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Lenno Uusküla
(Lenno Uuskula)

Personal Details

First Name:Lenno
Middle Name:
Last Name:Uuskula
Suffix:
RePEc Short-ID:puu2
[This author has chosen not to make the email address public]
http://sites.google.com/site/lennouuskyla/
Terminal Degree:2011 Department of Economics; European University Institute (from RePEc Genealogy)

Affiliation

(90%) Luminor Group

https://luminor.ee/
Tallinn, Estonia

(10%) Majandusteaduskond
Tartu Ülikool

Tartu, Estonia
http://www.mtk.ut.ee/
RePEc:edi:febutee (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gerda Kirpson & Martti Randveer & Nicolas Reigl & Karsten Staehr & Lenno Uuskula, 2022. "Macroeconomic news and sovereign interest rate spreads before and during Quantitative Easing," Bank of Estonia Working Papers wp2022-6, Bank of Estonia, revised 29 Jun 2022.
  2. Diana Gabrielyan & Lenno Uusküla, 2022. "Inflation Expectations And Consumption With Machine Learning," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 142, Faculty of Economics and Business Administration, University of Tartu (Estonia).
  3. Abraham Assefa & Darya Lapitskaya & Lenno Uusküla, 2022. "Productivity And Firm Dynamics Over The Business Cycle Pandemic," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 141, Faculty of Economics and Business Administration, University of Tartu (Estonia).
  4. Nicolas Reigl & Lenno Uuskula, 2019. "Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers," Bank of Estonia Working Papers wp2018-07, Bank of Estonia, revised 23 Jan 2019.
  5. Karsten Staehr & Lenno Uuskula, 2017. "Forecasting models for non-performing loans in the EU countries," Bank of Estonia Working Papers wp2017-10, Bank of Estonia, revised 09 Nov 2017.
  6. Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.
  7. Lenno Uuskula, 2016. "Monetary transmission mechanism with firm turnover," Bank of Estonia Working Papers wp2016-7, Bank of Estonia, revised 10 Oct 2016.
  8. Lenno Uuskula, 2015. "Firm turnover and inflation dynamics," Bank of Estonia Working Papers wp2015-01, Bank of Estonia, revised 03 Feb 2015.
  9. Gertrud Errit & Lenno Uuskula, 2013. "Euro Area monetary policy transmission in Estonia," Bank of Estonia Working Papers wp2013-7, Bank of Estonia, revised 09 Dec 2013.
  10. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013. "The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?," Working Paper Series 1532, European Central Bank.
  11. Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013. "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers wp2013-3, Bank of Estonia, revised 24 May 2013.
  12. Martti Randveer & Lenno Uuskula & Liina Kulu, 2012. "The impact of private debt on economic growth," Bank of Estonia Working Papers wp2011-10, Bank of Estonia, revised 05 Jan 2012.
  13. Ravn, Morten & Uribe, Martín & Schmitt-Grohé, Stephanie & Uusküla, Lenno, 2009. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," CEPR Discussion Papers 7128, C.E.P.R. Discussion Papers.
  14. Lenno Uuskula, 2008. "Limited participation or sticky prices? New evidence from firm entry and failures," Bank of Estonia Working Papers 2008-07, Bank of Estonia, revised 02 Dec 2008.
  15. Lenno Uuskula, 2008. "Liquidity and productivity shocks: A look at sectoral firm creation," Bank of Estonia Working Papers 2008-05, Bank of Estonia, revised 30 Oct 2008.
  16. Lenno Uuskula, 2007. "Firm entry and liquidity," Bank of Estonia Working Papers 2007-06, Bank of Estonia, revised 26 Aug 2007.
  17. Danny Pitzel & Lenno Uuskula, 2005. "The Effect of Financial Depth on Monetary Transmission," Bank of Estonia Working Papers 2005-10, Bank of Estonia, revised 10 Oct 2005.
  18. Marit Hinnosaar & Hannes Kaadu & Lenno Uuskula, 2005. "Estimating the equilibrium exchange rate of the Estonian kroon," Bank of Estonia Working Papers 2005-2, Bank of Estonia, revised 10 Oct 2005.
  19. Lenno Uuskula & Peeter Luikmel & Jana Kask, 2005. "Critical Levels of Debt?," Bank of Estonia Working Papers 2005-3, Bank of Estonia, revised 10 Oct 2005.
  20. Hannes Kaadu & Lenno Uuskula, 2004. "Liquidity Constrains and Ricardian Equivalence in Estonia," Bank of Estonia Working Papers 2004-7, Bank of Estonia, revised 10 Oct 2004.

