Central Bank Research Hub - Series: Swiss National Bank Working Papers 2016

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

A Portfolio Model of Quantitative Easing

Paper: 2016-19, 23.12.2016

JEL: E43, E50, E52, E58, G11

Securitisation, loan growth and bank funding: the Swiss experience since 1932

Paper: 2016-18, 23.12.2016

JEL: E43, E44, E51, G12, G21, G23, N24

Price change dispersion and time-varying pass-through to consumer prices

Paper: 2016-17, 23.12.2016

JEL: E30, E31, F31

Changing dynamics at the zero lower bound

Paper: 2016-16, 30.11.2016

JEL: C3, E3

Macroeconomic surprises, market environment and safe-haven currencies

Paper: 2016-15, 23.11.2016

JEL: F31, G12, G14

Sticky consumption and wealth effects in Switzerland

Paper: 2016-14, 04.11.2016

JEL: C22, D12, E21, E44

The Liquidity Coverage Ratio and Security Prices

Paper: 2016-11, 13.09.2016

JEL: E50, G10, G18, G21, G28

Networks and lending conditions: Empirical evidence from the Swiss franc money markets

Paper: 2016-12, 13.09.2016

JEL: E42, E43, E58, G01, G12, G21, L14

Credit cycles and real activity - the Swiss case

Paper: 2016-13, 13.09.2016

JEL: C11, C32, E30, E44, E51, E52

Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions

Paper: 2016-10, 30.08.2016

JEL: E44, E58, G12

Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices

Paper: 2016-09, 16.08.2016

JEL: E52, E58, E65, F31, F42, G12

Capital Flows and the Swiss Franc

Paper: 2016-08, 20.06.2016

JEL: F21, F31, F32

On the roles of different foreign currencies in European bank lending

Paper: 2016-07, 18.05.2016

JEL: F32, F34, F36

Price expectations and the US housing boom

Paper: 2016-06, 14.04.2016

JEL: E3, E4, R3

The banking sector and the Swiss financial account during the financial and European debt crises

Paper: 2016-05, 14.04.2016

JEL: E51, F21, F32, F36, F65, G15, G21

Forecasting with Large Unbalanced Datasets: The Mixed Frequency Three-Pass Regression Filter

Paper: 2016-04, 23.03.2016

JEL: C32, C53, E37

How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland

Paper: 2016-03, 23.03.2016

JEL: D12, E21, E44

Foreign PMIs: A reliable indicator for exports?

Paper: 2016-01, 22.03.2016

JEL: C53, F14, F17

Exchange Rate Predictability and State-of-the-Art Models

Paper: 2016-02, 22.03.2016

JEL: C53, F31, F37

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004