. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    2. Sukudhew (Sukhdave) Singh, 2016. "Economic changes, inflation dynamics and policy responses: the Malaysian experience," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 231-245, Bank for International Settlements.
    3. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    4. Iris Day, 2017. "Underlying Consumer Price Inflation in China," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 29-36, December.
    5. Vicente da Gama Machado & Raquel Nadal & Fernando Ryu Ramos Kawaoka, 2020. "A Data-Rich Measure of Underlying Inflation for Brazil," Working Papers Series 516, Central Bank of Brazil, Research Department.
    6. Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
    7. The People's Bank of China, 2016. "An underlying inflation gauge (UIG) for China," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 117-121, Bank for International Settlements.

  9. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.

    Cited by:

    1. Stan Plessis & Gideon Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 527-548, December.
    2. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
    3. Ádám Reiff & Judit Várhegyi, 2013. "Sticky Price Inflation Index: An Alternative Core Inflation Measure," MNB Working Papers 2013/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    4. Reis, Ricardo & Watson, Mark W., 2007. "Measuring changes in the value of the numeraire," Kiel Working Papers 1364, Kiel Institute for the World Economy (IfW).
    5. Ricardo Reis & Mark W. Watson, 2007. "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," NBER Working Papers 13615, National Bureau of Economic Research, Inc.
    6. Li, Xin & Pan, Bing & Law, Rob & Huang, Xiankai, 2017. "Forecasting tourism demand with composite search index," Tourism Management, Elsevier, vol. 59(C), pages 57-66.
    7. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    8. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    9. Michał Brzoza-Brzezina & Jacek Kotłowski, 2009. "Bezwzględna stopa inflacji w gospodarce polskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 1-21.
    10. Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2008. "Core measures of inflation as predictors of total inflation," Working Papers 08-9, Federal Reserve Bank of Philadelphia.
    11. Michal Brzoza-Brzezina & Jacek Kotlowski, 2009. "Estimating pure inflation in the Polish economy," Working Papers 37, Department of Applied Econometrics, Warsaw School of Economics.
    12. Alberto Humala & Gabriel Rodr�guez, 2012. "A factorial decomposition of inflation in Peru: an alternative measure of core inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 19(14), pages 1331-1334, September.
    13. Stan du Plessis, Gideon du Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," Working Papers 503, Economic Research Southern Africa.
    14. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    15. Mikael Khan & Louis Morel & Patrick Sabourin, 2013. "The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada," Staff Working Papers 13-35, Bank of Canada.
    16. Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
    17. The People's Bank of China, 2016. "An underlying inflation gauge (UIG) for China," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 117-121, Bank for International Settlements.
    18. Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.

  10. Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization Institute Working Papers 26, Federal Reserve Bank of Dallas.

    Cited by:

    1. Kellermann, Kersten & Schlag, Carsten-Henning, 2011. "Frankenstärke und Importpreisreagibilität: Kurz-, mittel- und langfristige Effekte," KOFL Working Papers 10, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
    2. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    3. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    4. Marlene Amstad & Andreas M. Fischer, 2009. "Do macroeconomic announcements move inflation forecasts?," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 507-518.
    5. Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
    6. International Monetary Fund, 2011. "Switzerland; Selected Issues Paper," IMF Staff Country Reports 2011/116, International Monetary Fund.
    7. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    8. Shirota, Toyoichiro, 2017. "Not All Exchange Rate Movements Are Alike : Exchange Rate Persistence and Pass-Through to Consumer Prices," Discussion paper series. A 311, Graduate School of Economics and Business Administration, Hokkaido University.

  11. Marlene Amstad & Andreas M. Fischer, 2008. "Are Weekly Inflation Forecasts Informative?," Working Papers 2008-05, Swiss National Bank.

    Cited by:

    1. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
    2. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    3. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    4. Marlene Amstad & Andreas M. Fischer, 2009. "Do macroeconomic announcements move inflation forecasts?," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 507-518.
    5. Ronald Indergand & Stefan Leist, 2014. "A Real-Time Data Set for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(IV), pages 331-352, December.
    6. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    7. Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
    8. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.

  12. Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers.

