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Enzo Rossi

Personal Details

First Name:Enzo
Middle Name:
Last Name:Rossi
Suffix:
RePEc Short-ID:pro820
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Terminal Degree:2000 Department Volkswirtschaftlehre; Universität Bern (from RePEc Genealogy)

Affiliation

(90%) Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

(10%) Wirtschaftswissenschaftliche Fakutät
Universität Zürich

Zürich, Switzerland
http://www.oec.uzh.ch/
RePEc:edi:wwfzhch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alexander Dentler & Enzo Rossi, 2022. "Public debt management announcements under "beat-the-market" opportunities," Working Papers 2022-06, Swiss National Bank.
  2. Alexander Dentler & Enzo Rossi, 2021. "Shooting up liquidity: the effect of crime on real estate," Working Papers 2021-20, Swiss National Bank.
  3. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.
  4. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
  5. Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.
  6. In Do Hwang & Thomas Lustenberger & Enzo Rossi, 2020. "Does communication influence executives' opinion of central bank policy?," Working Papers 2020-17, Swiss National Bank.
  7. Thomas Lustenberger & Enzo Rossi, 2017. "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers 2017-17, Swiss National Bank.
  8. Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
  9. Angelo Ranaldo & Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.
  10. Nicole Aregger & Martin Brown & Enzo Rossi, 2013. "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers 2013-02, Swiss National Bank.
  11. Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.
  12. Franziska Bignasca & Enzo Rossi, 2007. "Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates," Working Papers 2007-10, Swiss National Bank.

Articles

  1. Thomas Lustenberger & Enzo Rossi, 2022. "The Social Value of Information: A Test of a Beauty and Nonbeauty Contest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2125-2148, October.
  2. Baumann Philipp F. M. & Schomaker Michael & Rossi Enzo, 2021. "Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 109-146, January.
  3. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).
  4. Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
  5. Thomas J. Jordan & Michel Peytrignet & Enzo Rossi, 2010. "Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 9-90, March.
  6. Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Nicole Aregger & Martin Brown & Enzo Rossi, 2013. "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers 2013-02, Swiss National Bank.

    Mentioned in:

    1. How to contain housing bubbles
      by Economic Logician in Economic Logic on 2013-04-26 18:26:00

Working papers

  1. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.

    Cited by:

    1. Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.
    2. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).

  2. Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.

    Cited by:

    1. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2022.

  3. In Do Hwang & Thomas Lustenberger & Enzo Rossi, 2020. "Does communication influence executives' opinion of central bank policy?," Working Papers 2020-17, Swiss National Bank.

    Cited by:

    1. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 744, DNB.

  4. Thomas Lustenberger & Enzo Rossi, 2017. "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers 2017-17, Swiss National Bank.

    Cited by:

    1. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    2. Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
    3. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).

  5. Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.

    Cited by:

    1. Gnan, Phillipp & Rieder, Kilian, 2023. "The (not so) quiet period: Communication by ECB decision-makers during monetary policy blackout days☆," Journal of International Money and Finance, Elsevier, vol. 130(C).
    2. Camille Cornand & Romain Baeriswyl & Bruno Ziliotto, 2019. "Observing and shaping the market: the dilemma of central banks," Post-Print hal-01644269, HAL.
    3. Moritz Grebe & Peter Tillmann, 2022. "Household Expectations and Dissent Among Policymakers," MAGKS Papers on Economics 202226, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Rieder, Kilian, 2022. "Monetary policy decision-making by committee: Why, when and how it can work," European Journal of Political Economy, Elsevier, vol. 72(C).
    5. Thomas Lustenberger & Enzo Rossi, 2022. "The Social Value of Information: A Test of a Beauty and Nonbeauty Contest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2125-2148, October.
    6. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).
    7. In Do Hwang, 2018. "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers 2018-14, Economic Research Institute, Bank of Korea.
    8. Leonardo N. Ferreira, 2021. "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series 559, Central Bank of Brazil, Research Department.
    9. Valerio Astuti & Alessio Ciarlone & Alberto Coco, 2022. "The role of central bank communication in inflation-targeting Eastern European emerging economies," Temi di discussione (Economic working papers) 1381, Bank of Italy, Economic Research and International Relations Area.
    10. Ciccarone, Giuseppe & Giuli, Francesco & Marchetti, Enrico, 2019. "Macroeconomic equilibrium and nominal price rigidities under imperfect rationality," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 60-78.
    11. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2022.
    12. Christophe Blot & Paul Hubert, 2018. "Central bank communication during normal and crisis time," Sciences Po publications info:hdl:2441/52p48pif509, Sciences Po.
    13. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    14. Monique Reid & Pierre Siklos, 2020. "Building Credibility and Influencing Expectations The Evolution of Central Bank Communication," Working Papers 10144, South African Reserve Bank.
    15. Christophe Blot & Paul Hubert, 2018. "Central bank communication during normal and crisis time," SciencePo Working papers Main hal-03404315, HAL.
    16. Gnan, Phillipp & Rieder, Kilian, 2021. "The (Not So) Quiet Period: Communication by ECB Decision-makers during Monetary Policy Blackout Days," CEPR Discussion Papers 15735, C.E.P.R. Discussion Papers.