Articles

  1. Gerda Kirpson & Martti Randveer & Nicolas Reigl & Karsten Staehr & Lenno Uusküla, 2024. "Macroeconomic news and sovereign interest rate spreads before and during quantitative easing," Applied Economics, Taylor & Francis Journals, vol. 56(56), pages 7487-7500, December.
  2. Nicolas Reigl & Lenno Uusküla, 2021. "Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(2), pages 161-179, February.
  3. Karsten Staehr & Lenno Uusküla, 2020. "Macroeconomic and macro-financial factors as leading indicators of non-performing loans," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 720-740, February.
  4. Jacob, Punnoose & Uusküla, Lenno, 2019. "Deep habits and exchange rate pass-through," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 67-89.
  5. Lenno Uusküla, 2016. "Explaining Private Debt," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 8(2), pages 153-176, December.
  6. Uusküla, Lenno, 2016. "Monetary transmission mechanism with firm turnover," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 1-18.
  7. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
  8. Gertrud Errit & Lenno Uusküla, 2014. "Euro area monetary policy transmission in Estonia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 55-77, December.
  9. Ravn, Morten O. & Schmitt-Grohe, Stephanie & Uribe, Martín & Uuskula, Lenno, 2010. "Deep habits and the dynamic effects of monetary policy shocks," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 236-258, June.
  10. Danny Pitzel & Lenno Uusküla, 2007. "The Effect of Financial Depth on Monetary Transmission," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 63-73, May.

Chapters

  1. Morten O. Ravn & Stephanie Schmitt-Grohė & Martín Uribe & Lenno Uusküla, 2010. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 236-258, National Bureau of Economic Research, Inc.
  2. Tairi Rõõm & Lenno Uusküla, 2009. "The Principles of Wage Formation in Estonian Companies," Chapters, in: David G. Mayes (ed.), Microfoundations of Economic Success, chapter 3, pages 77-130, Edward Elgar Publishing.
  3. Lenno Uusküla, 2009. "Liquidity and Productivity Shocks: a Look at Sectoral Firm Creation," Chapters, in: David G. Mayes (ed.), Microfoundations of Economic Success, chapter 5, pages 168-189, Edward Elgar Publishing.

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. Martti Randveer & Lenno Uuskula & Liina Kulu, 2012. "The impact of private debt on economic growth," Bank of Estonia Working Papers wp2011-10, Bank of Estonia, revised 05 Jan 2012.

    Mentioned in:

    1. "The impact of private debt on economic growth"
      by The Arthurian in The New Arthurian Economics on 2017-03-09 15:00:00

Working papers

  1. Karsten Staehr & Lenno Uuskula, 2017. "Forecasting models for non-performing loans in the EU countries," Bank of Estonia Working Papers wp2017-10, Bank of Estonia, revised 09 Nov 2017.

    Cited by:

    1. Kristina Kocisova & Martina Pastyriková, 2020. "Determinants of non-performing loans in European Union countries," Proceedings of Economics and Finance Conferences 10913085, International Institute of Social and Economic Sciences.
    2. Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
    3. Adriana Daniela CIUREL & Tiberiu STOICA, 2019. "Determining Impacts on Non-Performing Loan Ratio in Romania," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 20(2), pages 155-170, March.
    4. Burim Gashi, 2021. "Impact of Bank Specific and Macro Determinants on Non-performing Loans of Polish Banking Sector," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 129-147.