    Cited by:

    1. Beirne, John & Bijsterbosch, Martin, 2011. "Exchange rate pass-through in central and eastern European EU Member States," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 241-254, March.
    2. Miguel A. León-Ledesma & Reginaldo P. Nogueira Júnior, 2010. "Is low inflation really causing the decline in exchange rate pass-through?," Studies in Economics 1002, School of Economics, University of Kent.
    3. Toshitaka Sekine, 2006. "Time-varying exchange rate pass-through: experiences of some industrial countries," BIS Working Papers 202, Bank for International Settlements.
    4. Marlene Amstad & Andreas M. Fischer, 2009. "Are Weekly Inflation Forecasts Informative?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
    5. Jonas Stulz, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-04, Swiss National Bank.
    6. Reginaldo Pinto Nogueira, Jr., 2014. "A causality test of inflation environment and lower exchange rate pass-through," Economics Bulletin, AccessEcon, vol. 34(3), pages 1679-1686.
    7. Chayawadee Chai-anant & Runchana Pongsaparn & Kessarin Tansuwanarat, 2008. "Roles of Exchange Rate in Monetary Policy under Inflation Targeting: A Case Study for Thailand," Working Papers 2008-03, Monetary Policy Group, Bank of Thailand.
    8. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.

  13. Marlene Amstad & Andreas Fischer, 2005. "Shock Identification of Macroeconomic Forecasts based on Daily Panels," Working Papers 05.02, Swiss National Bank, Study Center Gerzensee.

    Cited by:

    1. Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers.
    2. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.

  14. Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee.

    Cited by:

    1. Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers.
    2. Stan Plessis & Gideon Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 527-548, December.
    3. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
    4. Marlene Amstad & Andreas M. Fischer, 2009. "Are Weekly Inflation Forecasts Informative?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
    5. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    6. Amstad, Marlene & Fischer, Andreas M, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers.
    7. Stan du Plessis, Gideon du Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," Working Papers 503, Economic Research Southern Africa.
    8. Michael P. Clements & David F. Hendry, 2005. "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
    9. Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.

Articles

  1. Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020. "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, vol. 101(C).
    See citations under working paper version above.
  2. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.

    Cited by:

    1. Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
    2. Oğuz Atuk & Mustafa Utku Özmen, 2009. "Design and evaluation of core inflation measures for Turkey," IFC Working Papers 3, Bank for International Settlements.
    3. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    4. Matteo Luciani, 2020. "Common and Idiosyncratic Inflation," FEDS Notes 2020-03-05, Board of Governors of the Federal Reserve System (U.S.).
    5. Lhuillier, Jean-Paul & Schoenle, Raphael, 2019. "Raising the Inflation Target: How Much Extra Room Does It Really Give?," CEPR Discussion Papers 14142, C.E.P.R. Discussion Papers.

  3. Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
    See citations under working paper version above.
  4. Marlene Amstad & Frank Packer, 2015. "Sovereign ratings of advanced and emerging economies after the crisis," BIS Quarterly Review, Bank for International Settlements, December.

    Cited by:

    1. Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020. "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, vol. 101(C).
    2. Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
    3. Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers 2021.01, International Network for Economic Research - INFER.
    4. El-Shagi, Makram, 2016. "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers 22/2016, Halle Institute for Economic Research (IWH).
    5. Fatum, Rasmus & Yetman, James, 2020. "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, vol. 102(C).
    6. Annika Luisa Hofmann & Miguel Ferreira & João Lampreia, 2017. "Case Study: DBRS Sovereign Rating of Portugal. Analysis of Rating Methodology and Rating Decisions," GEE Papers 0073, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Jul 2017.
    7. Binici, Mahir & Hutchison, Michael & Miao, Evan Weicheng, 2020. "Market price effects of agency sovereign debt announcements: Importance of prior credit states," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 769-787.
    8. Antonio Afonso & Joao Tovar Jalles, 2019. "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, vol. 39(4), pages 2999-3010.
    9. Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain, 2019. "The impact of ESMA regulatory identifiers on the quality of ratings," International Review of Financial Analysis, Elsevier, vol. 66(C).
    10. Claudio Borio & Marco Jacopo Lombardi & Fabrizio Zampolli, 2016. "Fiscal sustainability and the financial cycle," BIS Working Papers 552, Bank for International Settlements.
    11. De Moor, Lieven & Luitel, Prabesh & Sercu, Piet & Vanpée, Rosanne, 2018. "Subjectivity in sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 366-392.
    12. Kraemer, Moritz & Klusak, Patrycja & Vu, Huong, 2020. "First-mover disadvantage - The sovereign ratings mousetrap," CEPS Papers 26352, Centre for European Policy Studies.
    13. Ozturk, Huseyin & Namli, Ersin & Erdal, Halil Ibrahim, 2016. "Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample," Economic Modelling, Elsevier, vol. 54(C), pages 469-478.
    14. Rasmus Fatum & James Yetman, 2018. "Does the accumulation of foreign currency reserves affect risk-taking? An event study approach," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 41-52, Bank for International Settlements.
    15. El-Shagi, Makram & von Schweinitz, Gregor, 2017. "Why they keep missing: An empirical investigation of rational inattention of rating agencies," IWH Discussion Papers 1/2017, Halle Institute for Economic Research (IWH).
    16. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
    17. Özmen, Erdal & Doğanay Yaşar, Özge, 2016. "Emerging market sovereign bond spreads, credit ratings and global financial crisis," Economic Modelling, Elsevier, vol. 59(C), pages 93-101.
    18. Yalta, A. Talha & Yalta, A. Yasemin, 2018. "Are credit rating agencies regionally biased?," Economic Systems, Elsevier, vol. 42(4), pages 682-694.
    19. Mahir Binici & Michael M Hutchison & Evan Weicheng Miao, 2018. "Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements," BIS Working Papers 704, Bank for International Settlements.
    20. Teixeira, João C.A. & Silva, Francisco J.F. & Ferreira, Manuel B.S. & Vieira, José A.C., 2018. "Sovereign credit rating determinants under financial crises," Global Finance Journal, Elsevier, vol. 36(C), pages 1-13.