  6. Angelo Ranaldo & Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.

    Cited by:

    1. Basil Guggenheim & Mario Meichle & Thomas Nellen, 2018. "Confederation debt management since 1970," Working Papers 2018-07, Swiss National Bank.
    2. Andreas Hefti & Peiyao Shen & Regina Betz, 2019. "Market power and information effects in a multi-unit auction," ECON - Working Papers 320, Department of Economics - University of Zurich.

  7. Nicole Aregger & Martin Brown & Enzo Rossi, 2013. "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers 2013-02, Swiss National Bank.

    Cited by:

    1. Carolin Fritzsche & Lucas Rohleder, 2017. "Effekte von Änderungen der Grunderwerbsteuer – Ein Überblick über die Ergebnisse internationaler Studien," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 24(05), pages 09-14, October.
    2. Fritzsche, Carolin & Vandrei, Lars, 2017. "The German Real Estate Transfer Tax: Evidence for Single-Family Home Transactions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168307, Verein für Socialpolitik / German Economic Association.
    3. Kenneth N Kuttner & Ilhyock Shim, 2013. "Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies," BIS Working Papers 433, Bank for International Settlements.
    4. Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018. "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, vol. 130(3), pages 663-692.
    5. Eerola, Essi, 2016. "Macroprudential measures and housing markets: a note on the empirical literature," Bank of Finland Research Discussion Papers 18/2016, Bank of Finland.
    6. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
    7. Martin Brown & Benjamin Suman Guin, 2015. "The Exposure of Mortgage Borrowers to Interest Rate Risk and House Price Risk – Evidence from Swiss Loan Application Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 151(II), pages 3-37, June.
    8. Brown, Martin & Guin, Benjamin, 2015. "The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data," Working Papers on Finance 1509, University of St. Gallen, School of Finance.
    9. Patric H. Hendershott & Kyung-Hwan Kim & Jin Man Lee & James D. Shilling, 2021. "Announcement Effects: Taxation of Housing Capital Gains in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 319-341, April.
    10. Stijn Claessens, 2015. "An Overview of Macroprudential Policy Tools," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 397-422, December.
    11. Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
    12. Jed Armstrong & Hayden Skilling & Fang Yao, 2018. "Loan-to-Value Ratio Restrictions and House Prices," Reserve Bank of New Zealand Discussion Paper Series DP2018/05, Reserve Bank of New Zealand.
    13. Hazrati, Manochehr & Bafandeh Zendeh, Alireza & Aali, Samad, 2020. "Modeling of Real Estate Income Tax: System Dynamics Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 463-487, October.

  8. Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.

