Elio Bolliger

Elio Bolliger

Head of Federal Finances Analysis and Forecasting Team in Financial Statistics

Swiss Federal Department of Finance

Welcome

I am an Economist at the Swiss Federal Department of Finance in Financial Statistics. My research interests focus on information frictions, expectation formations and macroprudential regulation.

I finished my PhD at the University of Lausanne, HEC, in September 2023. During my PhD, I was a scientific collaborator at the CREA Swiss Institute of Applied Economics. Finished projects include quarterly forecasting of industry exports and the development of a News Sentiment Index with a novel database in Switzerland.

Before starting my PhD, I was an intern at the Financial Stability Division of the Swiss National Bank where I returned to for a research collaboration as part of my PhD.

From November 2022 to April 2023, I joined the Macro Financial Division at the Central Bank of Ireland for a research internship.

Please find my CV here

Disclaimer: The views expressed in all work on this website are those of the authors and are not necessarily reflective of views at any institution I am or previously was affiliated with.

Interests
  • International Macroeconomics
  • Monetary Policy
  • Financial Stability
Education

  • PhD in Economics, 2018-2023

    University of Lausanne

  • Master of Science in Economics, 2016-2018

    University of Lausanne

  • Bachelor of Science in Economics, 2012-2015

    University of Bern

News

ifo 2024
Upcoming conference presentation of the paper “Do Local Forecasters Have Better Information?” at the 14th ifo Conference on Macro, Money and International Finance
Last updated on Nov 19, 2024 1 min read
Credit Suisse Twitter Sentiment
In a short project, I conducted a sentiment analysis on tweets on Twitter about Credit Suisse and document how it evolved over the last few months.
Last updated on Mar 24, 2023 1 min read
JME 2022
Upcoming Poster Session presenting my single author paper “Inflation Expectations and News Media: Regional Differences in Switzerland” at the Gerzensee Conference with the Journal of Monetary Economics
Last updated on Oct 26, 2022 1 min read

Projects

Scrap Policy Announcements of the Swiss National Bank

Scrap Policy Announcements of the Swiss National Bank

This short script downloads all the policy announcements of the Swiss National Bank in French, German and English. These PDF documents can be used for text analysis.

Credit Suisse Twitter Sentiment

Credit Suisse Twitter Sentiment

Credit Suisse Twitter Sentiment Analysis

Local Level Model

Local Level Model

We discuss the local level model. First, we use simulated time series to apply the Kalman Filter. Then, we discuss the properties of the Maximum Likelihood Estimator (MLE) in a small Monte Carlo simulation exercise in estimating the signa-to-noise ratio. Within this framework, we will also analyze the pile-up problem of the MLE results.

Forecasting Swiss Exports

Forecasting Swiss Exports

In this project, I had to develop a model to forecast exports of a Swiss industry. The project included also the presentation of the results, followed by frequent quarterly forecasting and constant assessment of the model.

Text Analysis in R

Text Analysis in R

As an assignment for a Winter School, I used various tools in text analysis to forecast a binary and continous outcome variable. I applied different DTM representations and employed various machine learning methods for forecasting.

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