Volha Audzei
Personal Details
First Name: | Volha |
Middle Name: | |
Last Name: | Audzei |
Suffix: | |
RePEc Short-ID: | pau72 |
[This author has chosen not to make the email address public] | |
https://audzei.eu | |
Affiliation
Česká Národní Banka
Praha, Czech Republichttp://www.cnb.cz/
RePEc:edi:cnbgvcz (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Volha Audzei & Ivan Sutoris, 2024. "A Heterogeneous Agent Model of Energy Consumption and Energy Conservation," Working Papers 2024/4, Czech National Bank.
- Volha Audzei, 2021.
"Learning and Cross-Country Correlations in a Multi-Country DSGE Model,"
Working Papers
2021/7, Czech National Bank.
- Audzei, Volha, 2023. "Learning and cross-country correlations in a multi-country DSGE model," Economic Modelling, Elsevier, vol. 120(C).
- Volha Audzei & Jan Bruha, 2020.
"A Model of the Euro Area, China and the United States: Trade Links and Trade Wars,"
Working Papers
2020/6, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022. "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, vol. 111(C).
- Volha Audzei & Sergey Slobodyan, 2018.
"Sparse Restricted Perception Equilibrium,"
Working Papers
2018/8, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022. "Sparse restricted perceptions equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei, 2016.
"Confidence Cycles and Liquidity Hoarding,"
Working Papers
2016/07, Czech National Bank.
- Volha Audzei, 2022. "Confidence Cycles and Liquidity Hoarding," International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 281-320, September.
- Volha Audzei & Frantisek Brazdik, 2015. "Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries," Working Papers 2015/07, Czech National Bank.
- Volha Audzei, 2012. "Efficiency of Central Bank Policy During the Crisis : Role of Expectations in Reinforcing Hoarding Behavior," CERGE-EI Working Papers wp477, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2015. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
Articles
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
- Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022.
"A model of the Euro area, China, and the United States: Trade links and trade wars,"
Economic Modelling, Elsevier, vol. 111(C).
- Volha Audzei & Jan Bruha, 2020. "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers 2020/6, Czech National Bank.
- Volha Audzei, 2022.
"Confidence Cycles and Liquidity Hoarding,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 281-320, September.
- Volha Audzei, 2016. "Confidence Cycles and Liquidity Hoarding," Working Papers 2016/07, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Audzei, Volha & Brázdik, František, 2018. "Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries," Economic Systems, Elsevier, vol. 42(4), pages 584-596.
- Volha Audzei & Frantisek Brazdik, 2015.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
- Volha Audzei & Frantisek Brazdik, 2012. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers 2012/09, Czech National Bank.
Books
RePEc:cnb:ocpubv:rb14/2 is not listed on IDEAS
RePEc:cnb:ocpubv:rb15/1 is not listed on IDEAS
RePEc:cnb:ocpubv:rb16/2 is not listed on IDEAS
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:- Volha Audzei, 2016.
"Confidence Cycles and Liquidity Hoarding,"
Working Papers
2016/07, Czech National Bank.
- Volha Audzei, 2022. "Confidence Cycles and Liquidity Hoarding," International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 281-320, September.
Mentioned in:
- Confidence Cycles and Liquidity Hoarding
by Christian Zimmermann in NEP-DGE blog on 2016-11-16 21:00:22
Working papers
- Volha Audzei, 2021.
"Learning and Cross-Country Correlations in a Multi-Country DSGE Model,"
Working Papers
2021/7, Czech National Bank.
- Audzei, Volha, 2023. "Learning and cross-country correlations in a multi-country DSGE model," Economic Modelling, Elsevier, vol. 120(C).
Cited by:
- Volha Audzei & Jan Bruha, 2020.
"A Model of the Euro Area, China and the United States: Trade Links and Trade Wars,"
Working Papers
2020/6, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022. "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, vol. 111(C).
- Volha Audzei & Jan Bruha, 2020.
"A Model of the Euro Area, China and the United States: Trade Links and Trade Wars,"
Working Papers
2020/6, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022. "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, vol. 111(C).
Cited by:
- Chen, Fang-Yueh, 2023. "Trade warfare and sanctions in vertically related markets," Economic Modelling, Elsevier, vol. 121(C).
- Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2023. "The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates," Economic Modelling, Elsevier, vol. 127(C).
- Wei, Hao & Tu, Yue & Zhou, Peng, 2023. "Technical barriers to trade and export performance: Comparing exiting and staying firms," Economic Modelling, Elsevier, vol. 126(C).
- Volha Audzei & Sergey Slobodyan, 2018.
"Sparse Restricted Perception Equilibrium,"
Working Papers
2018/8, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022. "Sparse restricted perceptions equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
Cited by:
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023.
"Coherence without Rationality at the ZLB,"
Working Papers
784, DNB.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023. "Coherence without Rationality at the ZLB," DEM Working Papers Series 212, University of Pavia, Department of Economics and Management.
- Volha Audzei & Sergey Slobodyan, 2018.