    Cited by:

    1. Koeniger, Winfried & Ramelet, Marc-Antoine, 2018. "Home ownership and monetary policy transmission," CFS Working Paper Series 615, Center for Financial Studies (CFS).
    2. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Central bank communication in the financial crisis: Evidence from a survey of financial market participants," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 166-181.
    3. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009. "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics 200923, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Neuenkirch, Matthias, 2012. "Managing financial market expectations: The role of central bank transparency and central bank communication," European Journal of Political Economy, Elsevier, vol. 28(1), pages 1-13.
    5. Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009. "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 349-359, December.
    6. Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," Economic Research Papers 269727, University of Warwick - Department of Economics.
    7. Thiago Cacicedo Cidad & Gabriel Caldas Montes, 2016. "Does Central Bank’S Perception Regarding The State Of The Economy Affect Entrepreneurs’ Expectations? Are Entrepreneurs’ Expectations Important For Investment? Empirical Evidence From Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 035, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    8. Aakriti Mathur & Rajeswari Sengupta, 2019. "Analysing monetary policy statements of the Reserve Bank of India," IHEID Working Papers 08-2019, Economics Section, The Graduate Institute of International Studies.
    9. Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022. "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 623-645, October.
    10. Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
    11. Paul Soderlind, 2009. "Reaction of Swiss Term Premia to Monetary Policy Surprises," University of St. Gallen Department of Economics working paper series 2009 2009-33, Department of Economics, University of St. Gallen.
    12. Yu-Fu Chen & Michael Funke & Richhild Moessner, 2017. "Informal one-sided target zone model and the Swiss franc," BIS Working Papers 660, Bank for International Settlements.
    13. Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
    14. Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015. "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 185-203, February.
    15. Islas C., Alejandro & Cortez, Willy Walter, 2012. "Mexico: what is the impact of monetary policy on unemployment rates?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    16. Jens H E Christensen & Signe Krogstrup, 2019. "Transmission of Quantitative Easing: The Role of Central Bank Reserves," The Economic Journal, Royal Economic Society, vol. 129(617), pages 249-272.
    17. Carlos Lenz, 2010. "Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 405-408, March.
    18. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021. "Monetary policy and financial markets: evidence from Twitter traffic," BAFFI CAREFIN Working Papers 21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    19. Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
    20. Eichler, Stefan & Littke, Helge C. N., 2017. "Central bank transparency and the volatility of exchange rates," IWH Discussion Papers 22/2017, Halle Institute for Economic Research (IWH).
    21. Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
    22. Kamel Malik Bensafta & Gervasio Semedo, 2014. "Transmission de la volatilité et Central-Banking," Working Papers halshs-01012058, HAL.
    23. Ou Sun & Zhixin Liu, 2016. "Comparison of Monetary Policy Actions and Central Bank Communication on Tackling Asset Price Bubbles—Evidence from China’s Stock Market," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-20, November.
    24. Hüning, Hendrik, 2017. "Asset market response to monetary policy news from SNB press releases," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 160-177.
    25. Kugler, Peter, 2020. "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers 2020/01, Faculty of Business and Economics - University of Basel.
    26. Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CAGE Online Working Paper Series 258, Competitive Advantage in the Global Economy (CAGE).
    27. Eichler, Stefan & Littke, Helge C.N., 2018. "Central bank transparency and the volatility of exchange rates," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 23-49.
    28. Sazedj, Sharmin & Tavares, José, 2011. "Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?," CEPR Discussion Papers 8713, C.E.P.R. Discussion Papers.
    29. Kamel Malik Bensafta & Gervasio Semedo, 2014. "Market Volatility Transmission and Central Banking: What Happened during the Subprime Crisis?," International Economic Journal, Taylor & Francis Journals, vol. 28(4), pages 559-588, December.
    30. Layna Mosley & Victoria Paniagua & Erik Wibbels, 2020. "Moving markets? Government bond investors and microeconomic policy changes," Economics and Politics, Wiley Blackwell, vol. 32(2), pages 197-249, July.
    31. Caldas M., Gabriel, 2012. "Financial market reaction to central bank monetary policy communications under an inflation- targeting regime: the case of Brazil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    32. Mr. Andrea Pescatori, 2018. "Central Bank Communication and Monetary Policy Surprises in Chile," IMF Working Papers 2018/156, International Monetary Fund.
    33. Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
    34. Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03205121, HAL.
    35. Hüning, Hendrik, 2020. "Swiss National Bank communication and investors’ uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    36. Pavel Gertler & Roman Horváth & Júlia Jonášová, 2020. "Central Bank Communication and Financial Market Comovements in the Euro Area," Open Economies Review, Springer, vol. 31(2), pages 257-272, April.
    37. Leslie Sheng Shen, 2021. "Global Banking and Firm Financing: A Double Adverse Selection Channel of International Transmission," International Finance Discussion Papers 1325, Board of Governors of the Federal Reserve System (U.S.).
    38. Hüning, Hendrik, 2016. "Asset market response to monetary policy news from SNB press releases," HWWI Research Papers 177, Hamburg Institute of International Economics (HWWI).
    39. Rodolfo Tomás Da Fonseca Nicolay & Gabriel Caldas Montes, 2014. "Comunicação Do Banco Central,Expectativas De Inflação E Profecia Auto-Realizável: Evidências Para Obrasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 046, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    40. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    41. Moessner, Richhild & Allen, William A., 2013. "Central bank swap line effectiveness during the euro area sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 167-178.
    42. Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
    43. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2013. "Transmission de la volatilité et central banking : quelles réactions durant la crise des subprimes ?," LEO Working Papers / DR LEO 1694, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    44. Littke, Helge C. N. & Eichler, Stefan & Tonzer, Lena, 2016. "Central Bank Transparency and Cross-Border Banking," VfS Annual Conference 2016 (Augsburg): Demographic Change 145598, Verein für Socialpolitik / German Economic Association.
    45. Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2014. "Does central bank transparency affect stock market volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 362-377.
    46. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020. "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers 20134, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