  2. Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.

    Cited by:

    1. Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.
    2. Choi, Yoonho & Choi, E. Kwan, 2018. "Unemployment and optimal exchange rate in an open economy," Economic Modelling, Elsevier, vol. 69(C), pages 82-90.
    3. Dudley Cooke, 2019. "Consumer Search, Incomplete Exchange Rate Pass‐Through, and Optimal Interest Rate Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 455-484, March.
    4. Aloui, Rym, 2024. "Habit formation and the government spending multiplier," Economic Modelling, Elsevier, vol. 132(C).
    5. David Alaminos & M. Belén Salas & Manuel Á. Fernández-Gámez, 2023. "Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-21, December.
    6. Hasan, Syed & Shakur, Shamim & Breunig, Robert, 2021. "Exchange rates and expenditure of households with foreign-born members: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 977-997.
    7. de Walque, Gregory & Lejeune, Thomas & Rannenberg, Ansgar & Wouters, Raf, 2023. "Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration," Journal of International Economics, Elsevier, vol. 140(C).
    8. Okano, Mitsuhiro, 2021. "Optimal monetary policy in a two-country new Keynesian model with deep consumption habits," MPRA Paper 110259, University Library of Munich, Germany.

  3. Lenno Uuskula, 2016. "Monetary transmission mechanism with firm turnover," Bank of Estonia Working Papers wp2016-7, Bank of Estonia, revised 10 Oct 2016.

    Cited by:

    1. Rosenberg, Signe, 2019. "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, vol. 46(C).
    2. Arawatari, Ryo & Hori, Takeo & Mino, Kazuo, 2018. "On the nonlinear relationship between inflation and growth: A theoretical exposition," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 79-93.

  4. Lenno Uuskula, 2015. "Firm turnover and inflation dynamics," Bank of Estonia Working Papers wp2015-01, Bank of Estonia, revised 03 Feb 2015.

    Cited by:

    1. Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017. "Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 695-710, September.

  5. Gertrud Errit & Lenno Uuskula, 2013. "Euro Area monetary policy transmission in Estonia," Bank of Estonia Working Papers wp2013-7, Bank of Estonia, revised 09 Dec 2013.

    Cited by:

    1. Nicolas Reigl & Karsten Staehr, 2020. "Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 24-30, April.
    2. Julius Stakenas & Rasa Stasiukynaite, 2016. "Monetary policy transmission: the case of Lithuania," Bank of Lithuania Working Paper Series 24, Bank of Lithuania.
    3. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    4. Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
    5. Margarita Rubio & Mariarosaria Comunale, 2016. "Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies," Bank of Lithuania Working Paper Series 34, Bank of Lithuania.
    6. Dejan Zivkov & Slavica Manic & Jasmina Duraskovic & Jelena Kovacevic, 2019. "Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(6), pages 580-599, December.

  6. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013. "The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?," Working Paper Series 1532, European Central Bank.

    Cited by:

