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Mathias Zurlinden

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First Name:Mathias
Middle Name:
Last Name:Zurlinden
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RePEc Short-ID:pzu57
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Research output

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Jump to: Working papers Articles

Working papers

  1. Rita Fleer & Barbara Rudolf & Mathias Zurlinden, 2016. "Price change dispersion and time-varying pass-through to consumer prices," Working Papers 2016-17, Swiss National Bank.
  2. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
  3. Barbara Rudolf & Mathias Zurlinden, 2009. "Productivity and economic growth in Switzerland 1991-2005," Working Papers 2009-13, Swiss National Bank.
  4. Thomas Bolli & Mathias Zurlinden, 2008. "Measuring growth of labour quality and the quality-adjusted unemployment rate in Switzerland," Working Papers 2008-13, Swiss National Bank.
  5. Barbara Rudolf & Mathias Zurlinden, 2008. "Measuring capital stocks and capital services in Switzerland," Working Papers 2008-11, Swiss National Bank.
  6. Mathias Zurlinden & Thomas Bolli, 2008. "Measurement of Labor Quality Growth: Caused by Unobservable Characteristics," KOF Working papers 08-203, KOF Swiss Economic Institute, ETH Zurich.
  7. Kevin J. Fox & Mathias Zurlinden, 2006. "On Understanding Sources of Growth and Output Gaps for Switzerland," Working Papers 2006-10, Swiss National Bank.
  8. Mathias Zurlinden, 2003. "Credit in the monetary transmission mechanism: An overview of some recent research using Swiss data," Economic Studies 2005-01, Swiss National Bank.
  9. Fischer, Andreas M & Zurlinden, Mathias, 1998. "Interventions Versus Customer Transactions: An Alternative Test of the Signalling Hypothesis," CEPR Discussion Papers 1864, C.E.P.R. Discussion Papers.
  10. Fischer, Andreas M & Zurlinden, Mathias, 1998. "Are Interventions Self-Exciting?," CEPR Discussion Papers 1964, C.E.P.R. Discussion Papers.

Articles

  1. Thomas Bolli & Mathias Zurlinden, 2012. "Measurement of labour quality growth caused by unobservable characteristics," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2297-2308, June.
  2. Barbara Rudolf & Mathias Zurlinden, 2010. "Productivity and Economic Growth in Switzerland 1991-2006," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 577-600, September.
  3. Barbara Rudolf & Mathias Zurlinden, 2009. "Measuring Capital Stocks and Capital Services in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 61-105, March.
  4. Thomas Bolli & Mathias Zurlinden, 2009. "Measuring Growth of Labor Quality and the Quality-Adjusted Unemployment Rate in Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(2), pages 121-145.
  5. Andreas M. Fischer & Mathias Zurlinden, 2004. "Are Interventions Self Exciting?," Open Economies Review, Springer, vol. 15(3), pages 223-237, July.
  6. Fischer, Andreas M & Zurlinden, Mathias, 1999. "Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices," Economic Journal, Royal Economic Society, vol. 109(458), pages 662-676, October.
  7. Mathias Zurlinden, 1993. "The vulnerability of pegged exchange rates: the British pound in the ERM," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 41-56.

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.

Working papers

  1. Rita Fleer & Barbara Rudolf & Mathias Zurlinden, 2016. "Price change dispersion and time-varying pass-through to consumer prices," Working Papers 2016-17, Swiss National Bank.

    Cited by:

    1. David Berger & Joseph Vavra, 2017. "Shocks vs. Responsiveness: What Drives Time-Varying Dispersion?," NBER Working Papers 23143, National Bureau of Economic Research, Inc.
    2. Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.

  2. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.

    Cited by:

    1. Gregor Bäurle & Daniel Kaufmann, 2014. "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers 2014-10, Swiss National Bank.
    2. Petroulakis, Filippos, 2017. "Internal devaluation in currency unions: the role of trade costs and taxes," Working Paper Series 2049, European Central Bank.
    3. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    4. Sergey Ivashchenko, 2015. "A 5-sector DSGE Model of Russia," EUSP Department of Economics Working Paper Series Ec-01/15, European University at St. Petersburg, Department of Economics.
    5. Nikolay Hristov, 2016. "The Ifo DSGE Model for the German Economy," ifo Working Paper Series 210, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

  3. Thomas Bolli & Mathias Zurlinden, 2008. "Measuring growth of labour quality and the quality-adjusted unemployment rate in Switzerland," Working Papers 2008-13, Swiss National Bank.