  9. Franziska Bignasca & Enzo Rossi, 2007. "Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates," Working Papers 2007-10, Swiss National Bank.

    Cited by:

    1. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    2. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
    3. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
    4. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Papers 115, National Institute of Economic Research.

Articles

  1. Thomas Lustenberger & Enzo Rossi, 2022. "The Social Value of Information: A Test of a Beauty and Nonbeauty Contest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2125-2148, October.
    See citations under working paper version above.
  2. Baumann Philipp F. M. & Schomaker Michael & Rossi Enzo, 2021. "Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 109-146, January.
    See citations under working paper version above.
  3. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).
    See citations under working paper version above.
  4. Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
    See citations under working paper version above.
  5. Thomas J. Jordan & Michel Peytrignet & Enzo Rossi, 2010. "Ten Years' Experience with the Swiss National Bank's Monetary Policy Strategy," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 9-90, March.

    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. Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.
    3. Gebhard Kirchgässner & Jürgen Wolters, 2010. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 221-253, March.
    4. Nitschka Thomas & Markov Nikolay, 2016. "Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland," German Economic Review, De Gruyter, vol. 17(4), pages 478-490, December.
    5. Marc P. Giannoni & Attilio Zanetti, 2010. "Discussion: Unemployment and Monetary Policy in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 209-220, March.
    6. Nikolay Markov & Thomas Nitschka, 2013. "Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012," Working Papers 2013-08, Swiss National Bank.

  6. Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
    See citations under working paper version above.

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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 11 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-MON: Monetary Economics (7) 2017-10-15 2018-02-19 2020-03-16 2020-07-13 2020-09-14 2020-09-28 2021-08-23. Author is listed
  2. NEP-CBA: Central Banking (6) 2017-10-15 2018-02-19 2020-03-16 2020-09-14 2020-09-28 2021-08-23. Author is listed
  3. NEP-FOR: Forecasting (2) 2017-10-15 2018-02-19
  4. NEP-URE: Urban & Real Estate Economics (2) 2013-04-13 2022-01-03
  5. NEP-BIG: Big Data (1) 2020-03-16
  6. NEP-CMP: Computational Economics (1) 2020-03-16
  7. NEP-DEM: Demographic Economics (1) 2022-07-18
  8. NEP-ECM: Econometrics (1) 2020-03-16
  9. NEP-ENE: Energy Economics (1) 2020-07-13
  10. NEP-GER: German Papers (1) 2016-07-16
  11. NEP-IFN: International Finance (1) 2020-09-28
  12. NEP-ISF: Islamic Finance (1) 2021-08-23
  13. NEP-LAW: Law & Economics (1) 2022-01-03
  14. NEP-OPM: Open Economy Macroeconomics (1) 2020-09-28
  15. NEP-ORE: Operations Research (1) 2021-08-23

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