    1. Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016. "Euro crash risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 417-428.
    2. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
    3. Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, vol. 39(C), pages 288-304.
    4. Kwabi, Frank O. & Boateng, Agyenim & Du, Min, 2020. "Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis," International Review of Financial Analysis, Elsevier, vol. 69(C).
    5. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
    6. Yang, Lu & Hamori, Shigeyuki, 2021. "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 142-158.
    7. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
    8. Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022. "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    9. Ben Omrane, Walid & Savaser, Tanseli & Welch, Robert & Zhou, Xinyao, 2019. "Time-varying effects of macroeconomic news on euro-dollar returns," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    10. Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
    11. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2024. "ECB communication and its impact on financial markets," Working Papers 2431, Banco de España.
    12. Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers 224, The Ratio Institute.
    13. Ayadi, Mohamed A. & Ben Omrane, Walid & Das, Deepan Kumar, 2024. "Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction," Emerging Markets Review, Elsevier, vol. 60(C).
    14. Ayadi, Mohamed A. & Ben Omrane, Walid & Wang, Jiayu & Welch, Robert, 2022. "Senior official speech attributes and foreign exchange risk around business cycles," International Review of Financial Analysis, Elsevier, vol. 80(C).
    15. Liu, Peipei & Huang, Wei-Qiang, 2024. "Spatial analysis of sovereign risk from the perspective of EPU spillovers," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 427-443.
    16. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016. "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 363-373.
    17. Conrad, Christian & Zumbach, Klaus Ulrich, 2012. "The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis," Working Papers 0536, University of Heidelberg, Department of Economics.
    18. R. Jimborean & A. Kelber, 2014. "Foreign direct investment drivers and growth in Central and Eastern Europe in the aftermath of the 2007 global financial crisis," Working papers 488, Banque de France.
    19. Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1479, DIW Berlin, German Institute for Economic Research.
    20. Forti Grazzini, Caterina & Rieth, Malte, 2017. "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168281, Verein für Socialpolitik / German Economic Association.
    21. Nektarios Aslanidis & Charlotte Christiansen, 2017. "Flight to Safety from European Stock Markets," CREATES Research Papers 2017-38, Department of Economics and Business Economics, Aarhus University.
    22. Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
    23. Besma Hamdi & Sami Hammami, 2018. "The Crisis of Sovereign Debt in the Euro Zone: Effect on the Banking Sector," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 822-832, September.
    24. M. Falagiarda & W. D. Gregori, 2014. "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers wp961, Dipartimento Scienze Economiche, Universita' di Bologna.
    25. Andreas Haupenthal & Matthias Neuenkirch, 2016. "Grexit News and Stock Returns," Research Papers in Economics 2016-08, University of Trier, Department of Economics.
    26. Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2016. "Economic policy uncertainty and risk spillovers in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 24-45.
    27. Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2022. "Central Bank Communication of Uncertainty," CEPR Discussion Papers 17728, C.E.P.R. Discussion Papers.
    28. Guo, Junjie & Guo, Yumei & Miao, Shan & Pang, Xin, 2021. "An investigation of semantic similarity in PBOC’s communication on RMB volatility," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 441-455.
    29. Chung, Chien-Ping & Chien, Cheng-Yi & Huang, Chia-Hsin & Lee, Hsiu-Chuan, 2021. "Foreign institutional ownership and the effectiveness of technical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 86-96.
    30. Stracca, Livio, 2015. "Our currency, your problem? The global effects of the euro debt crisis," European Economic Review, Elsevier, vol. 74(C), pages 1-13.
    31. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2014. "The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market," CEPR Discussion Papers 9803, C.E.P.R. Discussion Papers.
    32. Deena Zaidi, 2015. "Eurozone Debt Crisis and Regulation of Credit Rating Agencies," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 99-111.
    33. Alberto Caruso, 2016. "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES ECARES 2016-32, ULB -- Universite Libre de Bruxelles.
    34. Shu‐Lien Chang & Hsiu‐Chuan Lee & Donald Lien, 2022. "The global latent factor and international index futures returns predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 514-538, April.
    35. Ben Omrane, Walid & Savaşer, Tanseli, 2017. "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 130-143.
    36. Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016. "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers) 305, Bank of Italy, Economic Research and International Relations Area.
    37. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.

  7. Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013. "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers wp2013-3, Bank of Estonia, revised 24 May 2013.

