Assenmacher-Wesche, Katrin
Biography
Division
Current position
Fields of interest
Monetary Policy
Head of Division
Monetary Policy Strategy Macroeconomics and Monetary Economics Katrin.Assenmacher@ecb.europa.euOther current responsibilities
Education
Professional experience
Teaching experience
ECB publications
ECB Working Paper Series
External publications
Journal publications
2017
Real Exchange Rate Persistence and the Excess Return Puzzle: The Case of Switzerland versus the US
Journal of Applied Econometrics, Vol. 32(10), pp. 1145-1155
2010
Monetary Policy and Financial Imbalances: Facts and Fiction
Economic Policy, Vol. 25, pp. 437-482
Forecasting Macro Variables with a Qual VAR Business Cycle Turning Point Index
Applied Economics, Vol.42(23), pp. 2909-2920
2008
Interpreting Euro Area Inflation at Low and High Frequencies
European Economic Review, Vol. 52(6), pp. 964-986
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows
National Institute Economic Review
Monetary Factors and Inflation in Japan
Journal of the Japanese and International Economies, Vol. 22(3), pp. 343-363
Money Growth, Ouptu Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland
Journal of Economic Dynamics and Control, Vol. 32(2), pp. 411.435
Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
Swiss Journal of Economics and Statitsics, Vol. 144 (II), pp. 197-246
2007
Money at Low Frequencies
Journal of the European Economic Associaition, Vol. 5 (2.3), pp. 534-542
2006
Estimating Central Banks' Preferences from a Time-Varying Empirical Reaction Function
European Economic Review, Vol. 50(8), pp. 1951-1974
2003
European Business Cycles: New Indices and Their Synchronicity
Economic Inquiry, Vol. 41(1), pp. 116-131
1997
The Stability of European Money Demand: An Investigation of M3
Open Economies Review, Vol. 8(4), pp. 371-391
Other publications
2017
Bridging the gap between structural VAR and DSGE models
Gürkaynak, R. and Tille, C. (eds), DSGE Models in the Conduct of Policy: Use as Intended, VoxEU.org eBook, pp. 23-20
The Use of Large Denomination Banknotes in Switzerland
Deutsche Bundesbank (ed.), War on Cash: Is there a Future for Cash?, International Cash Conference 2017, pp. 148-199
2013
Forecasting the Swiss Economy with a Small GVAR Model
Di Mauro, F. and Pesaran, M.H. (eds.), The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, Oxford: Oxford University Press, pp. 244-254
Monetary Policy Since the Financial Crisis: Why Interest Rates Need to Be Low
Oesterreichische Nationalbank (ed.), 41st Economics Conference 2013: A Changing Role for Central Banks, pp. 156-164
2008
Can Monetary Policy Really Be Used to Stabilize Asset Prices?
Felton, A. and Reinhart, C.M. (eds.), The First Global Financial Crisis of the 21st Century, Center for Economic Policy Research, London, pp. 163-166
2007
Determinanten der Geldnachfrage in der Euro-Zone
Michler, A. and Thieme, H.J. (eds), Systeme monetärer Steuerung: Analyse und Vergleich geldpolitischer Strategien, Schriften zu Ordnungsfragen der Wirtschaft, Lucius, Stuttgart, pp. 60-81
Understanding the Link between Money Growth and Inflation in the Euro Area
Cobham, D. (ed.), The Travails of the Eurozone, Macmillan-Palgrave, London, 2007, 10-39
1998
Die Geldnachfrage in Europa: Aggregationsprobleme und Empirie
Physica-Verlag, Heidelberg, Wirtschaftswissenschaftliche Beiträge, Bd. 154