"Sparse Restricted Perception Equilibrium,"
Working Papers
2018/8, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022. "Sparse restricted perceptions equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023.
"Behavioral learning equilibria in New Keynesian models,"
Quantitative Economics, Econometric Society, vol. 14(4), pages 1401-1445, November.
- Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2022. "Behavioral Learning Equilibria in New Keynesian Models," Staff Working Papers 22-42, Bank of Canada.
- Volha Audzei & Frantisek Brazdik, 2015.
"Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries,"
Working Papers
2015/07, Czech National Bank.
Cited by:
- Hsing Yu, 2017. "Is Real Depreciation or More Government Deficit Expansionary? The Case of Slovenia," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 50-56, April.
- Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
- Volha Audzei, 2012.
"Efficiency of Central Bank Policy During the Crisis : Role of Expectations in Reinforcing Hoarding Behavior,"
CERGE-EI Working Papers
wp477, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
Cited by:
- Volha Audzei, 2016.
"Confidence Cycles and Liquidity Hoarding,"
Working Papers
2016/07, Czech National Bank.
- Volha Audzei, 2022. "Confidence Cycles and Liquidity Hoarding," International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 281-320, September.
- Volha Audzei, 2016.
"Confidence Cycles and Liquidity Hoarding,"
Working Papers
2016/07, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2012.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Working Papers
2012/09, Czech National Bank.
- Volha Audzei & Frantisek Brazdik, 2015. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
Cited by:
- Vesna Martin, 2018. "The Exchange Rate Commitment As Additional Instrument Of Monetary Policy In Czech Republic, Switzerland And Israel," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 31, pages 41-57, December.
- Lubos Komarek & Michal Skorepa, 2013.
"Sources of Asymmetric Shocks: The Exchange Rate or Other Culprits?,"
Working Papers
2013/12, Czech National Bank.
- Skorepa, Michal & Komarek, Lubos, 2015. "Sources of asymmetric shocks: The exchange rate or other culprits?," Economic Systems, Elsevier, vol. 39(4), pages 654-674.
- Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020. "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 369-412, December.
Articles
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
See citations under working paper version above.
- Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022.
"A model of the Euro area, China, and the United States: Trade links and trade wars,"
Economic Modelling, Elsevier, vol. 111(C).
See citations under working paper version above.
- Volha Audzei & Jan Bruha, 2020. "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers 2020/6, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
See citations under working paper version above.
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Audzei, Volha & Brázdik, František, 2018.
"Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries,"
Economic Systems, Elsevier, vol. 42(4), pages 584-596.
Cited by:
- Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020.
"The third round of euro area enlargement: Are the candidates ready?,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
- Milan Deskar-Škrbić & Karlo Kotarac & Davor Kunovac, 2019. "The Third Round of the Euro Area Enlargement: Are the Candidates Ready?," Working Papers 57, The Croatian National Bank, Croatia.
- Ramona Tiganasu & Gabriela Carmen Pascariu & Dan Lupu, 2022. "Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 667-698, September.
- Jan Bruha & Jaromir Tonner, 2018. "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers 2018/19, Czech National Bank.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2021.
"Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications,"
MPRA Paper
107133, University Library of Munich, Germany.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2024. "Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 894-908.
- Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020. "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 369-412, December.
- Ilir Miteza & Altin Tanku & Ilir Vika, 2023. "Is the floating exchange rate a shock absorber in Albania? Evidence from SVAR models," Economic Change and Restructuring, Springer, vol. 56(2), pages 1297-1326, April.
- Ozcelebi, Oguzhan, 2019. "Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 498-513.
- Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020.
"The third round of euro area enlargement: Are the candidates ready?,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
- Volha Audzei & Frantisek Brazdik, 2015.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
See citations under working paper version above.
- Volha Audzei & Frantisek Brazdik, 2012. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers 2012/09, Czech National Bank.
Books
-
Sorry, no citations of books recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 7 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.- NEP-MAC: Macroeconomics (6) 2013-05-19 2015-11-21 2016-11-13 2018-12-03 2021-01-04 2022-01-24. Author is listed
- NEP-DGE: Dynamic General Equilibrium (5) 2013-05-19 2016-11-13 2021-01-04 2022-01-24 2024-10-28. Author is listed
- NEP-EEC: European Economics (3) 2015-11-21 2021-01-04 2022-01-24
- NEP-MON: Monetary Economics (3) 2013-05-19 2015-11-21 2016-11-13
- NEP-OPM: Open Economy Macroeconomics (3) 2015-11-21 2021-01-04 2022-01-24
- NEP-CBA: Central Banking (2) 2013-05-19 2018-12-03
- NEP-BAN: Banking (1) 2016-11-13
- NEP-INT: International Trade (1) 2021-01-04
- NEP-LAB: Labour Economics (1) 2024-10-28
- NEP-ORE: Operations Research (1) 2021-01-04
- NEP-TRA: Transition Economics (1) 2015-11-21
Corrections
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