    Cited by:

    1. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
    2. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
    3. Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
    4. Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers 224, The Ratio Institute.
    5. R. Jimborean & A. Kelber, 2014. "Foreign direct investment drivers and growth in Central and Eastern Europe in the aftermath of the 2007 global financial crisis," Working papers 488, Banque de France.
    6. Nektarios Aslanidis & Charlotte Christiansen, 2017. "Flight to Safety from European Stock Markets," CREATES Research Papers 2017-38, Department of Economics and Business Economics, Aarhus University.
    7. Besma Hamdi & Sami Hammami, 2018. "The Crisis of Sovereign Debt in the Euro Zone: Effect on the Banking Sector," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 822-832, September.
    8. Stracca, Livio, 2015. "Our currency, your problem? The global effects of the euro debt crisis," European Economic Review, Elsevier, vol. 74(C), pages 1-13.
    9. Alberto Caruso, 2016. "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES ECARES 2016-32, ULB -- Universite Libre de Bruxelles.
    10. Ben Omrane, Walid & Savaşer, Tanseli, 2017. "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 130-143.
    11. Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016. "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers) 305, Bank of Italy, Economic Research and International Relations Area.

  8. Martti Randveer & Lenno Uuskula & Liina Kulu, 2012. "The impact of private debt on economic growth," Bank of Estonia Working Papers wp2011-10, Bank of Estonia, revised 05 Jan 2012.

    Cited by:

    1. Lukmanova, Elizaveta & Tondl, Gabriele, 2016. "Macroeconomic Imbalances and Business Cycle Synchronization. Why Common Economic Governance is Imperative for the Eurozone," Department of Economics Working Paper Series 229, WU Vienna University of Economics and Business.

  9. Ravn, Morten & Uribe, Martín & Schmitt-Grohé, Stephanie & Uusküla, Lenno, 2009. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," CEPR Discussion Papers 7128, C.E.P.R. Discussion Papers.

    Cited by:

    1. Marco Airaudo & Salvatore Nisticò & Luis‐Felipe Zanna, 2015. "Learning, Monetary Policy, and Asset Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(7), pages 1273-1307, October.
    2. Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2008. "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption," SIRE Discussion Papers 2008-55, Scottish Institute for Research in Economics (SIRE).
    3. Di Pace, F. & Faccini, R., 2012. "Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 183-200.
    4. Thomas A. Lubik & Wing Leong Teo, 2011. "Deep habits in the New Keynesian Phillips curve," Working Paper 11-08, Federal Reserve Bank of Richmond.
    5. jae sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2015. "Financial Heterogeneity and Monetary Union," 2015 Meeting Papers 1327, Society for Economic Dynamics.
    6. Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Dynare Working Papers 20, CEPREMAP.
    7. Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
    8. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2014. "Inflation Dynamics During the Financial Crisis," 2014 Meeting Papers 206, Society for Economic Dynamics.
    9. Airaudo, Marco & Olivero, María Pía, 2014. "Optimal Monetary Policy with Counter-Cyclical Credit Spreads," School of Economics Working Paper Series 2014-1, LeBow College of Business, Drexel University.
    10. Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.
    11. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
    12. Rui Faustino, 2019. "Deep Habits in New Keynesian model with durable goods," Working Papers REM 2019/0106, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    13. Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Economics Working Papers 2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
    14. Lenarčič, Črt, 2018. "Oil shocks and the excise duty tax in a DSGE model setting," MPRA Paper 109982, University Library of Munich, Germany.
    15. Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2009. "Monetary and Fiscal Policy under Deep Habits," SIRE Discussion Papers 2009-47, Scottish Institute for Research in Economics (SIRE).
    16. Givens, Gregory, 2015. "On the Gains from Monetary Policy Commitment under Deep Habits," MPRA Paper 67996, University Library of Munich, Germany.
    17. Punnoose Jacob, 2015. "Deep Habits, Price Rigidities, and the Consumption Response to Government Spending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 481-510, March.
    18. V. Lewis & C. Poilly, 2011. "Firm Entry, Inflation and the Monetary Transmission Mechanism," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/705, Ghent University, Faculty of Economics and Business Administration.
    19. Zeno Enders, 2020. "Heterogeneous Consumers, Segmented Asset Markets and the Real Effects of Monetary Policy," The Economic Journal, Royal Economic Society, vol. 130(628), pages 1031-1056.
    20. Muhanji, Stella & Malikane, Christopher & Ojah, Kalu, 2013. "Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies," Economic Modelling, Elsevier, vol. 33(C), pages 620-630.
    21. Alexander Kriwoluzky, 2009. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers ECO2009/29, European University Institute.
    22. George, Ammu & Huang, Jingong & Xie, Taojun, 2022. "Assessing the dual mandates of sustainability-linked monetary policy," Energy Economics, Elsevier, vol. 113(C).
    23. Liu, Haoyu & Li, Lun, 2023. "On the concavity of consumption function under habit formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
    24. Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
    25. Estrella, Arturo, 2015. "The Price Puzzle And Var Identification," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1880-1887, December.
    26. Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
    27. P. Jacob & -, 2010. "Deep Habits, Nominal Rigidities and the Response of Consumption to Fiscal Expansions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/641, Ghent University, Faculty of Economics and Business Administration.
    28. Okano, Mitsuhiro, 2021. "Optimal monetary policy in a two-country new Keynesian model with deep consumption habits," MPRA Paper 110259, University Library of Munich, Germany.
    29. Marco Airaudo & María Pía Olivero, 2019. "Optimal Monetary Policy with Countercyclical Credit Spreads," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 787-829, June.
    30. Michael Funke & Raphael Terasa, 2020. "Will Germany's Temporary VAT Tax Rates Cut as Part of the Covid-19 Fiscal Stimulus Package Boost Consumption and Growth?," CESifo Working Paper Series 8765, CESifo.
    31. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012. "Online Appendix to "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption"," Online Appendices 09-154, Review of Economic Dynamics.
    32. Givens, Gregory, 2013. "Deep or aggregate habit formation? Evidence from a new-Keynesian business cycle model," MPRA Paper 45204, University Library of Munich, Germany.
    33. Nikhil Patel, 2016. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," BIS Working Papers 539, Bank for International Settlements.