    Cited by:

    1. Mathias Zurlinden & Thomas Bolli, 2008. "Measurement of Labor Quality Growth: Caused by Unobservable Characteristics," KOF Working papers 08-203, KOF Swiss Economic Institute, ETH Zurich.
    2. Barbara Rudolf & Mathias Zurlinden, 2010. "Productivity and Economic Growth in Switzerland 1991-2006," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 577-600, September.
    3. Michael Graff & Massimo Mannino & Michael Siegenthaler, 2014. "The Swiss "Job Miracle"," KOF Working papers 14-368, KOF Swiss Economic Institute, ETH Zurich.

  4. Barbara Rudolf & Mathias Zurlinden, 2008. "Measuring capital stocks and capital services in Switzerland," Working Papers 2008-11, Swiss National Bank.

    Cited by:

    1. Elizabeth Steiner, 2010. "Estimating a stock-flow model for the Swiss housing market," Working Papers 2010-08, Swiss National Bank.
    2. Barbara Rudolf & Mathias Zurlinden, 2010. "Productivity and Economic Growth in Switzerland 1991-2006," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 577-600, September.

  5. Mathias Zurlinden & Thomas Bolli, 2008. "Measurement of Labor Quality Growth: Caused by Unobservable Characteristics," KOF Working papers 08-203, KOF Swiss Economic Institute, ETH Zurich.

    Cited by:

    1. Nilsen, Øivind Anti & Raknerud, Arvid & Rybalka, Marina & Skjerpen, Terje, 2010. "The Importance of Skill Measurement for Growth Accounting," IZA Discussion Papers 4997, Institute for the Study of Labor (IZA).
    2. Laura-Maria DINDIRE, 2012. "Assessment Model Of The Nations? Human Capital - The Case Of The Eu Countries," Management Strategies Journal, Constantin Brancoveanu University, vol. 18(4), pages 21-27.

  6. Mathias Zurlinden, 2003. "Credit in the monetary transmission mechanism: An overview of some recent research using Swiss data," Economic Studies 2005-01, Swiss National Bank.

    Cited by:

    1. Auer, Simone, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization and Monetary Policy Institute Working Paper 170, Federal Reserve Bank of Dallas.
    2. Lukáš Kučera, 2016. "Transmission Channels of Monetary Policy: A Broader View," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2016(4), pages 59-70.

  7. Fischer, Andreas M & Zurlinden, Mathias, 1998. "Interventions Versus Customer Transactions: An Alternative Test of the Signalling Hypothesis," CEPR Discussion Papers 1864, C.E.P.R. Discussion Papers.

    Cited by:

    1. Priscilla Chiu, 2003. "Transparency versus constructive ambiguity in foreign exchange intervention," BIS Working Papers 144, Bank for International Settlements.

  8. Fischer, Andreas M & Zurlinden, Mathias, 1998. "Are Interventions Self-Exciting?," CEPR Discussion Papers 1964, C.E.P.R. Discussion Papers.

    Cited by:

    1. Berhold, Kerstin & Stadtmann, Georg, 2017. "Who put the holes in the Swiss cheese? Currency crisis under appreciation pressure," Discussion Papers 391, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    2. Vasileios Siakoulis & Ioannis Venetis, 2015. "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 717-741, October.
    3. Maria Pacurar, 2008. "Autoregressive Conditional Duration Models In Finance: A Survey Of The Theoretical And Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 22(4), pages 711-751, September.
    4. Florian Ielpo & Dominique Gúegan, 2009. "Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 44-72, August.
    5. Michel Beine & Agnès Bénassy-Quéré & Christelle Lecourt, 1999. "The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations," Working Papers 1999-14, CEPII research center.
    6. Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(5), pages 446-467, December.
    7. Siakoulis, Vasilios, 2015. "Modeling bank default intensity in the USA using autoregressive duration models," MPRA Paper 64526, University Library of Munich, Germany.
    8. Ielpo, Florian & Guégan, Dominique, 2006. "An econometric specification of monetary policy dark art," MPRA Paper 1004, University Library of Munich, Germany, revised 07 Oct 2006.
    9. Dolado, Juan J & Maria-Dolores, Ramon, 2002. " Evaluating Changes in the Bank of Spain's Interest Rate Target: An Alternative Approach Using Marked Point Processes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(2), pages 159-182, May.

