Martin Kuncl

Personal Details

First Name:	Martin
Middle Name:
Last Name:	Kuncl
Suffix:
RePEc Short-ID:	pku528
	[This author has chosen not to make the email address public]
	http://www.martin-kuncl.info/

Affiliation

(1%) Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic
http://www.cerge-ei.cz/
RePEc:edi:eiacacz (more details at EDIRC)

(99%) Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:

1. Martin Kuncl & Alexander Ueberfeldt, 2021. "Monetary Policy and the Persistent Aggregate Effects of Wealth Redistribution," Staff Working Papers 21-38, Bank of Canada.

   Mentioned in:

   1. Monetary Policy and the Persistent Aggregate Effects of Wealth Redistribution
      by Christian Zimmermann in NEP-DGE blog on 2021-09-03 17:39:16

Working papers

1. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.

   Cited by:

   1. Vivian Chu & Yang Zhang, 2022. "Harnessing the benefit of state-contingent forward guidance," Staff Analytical Notes 2022-13, Bank of Canada.
   2. Paul Beaudry & Thomas J. Carter & Amartya Lahiri, 2022. "Looking Through Supply Shocks versus Controlling Inflation Expectations: Understanding the Central Bank Dilemma," Staff Working Papers 22-41, Bank of Canada.
   3. Marc-André Gosselin & Temel Taskin, 2023. "What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?," Discussion Papers 2023-13, Bank of Canada.
   4. Julien Champagne & Christopher Hajzler & Dmitry Matveev & Harlee Melinchuk & Antoine Poulin-Moore & Kemal Ozhan & Youngmin Park & Temel Taskin, 2023. "Potential output and the neutral rate in Canada: 2023 assessment," Staff Analytical Notes 2023-6, Bank of Canada.

2. Ahnert, Toni & Kuncl, Martin, 2022. "Government Loan Guarantees, Market Liquidity, and Lending Standards," CEPR Discussion Papers 14458, C.E.P.R. Discussion Papers.
   • Ahnert, Toni & Kuncl, Martin, 2022. "Government loan guarantees, market liquidity, and lending standards," Working Paper Series 2710, European Central Bank.

   Cited by:

   1. Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2023. "Loan guarantees, bank underwriting policies and financial stability," Journal of Financial Economics, Elsevier, vol. 149(2), pages 260-295.
   2. Ahnert, Toni & Kuncl, Martin, 2022. "Government loan guarantees, market liquidity, and lending standards," Working Paper Series 2710, European Central Bank.
      • Ahnert, Toni & Kuncl, Martin, 2022. "Government Loan Guarantees, Market Liquidity, and Lending Standards," CEPR Discussion Papers 14458, C.E.P.R. Discussion Papers.
   3. Timmer, Yannick & Pierri, Niccola, 2021. "The importance of technology in banking during a crisis," ESRB Working Paper Series 117, European Systemic Risk Board.
      • Pierri, Nicola & Timmer, Yannick, 2022. "The importance of technology in banking during a crisis," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 88-104.
      • Nicola Pierri & Yannick Timmer, 2022. "The Importance of Technology in Banking during a Crisis," Finance and Economics Discussion Series 2022-020, Board of Governors of the Federal Reserve System (U.S.).

3. Martin Kuncl & Austin McWhirter & Alexander Ueberfeldt, 2021. "The uneven economic consequences of COVID 19: A structural analysis," Staff Analytical Notes 2021-17, Bank of Canada.

   Cited by:

   1. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.

4. Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes 2021-6, Bank of Canada.

   Cited by:

   1. Thomas J. Carter & Xin Scott Chen & Ali Jaffery & Christopher Hajzler & Jonathan Lachaine & Peter Shannon & Subrata Sarker & Graeme Westwood & Beiling Yan, 2021. "Assessing global potential output growth and the US neutral rate: April 2021," Staff Analytical Notes 2021-5, Bank of Canada.
   2. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.
   3. Edouard Djeutem & Mario He & Abeer Reza & Yang Zhang, 2022. "Household Heterogeneity and the Performance of Monetary Policy Frameworks," Staff Working Papers 22-12, Bank of Canada.
   4. Christian Friedrich & Peter Selcuk, 2022. "The Impact of Globalization and Digitalization on the Phillips Curve," Staff Working Papers 22-7, Bank of Canada.
   5. Wagner, Joel & Schlanger, Tudor & Zhang, Yang, 2023. "A horse race of alternative monetary policy regimes under bounded rationality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).

5. Martin Kuncl & Alexander Ueberfeldt, 2021. "Monetary Policy and the Persistent Aggregate Effects of Wealth Redistribution," Staff Working Papers 21-38, Bank of Canada.

   Cited by:

   1. Martin Kuncl & Austin McWhirter & Alexander Ueberfeldt, 2021. "The uneven economic consequences of COVID 19: A structural analysis," Staff Analytical Notes 2021-17, Bank of Canada.
   2. Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.

6. Toni Ahnert & Martin Kuncl, 2019. "Loan Insurance, Market Liquidity, and Lending Standards," Staff Working Papers 19-47, Bank of Canada.
   • Ahnert, Toni & Kuncl, Martin, 2020. "Loan insurance, market liquidity, and lending standards," LSE Research Online Documents on Economics 118918, London School of Economics and Political Science, LSE Library.