  10. Lenno Uuskula, 2008. "Limited participation or sticky prices? New evidence from firm entry and failures," Bank of Estonia Working Papers 2008-07, Bank of Estonia, revised 02 Dec 2008.

    Cited by:

    1. Lenno Uuskula, 2016. "Monetary transmission mechanism with firm turnover," Bank of Estonia Working Papers wp2016-7, Bank of Estonia, revised 10 Oct 2016.
    2. Cavallari, Lilia, 2013. "A note on firm entry, markups and the business cycle," Economic Modelling, Elsevier, vol. 35(C), pages 528-535.
    3. Lewis, Vivien, 2008. "Business cycle evidence on firm entry," Discussion Paper Series 1: Economic Studies 2008,08, Deutsche Bundesbank.
    4. Cavallari, Lilia & D׳Addona, Stefano, 2015. "Exchange rates as shock absorbers: The role of export margins," Research in Economics, Elsevier, vol. 69(4), pages 582-602.
    5. V. Lewis & C. Poilly, 2011. "Firm Entry, Inflation and the Monetary Transmission Mechanism," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/705, Ghent University, Faculty of Economics and Business Administration.
    6. Lilia CAVALLARI, 2010. "Firms´ Entry, Monetary Policy and the International Business Cycle," EcoMod2010 259600037, EcoMod.
    7. Stéphane Auray & Aurélien Eyquem & Jean-Christophe Poutineau, 2012. "The Effect of a Common Currency on the Volatility of the Extensive Margin of Trade," Post-Print halshs-00665954, HAL.
    8. Lenno Uuskula, 2015. "Firm turnover and inflation dynamics," Bank of Estonia Working Papers wp2015-01, Bank of Estonia, revised 03 Feb 2015.
    9. Cavallari, Lilia, 2015. "Entry costs and the dynamics of business formation," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 312-326.

  11. Danny Pitzel & Lenno Uuskula, 2005. "The Effect of Financial Depth on Monetary Transmission," Bank of Estonia Working Papers 2005-10, Bank of Estonia, revised 10 Oct 2005.