Articles

  1. Thomas Bolli & Mathias Zurlinden, 2012. "Measurement of labour quality growth caused by unobservable characteristics," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2297-2308, June.
    See citations under working paper version above.
  2. Barbara Rudolf & Mathias Zurlinden, 2010. "Productivity and Economic Growth in Switzerland 1991-2006," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 577-600, September.

    Cited by:

    1. Michael Graff & Massimo Mannino & Michael Siegenthaler, 2014. "The Swiss "Job Miracle"," KOF Working papers 14-368, KOF Swiss Economic Institute, ETH Zurich.
    2. Stuart, Rebecca, 2018. "A quarterly Phillips curve for Switzerland using interpolated data, 1963–2016," Economic Modelling, Elsevier, vol. 70(C), pages 78-86.

  3. Barbara Rudolf & Mathias Zurlinden, 2009. "Measuring Capital Stocks and Capital Services in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 61-105, March.
    See citations under working paper version above.
  4. Thomas Bolli & Mathias Zurlinden, 2009. "Measuring Growth of Labor Quality and the Quality-Adjusted Unemployment Rate in Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(2), pages 121-145.
    See citations under working paper version above.
  5. Andreas M. Fischer & Mathias Zurlinden, 2004. "Are Interventions Self Exciting?," Open Economies Review, Springer, vol. 15(3), pages 223-237, July.
    See citations under working paper version above.
  6. Fischer, Andreas M & Zurlinden, Mathias, 1999. "Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices," Economic Journal, Royal Economic Society, vol. 109(458), pages 662-676, October.

    Cited by:

    1. Vitale, Paolo, 2003. "Foreign exchange intervention: how to signal policy objectives and stabilise the economy," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 841-870, May.
    2. Berhold, Kerstin & Stadtmann, Georg, 2017. "Who put the holes in the Swiss cheese? Currency crisis under appreciation pressure," Discussion Papers 391, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    3. Fischer, Andreas M., 2003. "Measurement error and the profitability of interventions: a closer look at SNB transactions data," Economics Letters, Elsevier, vol. 81(1), pages 137-142, October.
    4. Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization and Monetary Policy Institute Working Paper 59, Federal Reserve Bank of Dallas.
    5. Andreas M. Fischer, 2005. "On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions," Working Papers 2005-02, Swiss National Bank.
    6. Jean-Yves Gnabo & Jérôme Lahaye & Sébastien Laurent & Christelle Lecourt, 2012. "Do jumps mislead the FX market?," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1521-1532, October.
    7. Mauricio A. Hernández Monsalve & Ramón Javier Mesa Callejas, 2006. "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," BORRADORES DEL CIE 004192, UNIVERSIDAD DE ANTIOQUIA - CIE.
    8. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 685-718.
    9. Jonathan Kearns & Roberto Rigobon, 2002. "Identifying the Efficacy of Central Bank Interventions: The Australian Case," NBER Working Papers 9062, National Bureau of Economic Research, Inc.
    10. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience," Working Papers 55, Oesterreichische Nationalbank (Austrian Central Bank).
    11. Linkon Mondal, 2012. "Foreign Exchange Market Intervention and Exchange Rate Volatility: A Bivariate GARCH Model for India," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 29-40, November.
    12. Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers rdp2003-04, Reserve Bank of Australia.
    13. Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
    14. Erick Lahura & Marco Vega, 2013. "Asymmetric effects of FOREX intervention using intraday data: evidence from Peru," BIS Working Papers 430, Bank for International Settlements.
    15. Hernández Monsalve, Mauricio A. & Mesa, Ramón Javier, 2006. "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, September.
    16. Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
    17. Andreas M. Fischer & Gulzina Isakova & Ulan Termechikov, 2007. "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers 2007-01, Swiss National Bank.
    18. Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
    19. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
    20. Payne, Richard & Vitale, Paolo, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
    21. Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009. "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series 09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
    22. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis.
    23. Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    24. Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May.
    25. Huang, Zhaodan, 2007. "The central bank and speculators in the foreign exchange market under asymmetric information: A strategic approach and evidence," Journal of Economics and Business, Elsevier, vol. 59(1), pages 28-50.
    26. King, Michael R, 2003. "Effective Foreign Exchange Intervention: Matching Strategies with Objectives," International Finance, Wiley Blackwell, vol. 6(2), pages 249-271, Summer.
    27. Fischer, Andreas M, 2004. "Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention," CEPR Discussion Papers 4529, C.E.P.R. Discussion Papers.
    28. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo Group Munich.
    29. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    30. Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Sarno, Lucio & St�hr, Tobias, 2017. "When is foreign exchange intervention effective? Evidence from 33 countries," CEPR Discussion Papers 12510, C.E.P.R. Discussion Papers.
    31. Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series 2473, CESifo Group Munich.
    32. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan.
    33. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
    34. Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Paper 0315, Federal Reserve Bank of Cleveland.
    35. Ftiti, Zied & Aguir, Abdelkader & Smida, Mounir, 2017. "Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?," Economic Modelling, Elsevier, vol. 67(C), pages 215-227.
    36. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
    37. Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
    38. Andersen, Peter & Kim, Suk-Joong, 2011. "Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 277-295, April.
    39. Kitamura, Yoshihiro, 2016. "Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention," Research in International Business and Finance, Elsevier, vol. 36(C), pages 436-446.
    40. Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
    41. Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis.
    42. Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009. "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
    43. Christopher J. Neely, 2011. "A foreign exchange intervention in an era of restraint," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 303-324.
    44. Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).
    45. Scalia, Antonio, 2008. "Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 529-546, June.
    46. Fischer, Andreas M, 2004. "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers 4359, C.E.P.R. Discussion Papers.
    47. Christian Pierdzioch & Georg Stadtmann, 2004. "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
    48. Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
    49. Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006. "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic.
    50. Vitale, Paolo, 2001. "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers 2886, C.E.P.R. Discussion Papers.
    51. Shirota, Toyoichiro, 2018. "Evaluating the Unconventional Monetary Policy in Stock Markets : A Semi-parametric Approach," Discussion paper series. A 322, Graduate School of Economics and Business Administration, Hokkaido University.
    52. Juraj Zeman & Biswajit Banerjee & Ludovit Odor & William O. Riiska Jr., 2017. "On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007," Working and Discussion Papers WP 4/2017, Research Department, National Bank of Slovakia.
    53. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
    54. Burkhard, Lukas & Fischer, Andreas M., 2009. "Communicating policy options at the zero bound," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 742-754, September.
    55. Masayuki Susai & Yushi Yoshida, 2012. "Central bank interventions and limit order behavior in the foreign exchange market," Discussion Papers 56, Kyushu Sangyo University, Faculty of Economics.
    56. Linkon Mondal, 2014. "Volatility spillover between the RBI’s intervention and exchange rate," International Economics and Economic Policy, Springer, vol. 11(4), pages 549-560, December.
    57. Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013. "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 103-117.
    58. Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2003. "Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(4), pages 709-729, December.
    59. Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "Modeling the intensity of foreign exchange intervention activity," Economics Letters, Elsevier, vol. 85(3), pages 347-351, December.
    60. Pasquariello, Paolo, 2010. "Central bank intervention and the intraday process of price formation in the currency markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1045-1061, October.
    61. Zhang, Zhichao & Li, He & Zhang, Chuanjie, 2017. "Oral intervention in China: Efficacy of Chinese exchange rate communications," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 24-34.

  7. Mathias Zurlinden, 1993. "The vulnerability of pegged exchange rates: the British pound in the ERM," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 41-56.

    Cited by:

    1. Cletus C. Coughlin & David C. Wheelock, 1995. "Lessons from the United States and European Community for the integration of high and low income economies," Working Papers 1995-007, Federal Reserve Bank of St. Louis.
    2. Michael J. Dueker & Andreas M. Fischer, 2006. "Do inflation targeters outperform non-targeters?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 431-450.

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 7 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 (4) 2009-01-17 2009-11-27 2015-01-03 2017-01-01
  2. NEP-BEC: Business Economics (2) 2008-08-31 2009-05-16
  3. NEP-LAB: Labour Economics (2) 2008-08-31 2009-01-17
  4. NEP-DGE: Dynamic General Equilibrium (1) 2015-01-03
  5. NEP-EFF: Efficiency & Productivity (1) 2009-11-27
  6. NEP-FDG: Financial Development & Growth (1) 2009-11-27
  7. NEP-HRM: Human Capital & Human Resource Management (1) 2008-08-31
  8. NEP-OPM: Open Economy Macroeconomics (1) 2017-01-01

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