  5. Marlene Amstad & Antoine Martin, 2011. "Monetary policy implementation: common goals but different practices," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(Nov).

    Cited by:

    1. Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.
    2. Adrien Alvero & Andreas M. Fischer, 2016. "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 31-50, August.
    3. Kedan, Danielle & Stuart, Rebecca, 2014. "Operational targets and the yield curve: The euro area and Switzerland," Economic Letters 04/EL/14, Central Bank of Ireland.
    4. Renne, Jean-Paul, 2016. "A tractable interest rate model with explicit monetary policy rates," European Journal of Operational Research, Elsevier, vol. 251(3), pages 873-887.
    5. Lassaâd Mbarek & Hardik A. Marfatia & Sonja Juko, 2018. "Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market," Working Papers 1243, Economic Research Forum, revised 23 Oct 2018.
    6. Antoine Martin & Dewet Moser, 2010. "Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 341-348, March.

  6. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
    See citations under working paper version above.
  7. Marlene Amstad & Andreas M. Fischer, 2009. "Are Weekly Inflation Forecasts Informative?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
    See citations under working paper version above.
  8. Marlene Amstad & Andreas M. Fischer, 2009. "Do macroeconomic announcements move inflation forecasts?," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 507-518.

    Cited by:

    1. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
    2. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
    3. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    4. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    5. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.

Books

  1. Marlene Amstad & Steven Kong & Frank Packer & Eli Remolona, 2016. "A spare tire for capital markets: Fostering corporate bond markets in Asia," BIS Papers, Bank for International Settlements, number 85.

    Cited by:

    1. Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020. "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, vol. 101(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2005-02-13 2005-05-29 2005-06-14 2006-01-01 2006-01-24 2009-03-22 2010-01-16 2014-05-04 2014-09-05 2014-10-13 2014-11-01 2018-05-21. Author is listed
  2. NEP-MON: Monetary Economics (9) 2008-05-05 2009-03-22 2010-01-16 2014-05-04 2014-09-05 2014-10-13 2014-11-01 2018-05-21 2020-03-23. Author is listed
  3. NEP-CBA: Central Banking (7) 2008-05-05 2009-03-22 2010-01-16 2014-05-04 2014-09-05 2014-10-13 2014-11-01. Author is listed
  4. NEP-FOR: Forecasting (6) 2006-01-01 2006-01-24 2010-01-16 2014-05-04 2014-09-05 2018-05-21. Author is listed
  5. NEP-TRA: Transition Economics (4) 2014-10-13 2014-11-01 2018-05-21 2019-02-25
  6. NEP-CNA: China (3) 2018-05-21 2019-02-25 2021-02-01
  7. NEP-OPM: Open Economy Macroeconomics (3) 2009-03-22 2018-04-09 2018-04-09
  8. NEP-ECM: Econometrics (2) 2004-10-21 2005-05-29
  9. NEP-FMK: Financial Markets (2) 2019-02-25 2021-02-01
  10. NEP-MIC: Microeconomics (2) 2006-01-01 2006-01-24
  11. NEP-PAY: Payment Systems & Financial Technology (2) 2020-03-23 2021-02-01
  12. NEP-BAN: Banking (1) 2019-02-25
  13. NEP-BEC: Business Economics (1) 2005-05-29
  14. NEP-BIG: Big Data (1) 2021-02-01
  15. NEP-CMP: Computational Economics (1) 2021-02-01
  16. NEP-CWA: Central & Western Asia (1) 2021-02-01
  17. NEP-ETS: Econometric Time Series (1) 2005-06-14
  18. NEP-ICT: Information & Communication Technologies (1) 2021-02-01
  19. NEP-IFN: International Finance (1) 2009-03-22
  20. NEP-INT: International Trade (1) 2021-02-01
  21. NEP-ORE: Operations Research (1) 2021-02-01
  22. NEP-RMG: Risk Management (1) 2020-08-10

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