    Cited by:

    1. Alexandra Ferreira‐Lopes & Pedro Linhares & Luís Filipe Martins & Tiago Neves Sequeira, 2022. "Quantitative easing and economic growth in Japan: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 235-268, February.
    2. Masagus M. Ridhwan & Henri L.F. de Groot & Peter Nijkamp, 2010. "The Impact of Monetary Policy on Economic Activity - Evidence from a Meta-Analysis," Tinbergen Institute Discussion Papers 10-043/3, Tinbergen Institute.

  12. Marit Hinnosaar & Hannes Kaadu & Lenno Uuskula, 2005. "Estimating the equilibrium exchange rate of the Estonian kroon," Bank of Estonia Working Papers 2005-2, Bank of Estonia, revised 10 Oct 2005.

    Cited by:

    1. Trunin, Pavel & Knyazev, Dmitriy & Kudykina, Ekaterina, 2010. "Анализ Факторов Динамики Обменного Курса Рубля [Perspective issues in the CBR`s exchange rate policy]," MPRA Paper 33944, University Library of Munich, Germany.
    2. Tao Peng & Minsoo Lee & Christopher Gan, 2008. "Has the Chinese currency been undervalued?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(1), pages 49-66.
    3. Coppola,Andrea & Lagerborg,Andresa & Mustafaoglu,Zafer, 2016. "Estimating an equilibrium exchange rate for the Argentine Peso," Policy Research Working Paper Series 7682, The World Bank.
    4. Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena, 2007. "Real exchange rate dynamics in Macedonia: Old wisdoms and new insights," Economics Discussion Papers 2007-37, Kiel Institute for the World Economy (IfW Kiel).
    5. Rasmus Kattai, 2005. "EMMA - A Quarterly Model of the Estonian Economy," Bank of Estonia Working Papers 2005-12, Bank of Estonia, revised 12 Dec 2005.
    6. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009. "Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania," Working Papers of National Institute for Economic Research 090105, Institutul National de Cercetari Economice (INCE).
    7. Lucian Claudiu ANGHEL & Florina PINZARU & Mihaela DINU & Laurentiu-Mihai TREAPAT, 2014. "Fixing the Central Parity and the Evolution of the Currency within the Exchange Rate Mechanism II in the Countries that Joined the Euro Zone," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 2(4), pages 21-40, April.
    8. Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank.

  13. Lenno Uuskula & Peeter Luikmel & Jana Kask, 2005. "Critical Levels of Debt?," Bank of Estonia Working Papers 2005-3, Bank of Estonia, revised 10 Oct 2005.

    Cited by:

    1. Martti Randveer & Lenno Uuskula & Liina Kulu, 2012. "The impact of private debt on economic growth," Bank of Estonia Working Papers wp2011-10, Bank of Estonia, revised 05 Jan 2012.
    2. Danny Pitzel & Lenno Uuskula, 2005. "The Effect of Financial Depth on Monetary Transmission," Bank of Estonia Working Papers 2005-10, Bank of Estonia, revised 10 Oct 2005.

  14. Hannes Kaadu & Lenno Uuskula, 2004. "Liquidity Constrains and Ricardian Equivalence in Estonia," Bank of Estonia Working Papers 2004-7, Bank of Estonia, revised 10 Oct 2004.

    Cited by:

    1. Waqas, Muhammad & Awan, Masood Sarwar, 2011. "Are Pakistani Consumers Ricardian?," MPRA Paper 35375, University Library of Munich, Germany.
    2. Reitschuler, Gerhard, 2008. "Assessing Ricardian equivalence for the New Member States: Does debt-neutrality matter?," Economic Systems, Elsevier, vol. 32(2), pages 119-128, June.
    3. Waqas, Muhamad & Awan, Masood Sarwar & Aslam, Muhammad Amir, 2011. "We are living on the cost of our children," MPRA Paper 32044, University Library of Munich, Germany.

