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Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das neue magische Viereck in der Schweiz
Hartwig, Jochen - 2004
Macroeconometric policy simulation models allow for an analysis, and, above all, for a quantification of the effects …
Persistent link: https://www.econbiz.de/10010285870
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Discretionary Fiscal Policy : The Case of Switzerland
Frick, Andres - 2010
the fiscal policy measures taken in Switzerland. Then we use simulations with the KOF macroeconomic model to assess the … effects on the Swiss economy of a) the Swiss measures on the one hand and b) the fiscal stimulus package taken by Switzerland … stimulus packages in Switzerland and abroad, we re-run the KOF macroeconometric model counterfactually, modifying the variables …
Persistent link: https://www.econbiz.de/10013147753
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Discretionary fiscal policy: The case of Switzerland
Frick, Andres; Graff, Michael; Hartwig, Jochen; … - 2010
the fiscal policy measures taken in Switzerland. Then we use simulations with the KOF macroeconomic model to assess the … effects on the Swiss economy of a) the Swiss measures on the one hand and b) the fiscal stimulus packages taken by Switzerland … stimulus packages in Switzerland and abroad, we re-run the KOF macroeconometric model counterfactually, modifying the variables …
Persistent link: https://www.econbiz.de/10010277785
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The impact of international swap lines on stock returns of banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015
This paper investigates the impact of international swap lines on stock returns using data from banks in emerging markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central and Eastern Europe. It then highlights the importance of...
Persistent link: https://www.econbiz.de/10011298483
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The impact of international swap lines on stock returns of banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015
This paper investigates the impact of international swap lines on stock returns using data from banks in emerging markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central and Eastern Europe. It then highlights the importance of...
Persistent link: https://www.econbiz.de/10011440076
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Sequential information flow and real-time diagnosis of Swiss inflation : intra-monthly DCF estimates for a low-inflation environment
Amstad, Marlene; Fischer, Andreas M. - 2004
The timely release of macroeconomic data imposes a distinct structure on the panel: the clustering and sequential ordering of real and nominal variables. We call this orderly release of economic data sequential information flow. The ordered panel generates a new class of restrictions that are...
Persistent link: https://www.econbiz.de/10011397588
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Fluctuations in the Swiss franc : what has changed since the euro's introduction?
Fischer, Andreas M. - 2002
The monetary implications arising from EMU for Swiss monetary policy show up primarily in the exchange rate. Until now, fluctuations in the Swiss franc against the euro have been surprisingly moderate. The Swiss franc has thus tracked the euro's decline against the US dollar without experiencing...
Persistent link: https://www.econbiz.de/10011397826
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Exchange rate floor and central bank balance sheets : simple spillover tests of the Swiss franc
Alvero, Adrien; Fischer, Andreas M. - 2016
This paper examines spillover and spillback effects of unconventional monetary policies conducted by the European Central Bank (ECB) and Swiss National Bank (SNB) on the exchange rate's distribution. The empirical setup examines the price response of EURCHF risk reversal to a change in ECB and...
Persistent link: https://www.econbiz.de/10011538673
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Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael; Fischer, Andreas M.; Dittmar, Robert F. - 2002
In this article, we demonstrate that a small degree of stochastic variation in the depreciation rate of capital can greatly reduce the comovement between hours worked and labor productivity in a neoclassical growth model. The depreciation rate is modeled as a Markov process to place a strict...
Persistent link: https://www.econbiz.de/10011397846
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Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971164