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Bořek Vašíček
(Borek Vasicek)

Personal Details

First Name:Borek
Middle Name:
Last Name:Vasicek
Suffix:
RePEc Short-ID:pva386
http://sites.google.com/site/borekvasicek/
CHAR 13/142, DG ECFIN B1 - Macroeconomic imbalances, European Commission, B-1049 Bruxelles/ Brussels, Belgium
+32 2 296 87 00.
Terminal Degree:2011 Departament d'Economia Aplicada; Universitat Autònoma de Barcelona (from RePEc Genealogy)

Affiliation

Directorate-General Economic and Financial Affairs (ECFIN)
European Commission

Bruxelles/Brussel, Belgium
https://ec.europa.eu/info/departments/economic-and-financial-affairs_en
RePEc:edi:dg2ecbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Christine Frayne & Agnieszka Szczypińska & Bořek Vašíček & Stefan Zeugner, 2022. "Housing Market Developments in the Euro Area: Focus on Housing Affordability," European Economy - Discussion Papers 171, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  3. Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  4. Peter Claeys & Borek Vasicek, 2017. "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers 2017/13, Czech National Bank.
  5. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.
  6. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
  7. Mark Joy & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2014. "Banking and Currency Crises: Differential Diagnostics for Developed Countries," Working Papers 2014/16, Czech National Bank.
  8. Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank.
  9. Oxana Babecka Kucharcukova & Peter Claeys & Borek Vasicek, 2014. "Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?," Working Papers 2014/15, Czech National Bank.
  10. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013. "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers 2013/15, Czech National Bank.
  11. Peter Claeys & Borek Vašícek, 2013. "“How systemic is Spain for Europe?”," AQR Working Papers 201301, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2013.
  12. Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek, 2013. "Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps," Working Papers 2013/13, Czech National Bank.
  13. Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2012. "Leading indicators of crisis incidence: evidence from developed countries," Working Paper Series 1486, European Central Bank.
  14. Šmídková, Kateřina & Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Vašíček, Bořek, 2012. "Banking, debt and currency crises: early warning indicators for developed countries," Working Paper Series 1485, European Central Bank.
  15. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012. "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers 2012/04, Czech National Bank.
  16. Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers 201209, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2012.
  17. Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2011. "Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries," Working Papers 2011/08, Czech National Bank.
  18. Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank.
  19. Borek Vasicek, 2011. "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers 2011/05, Czech National Bank.
  20. Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers 2010/02, Czech National Bank.
  21. Borek Vasícek, 2009. "Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members," Working Papers wpdea0903, Department of Applied Economics at Universitat Autonoma of Barcelona.
  22. Borek Vasícek, 2009. "Inflation dynamics and the New Keynesian Phillips curve in EU-4," Working Papers wpdea0912, Department of Applied Economics at Universitat Autonoma of Barcelona.
  23. Borek Vasícek, 2008. "The monetary policy rules in EU-15: before and after the euro," Working Papers wpdea0810, Department of Applied Economics at Universitat Autonoma of Barcelona.

Articles

  1. Jollès, Maya & Meyermans, Eric & Vašíček, Bořek, 2023. "Determinants of macroeconomic resilience in the euro area: An empirical assessment of national policy levers," Economic Systems, Elsevier, vol. 47(3).
  2. Bořek Vašíček & Václav Žďárek, 2022. "Links between housing and real economy in the euro area," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 21(3), pages 19-28, November.
  3. Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
  4. Claeys, Peter & Vašíček, Bořek, 2019. "Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 62-83.
  5. Daniel Monteiro & Borek Vasicek, 2019. "A retrospective look at sovereign bond dynamics in the euro area," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 17(4), pages 7-26, March.
  6. Borek Vasicek, 2018. "Impact of uncertainty shocks in the euro area," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 16(3), pages 25-40, February.
  7. Daniel Monteiro & Bořek Vasicek, 2018. "Financial cycle in euro area," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 17(2), pages 17-30, July.
  8. Maya Jolles & Eric Meyermans & Borek Vasicek, 2018. "Determinants of economic resilience in the euro area: An empirical assessment of policy levers," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 17(3), pages 27-46, December.
  9. Katia Berti & Christian Engelen & Borek Vasicek, 2017. "A macroeconomic perspective on non-performing loans (NPLs)," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 16(1), pages 7-21, March.
  10. Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017. "Leading indicators of financial stress: New evidence," Journal of Financial Stability, Elsevier, vol. 28(C), pages 240-257.
  11. Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
  12. Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček, 2017. "Banking and Currency Crises: Differential Diagnostics for Developed Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(1), pages 44-67, January.
  13. Babecká Kucharčuková, Oxana & Claeys, Peter & Vašíček, Bořek, 2016. "Spillover of the ECB's monetary policy outside the euro area: How different is conventional from unconventional policy?," Journal of Policy Modeling, Elsevier, vol. 38(2), pages 199-225.
  14. Nicolas Carnot & Ulrich Clemens & Martin Larch & Borek Vasicek, 2016. "The policy mix, when monetary policy is constrained at the zero lower bound," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 15(3), pages 19-28, December.
  15. Narcissa Balta & Borek Vasicek, 2016. "Financial channels and economic activity in the euro area," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 15(2), pages 19-31, July.
  16. Eric Ruscher & Borek Vasicek, 2016. "Revisiting the real interest rate mechanism," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 14(4), pages 33-48, January.
  17. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
  18. Eric Ruscher & Borek Vasicek, 2015. "The euro area recovery in perspective," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 14(3), pages 6-18, October.
  19. Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek, 2015. "Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 174-189.
  20. Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015. "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
  21. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 151-165.
  22. Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2014. "Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators," Journal of Financial Stability, Elsevier, vol. 15(C), pages 1-17.
  23. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014. "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
  24. Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2013. "Leading indicators of crisis incidence: Evidence from developed countries," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 1-19.
  25. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
  26. Vašíček, Bořek, 2012. "Is monetary policy in the new EU member states asymmetric?," Economic Systems, Elsevier, vol. 36(2), pages 235-263.
  27. Borek Vašícek, 2011. "Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(5), pages 71-100, September.
  28. Borek Vasicek, 2010. "Monetary Policy Rules and Inflation Processes in Open Emerging Economies," Eastern European Economics, Taylor & Francis Journals, vol. 48(4), pages 36-58, January.
  29. Bořek Vašíček, 2008. "Prostorová ekonomie a prostorové externality: Přehled teorie a empirické evidence [Spatial economics and spatial externalities: A survey of theory and emprics]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(5), pages 684-708.