Articles

  1. Karsten Staehr & Lenno Uusküla, 2020. "Macroeconomic and macro-financial factors as leading indicators of non-performing loans," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 720-740, February.

    Cited by:

    1. Mariagrazia Fallanca & Antonio Fabio Forgione & Edoardo Otranto, 2021. "Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach," JRFM, MDPI, vol. 14(1), pages 1-15, January.

  2. Jacob, Punnoose & Uusküla, Lenno, 2019. "Deep habits and exchange rate pass-through," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 67-89.
    See citations under working paper version above.
  3. Uusküla, Lenno, 2016. "Monetary transmission mechanism with firm turnover," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 1-18.
    See citations under working paper version above.
  4. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
    See citations under working paper version above.
  5. Gertrud Errit & Lenno Uusküla, 2014. "Euro area monetary policy transmission in Estonia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 55-77, December.
    See citations under working paper version above.
  6. Ravn, Morten O. & Schmitt-Grohe, Stephanie & Uribe, Martín & Uuskula, Lenno, 2010. "Deep habits and the dynamic effects of monetary policy shocks," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 236-258, June.
    See citations under working paper version above.
  7. Danny Pitzel & Lenno Uusküla, 2007. "The Effect of Financial Depth on Monetary Transmission," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 63-73, May.
    See citations under working paper version above.

Chapters

  1. Morten O. Ravn & Stephanie Schmitt-Grohė & Martín Uribe & Lenno Uusküla, 2010. "Deep Habits and the Dynamic Effects of Monetary Policy Shocks," NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 236-258, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Estonian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 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 (18) 2005-07-18 2005-07-25 2005-10-04 2007-06-02 2008-11-11 2009-01-10 2009-01-17 2009-02-28 2013-06-09 2013-12-15 2015-02-11 2016-04-23 2016-07-30 2016-10-16 2017-11-12 2019-08-12 2022-06-27 2022-07-25. Author is listed
  2. NEP-MON: Monetary Economics (9) 2005-10-04 2009-01-10 2009-01-17 2009-02-28 2013-06-09 2013-08-23 2013-12-15 2016-10-16 2022-07-25. Author is listed
  3. NEP-CBA: Central Banking (7) 2005-10-04 2009-01-10 2009-01-17 2009-02-28 2013-08-23 2013-12-15 2016-10-16. Author is listed
  4. NEP-EEC: European Economics (6) 2005-07-18 2005-10-04 2013-06-09 2013-08-23 2013-12-15 2017-11-12. Author is listed
  5. NEP-BEC: Business Economics (4) 2008-11-11 2009-01-10 2015-02-11 2022-06-27
  6. NEP-DGE: Dynamic General Equilibrium (3) 2009-01-17 2015-02-11 2022-06-27
  7. NEP-ENT: Entrepreneurship (3) 2007-06-02 2009-01-10 2022-06-27
  8. NEP-FMK: Financial Markets (3) 2005-07-18 2005-07-25 2005-10-04
  9. NEP-OPM: Open Economy Macroeconomics (2) 2016-04-23 2016-07-30
  10. NEP-TRA: Transition Economics (2) 2005-07-25 2007-06-02
  11. NEP-BAN: Banking (1) 2019-08-12
  12. NEP-BIG: Big Data (1) 2022-07-25
  13. NEP-CMP: Computational Economics (1) 2022-07-25
  14. NEP-EFF: Efficiency and Productivity (1) 2022-06-27
  15. NEP-FIN: Finance (1) 2005-07-18
  16. NEP-FOR: Forecasting (1) 2017-11-12
  17. NEP-IFN: International Finance (1) 2005-07-25
  18. NEP-MIC: Microeconomics (1) 2007-06-02
  19. NEP-SBM: Small Business Management (1) 2022-06-27
  20. NEP-TID: Technology and Industrial Dynamics (1) 2022-06-27

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