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Thomas Kostka

Personal Details

First Name:Thomas
Middle Name:
Last Name:Kostka
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RePEc Short-ID:pko813
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Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023. "Asset allocation and risk taking under different interest rate regimes," Working Paper Series 2803, European Central Bank.
  2. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
  3. Gräb, Johannes & Kostka, Thomas, 2018. "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series 2131, European Central Bank.
  4. Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018. "From carry trades to curvy trades," Working Paper Series 2149, European Central Bank.
  5. Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014. "Density characteristics and density forecast performance: a panel analysis," Working Paper Series 1679, European Central Bank.
  6. Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013. "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series 1540, European Central Bank.
  7. Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series 1456, European Central Bank.
  8. Geoff Kenny & Thomas Kostka & Federico Masera, 2011. "How Informative are the Subjective Density Forecasts of Macroeconomists?," CESifo Working Paper Series 3671, CESifo.

Articles

  1. Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020. "From carry trades to curvy trades," The World Economy, Wiley Blackwell, vol. 43(3), pages 758-780, March.
  2. Kostka, Thomas & van Roye, Björn, 2017. "Assessing the Decoupling of Economic Policy Uncertainty and Financial Conditions," Financial Stability Review, European Central Bank, vol. 1.
  3. Andersson, Magnus & Hermans, Lieven & Kostka, Thomas, 2017. "Higher Future Financial Market Volatility: Potential Triggers and Amplifiers," Financial Stability Review, European Central Bank, vol. 2.
  4. Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016. "Bubble thy neighbour: Portfolio effects and externalities from capital controls," Journal of International Economics, Elsevier, vol. 99(C), pages 85-104.
  5. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
  6. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
  7. Geoff Kenny & Thomas Kostka & Federico Masera, 2014. "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 163-185, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 8 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-IFN: International Finance (3) 2012-05-22 2012-09-16 2014-02-02
  2. NEP-FMK: Financial Markets (2) 2018-04-09 2023-04-24
  3. NEP-FOR: Forecasting (2) 2012-09-16 2013-08-23
  4. NEP-MAC: Macroeconomics (2) 2012-09-16 2021-09-27
  5. NEP-OPM: Open Economy Macroeconomics (2) 2012-09-16 2014-02-02
  6. NEP-CBA: Central Banking (1) 2021-09-27
  7. NEP-EEC: European Economics (1) 2021-09-27
  8. NEP-ISF: Islamic Finance (1) 2021-09-27
  9. NEP-MON: Monetary Economics (1) 2021-09-27
  10. NEP-RMG: Risk Management (1) 2023-04-24

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