   Cited by:

   1. Timmer, Yannick & Pierri, Niccola, 2021. "The importance of technology in banking during a crisis," ESRB Working Paper Series 117, European Systemic Risk Board.
      • Pierri, Nicola & Timmer, Yannick, 2022. "The importance of technology in banking during a crisis," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 88-104.
      • Nicola Pierri & Yannick Timmer, 2022. "The Importance of Technology in Banking during a Crisis," Finance and Economics Discussion Series 2022-020, Board of Governors of the Federal Reserve System (U.S.).

7. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.

   Cited by:

   1. Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.
      • Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.

8. Martin Kuncl, 2016. "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes 16-12, Bank of Canada.

   Cited by:

   1. Scott A. Brave & Jose A. Lopez & Jeremy Kronick, 2020. "Calibrating Macroprudential Policies for the Canadian Mortgage Market," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 570, April.
   2. H. Evren Damar & Miguel Molico, 2016. "On the Nexus of Monetary Policy and Financial Stability: Effectiveness of Macroprudential Tools in Building Resilience and Mitigating Financial Imbalances," Discussion Papers 16-11, Bank of Canada.
   3. Péter Fáykiss, Márton Nagy and Anikó Szombati, 2017. "Regionally-differentiated debt cap rules: a Hungarian perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 153-178, Bank for International Settlements.
   4. Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019. "Housing markets and macroeconomic risks," OECD Economics Department Working Papers 1555, OECD Publishing.
   5. Jeremy Kronick, 2017. "Spendthrifts and Savers: Are Canadians Acting Like they are “House Poor” or “House Rich”?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 482, June.
   6. Mr. Adrian Alter & Elizabeth M. Mahoney, 2020. "Household Debt and House Prices-at-risk: A Tale of Two Countries," IMF Working Papers 2020/042, International Monetary Fund.
   7. Péter Fáykiss & Alexandr Palicz & János Szakács & Márton Zsigó, 2018. "Experiences of Debt Cap Regulations in Hungarian Retail Lending," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(1), pages 34-61.

9. Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.
   • Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.
   • Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

   Cited by:

   1. Gyoengyi Loranth & Anatoli Segura & Jing Zeng, 2022. "Voluntary support and ring-fencing in cross-border banks," Temi di discussione (Economic working papers) 1373, Bank of Italy, Economic Research and International Relations Area.
      • Lóránth, Gyöngyi & Zeng, Jing & Segura, Anatoli, 2022. "Voluntary Support and Ring-Fencing in Cross-border Banks," CEPR Discussion Papers 16893, C.E.P.R. Discussion Papers.
   2. van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
   3. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.
   4. Solomon Y. Deku & Alper Kara & Nodirbek Karimov, 2021. "Do investors value frequent issuers in securitization?," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1247-1282, November.
   5. Kostyantyn Anatolievich Malyshenko & Majid Mohammad Shafiee & Vadim Anatolievich Malyshenko & Marina Viktorovna Anashkina, 2023. "Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets," Papers 2307.04140, arXiv.org.
   6. Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
   7. Loranth, Gyongyi & Segura, Anatoli & Zeng, Jing, 2022. "Voluntary Support and Ring-Fencing in Cross-border Banks," Working Paper Series 2688, European Central Bank.
   8. Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
      • Anna Grodecka-Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1600-1654, November.
      • Anna Grodecka‐Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
      • Grodecka, Anna, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers 07/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
   9. Lim, Jesslyn & Do, Viet & Vu, Tram, 2020. "Co-opted directors, covenant intensity, and covenant violations," Journal of Corporate Finance, Elsevier, vol. 64(C).
   10. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
   11. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.

Articles

1. Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.
   • Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
   • Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-MAC: Macroeconomics (8) 2014-04-29 2015-02-28 2016-11-06 2021-05-03 2021-05-03 2021-08-09 2021-08-09 2022-05-09. Author is listed
2. NEP-BAN: Banking (6) 2014-04-29 2015-02-28 2019-12-23 2020-07-13 2022-09-12 2023-03-13. Author is listed
3. NEP-DGE: Dynamic General Equilibrium (5) 2014-04-29 2015-02-28 2021-08-09 2021-08-09 2023-03-13. Author is listed
4. NEP-CBA: Central Banking (3) 2019-12-23 2021-08-09 2023-03-13
5. NEP-IAS: Insurance Economics (3) 2019-11-04 2019-12-23 2020-07-13
6. NEP-MON: Monetary Economics (2) 2021-08-09 2023-03-13
7. NEP-AGE: Economics of Ageing (1) 2023-03-13
8. NEP-CTA: Contract Theory and Applications (1) 2014-04-29
9. NEP-EFF: Efficiency and Productivity (1) 2022-05-09
10. NEP-FDG: Financial Development and Growth (1) 2023-03-13
11. NEP-ISF: Islamic Finance (1) 2021-08-09
12. NEP-OPM: Open Economy Macroeconomics (1) 2023-03-13
13. NEP-ORE: Operations Research (1) 2014-04-29
14. NEP-RMG: Risk Management (1) 2019-12-23

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