Chapters

  1. Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2012. "Early Warning Indicators of Economic Crises," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2011/2012, chapter 0, pages 112-117, Czech National Bank.
  2. Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2011. "Time Varying Monetary Policy Rules and Financial Stress," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 10, Edward Elgar Publishing.

Books


    RePEc:cnb:ocpubv:rb09/1 is not listed on IDEAS
    RePEc:cnb:ocpubv:rb13/2 is not listed on IDEAS
    RePEc:cnb:ocpubv:rb11/1 is not listed on IDEAS
    RePEc:cnb:ocpubv:rb10/2 is not listed on IDEAS
    RePEc:cnb:ocpubv:rb12/2 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network
  2. Betweenness measure in co-authorship network

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 34 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 (25) 2009-03-14 2009-05-23 2010-01-16 2010-04-04 2010-04-04 2010-10-23 2010-12-11 2011-01-03 2011-01-03 2011-02-05 2011-04-30 2011-08-02 2011-09-16 2012-07-01 2012-11-11 2013-03-02 2013-04-20 2013-04-20 2014-10-13 2015-03-13 2015-04-02 2015-07-04 2018-04-02 2021-04-19 2021-10-18. Author is listed
  2. NEP-CBA: Central Banking (24) 2009-03-14 2009-05-23 2010-01-16 2010-04-04 2010-04-04 2010-10-23 2010-12-11 2011-01-03 2011-01-03 2011-02-05 2011-04-30 2011-08-02 2011-09-16 2011-11-14 2011-11-28 2012-07-01 2012-10-06 2012-11-11 2014-10-13 2015-02-28 2015-03-13 2015-04-02 2021-04-19 2021-10-18. Author is listed
  3. NEP-MON: Monetary Economics (19) 2009-03-14 2009-05-23 2010-01-16 2010-04-04 2010-04-04 2010-10-23 2010-12-11 2011-01-03 2011-01-03 2011-02-05 2011-04-30 2011-08-02 2011-09-16 2012-07-01 2012-11-11 2014-10-13 2015-03-13 2015-07-04 2021-04-19. Author is listed
  4. NEP-EEC: European Economics (14) 2009-03-14 2010-04-04 2010-04-04 2011-04-30 2011-09-16 2012-07-01 2012-10-20 2013-03-02 2013-04-20 2014-12-13 2014-12-13 2015-03-13 2021-04-19 2022-10-17. Author is listed
  5. NEP-TRA: Transition Economics (9) 2009-05-23 2010-01-16 2010-04-04 2010-04-04 2011-01-03 2011-04-30 2011-09-16 2012-07-01 2014-10-13. Author is listed
  6. NEP-BAN: Banking (5) 2011-02-05 2011-08-02 2012-10-06 2012-11-11 2021-04-19. Author is listed
  7. NEP-FDG: Financial Development and Growth (4) 2012-10-06 2012-11-11 2021-04-19 2021-10-18
  8. NEP-IFN: International Finance (3) 2010-04-04 2012-10-06 2012-11-11
  9. NEP-URE: Urban and Real Estate Economics (2) 2021-10-18 2022-10-17
  10. NEP-ECM: Econometrics (1) 2011-11-28
  11. NEP-FMK: Financial Markets (1) 2013-04-20
  12. NEP-HIS: Business, Economic and Financial History (1) 2012-10-06

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