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Underlying Inflation Gauge for Switzerland – joint work with Swiss National Bank (SNB)

  • indicator for in-/deflationary trends in Switzerland
  • developed at Swiss National Bank
  • outperforms traditional core measures over different samples

References

  • Are Weekly Inflation Forecasts Informative?,

    Oxford Bulletin of Economics and Statistics, 2009, Vol.71, Issue 2(04), with Andreas Fischer.

  • Do macroeconomic announcements move inflation forecasts?,

    Federal Reserve of St. Louis Review, 2009, II 91(5 Part 2), 507-518, with Andreas Fischer.

  • Monthly Pass-Through Ratios,

    2009, Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Paper No. 26, with Andreas Fischer.

  • Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data,

    2005, FRBNY Staff Report No. 228, with Andreas Fischer.

  • Shock Identification of Macroeconomic Forecasts Based on Daily Panels,

    2005, FRBNY Staff Report No. 206, with Andreas Fischer.

  • Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment,

    2004, CEPR-Discussion Paper 4627, with Andreas Fischer.