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Czech National Bank

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Content

2024

2024/9 Economic Policy Uncertainty in Europe: Spillovers and Common Shocks
by Jaromir Baxa & Tomas Sestorad
2024/8 Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements
by Martin Hodula & Jan Janku & Simona Malovana & Ngoc Anh Ngo
2024/7 LUCI: Your Best Friend for Measuring Labor Market Tightness
by Jan Bruha & Adam Ruschka & Jan Solc
2024/6 The Mirage of Falling R-stars
by Ales Bulir & Jan Vlcek
2024/5 Origins of Post-COVID-19 Inflation in Central European Countries
by Natalie Dvorakova & Tomas Sestorad
2024/4 A Heterogeneous Agent Model of Energy Consumption and Energy Conservation
by Volha Audzei & Ivan Sutoris
2024/3 Understanding Inflation Expectations: Data, Drivers and Policy Implications
by Frantisek Brazdik & Tatiana Keseliova & Karel Musil & Radek Snobl & Jan Solc & Stanislav Tvrz & Jan Zacek
2024/2 A Stress Test Approach to the Calibration of Borrower-Based Measures: A Case Study of the Czech Republic
by Jiri Gregor
2024/1 Wage-Price Spirals: A Risk-Based Approach
by Michal Franta & Jan Vlcek

2023

2023/19 Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies
by Josef Bajzik & Jan Janku & Simona Malovana & Klara Moravcova & Ngoc Anh Ngo
2023/18 Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data
by Martin Hodula & Lukas Pfeifer & Ngoc Anh Ngo
2023/17 Do Shareholder Activism Announcements Affect Stock Prices? A Meta-Analysis
by Josef Bajzik & Tomas Havranek & Zuzana Irsova & Jiri Novak
2023/16 Uncertain Trends in Economic Policy Uncertainty
by Nino Buliskeria & Jaromir Baxa & Tomas Sestorad
2023/15 Modelling Risk-Weighted Assets: Looking Beyond Stress Tests
by Josef Sveda & Jiri Panos & Vojtech Siuda
2023/14 Ace in Hand: The Value of Card Data in the Game of Nowcasting
by Tomas Adam & Jan Belka & Martin Hluze & Jakub Mateju & Hana Prause & Jiri Schwarz
2023/13 A Sparse Kalman Filter: A Non-Recursive Approach
by Michal Andrle & Jan Bruha
2023/12 What Drives Sectoral Differences in Currency Derivate Usage in a Small Open Economy? Evidence from Supervisory Data
by Zuzana Gric & Jan Janku & Simona Malovana
2023/11 How Do Climate Policies Affect Holdings of Green and Brown Firms' Securities?
by Dominika Ehrenbergerova & Simona Malovana & Caterina Mendicino
2023/10 Does Shareholder Activism Have a Long-Lasting Impact on Company Value? A Meta-Analysis
by Josef Bajzik
2023/9 Long-Term Impacts of the COVID-19 Pandemic on Working from Home and Online Shopping: Evidence from a Czech Panel Survey
by Jan Bruha & Hana Bruhova Foltynova
2023/8 Implementing Yield Curve Control Measures into the CNB Core Forecasting Model
by Frantisek Brazdik & Karel Musil & Stanislav Tvrz
2023/7 Foreign Exchange Implications of CBDCs and Their Integration via Bridge Coins
by Alexis Derviz
2023/6 What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness
by Simona Malovana & Dominika Ehrenbergerova & Zuzana Gric
2023/5 Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers
by Milan Szabo
2023/4 Distributional Effects of Monetary Policy Shocks on Wage and Hours Worked: Evidence from the Czech Labor Market
by Monika Junicke & Jakub Mateju & Haroon Mumtaz & Angeliki Theophilopoulou
2023/3 Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution
by Simona Malovana & Jan Janku & Martin Hodula
2023/2 The Application of Multiple-Output Quantile Regression on the US Financial Cycle
by Michal Franta
2023/1 Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer
by Martin Vesely

2022

2022/10 Retail Fund Flows and Performance: Insights from Supervisory Data
by Martin Hodula & Milan Szabo & Josef Bajzik
2022/9 From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts
by Jiri Gregor & Jan Janku & Martin Melecky
2022/8 Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?
by Simona Malovana & Martin Hodula & Zuzana Gric & Josef Bajzik
2022/7 How Credit Improves the Exchange Rate Forecast
by Martin Casta
2022/6 Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?
by Milan Szabo
2022/5 Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data
by Robert Ambrisko
2022/4 Monetary Policy and the Financial Cycle: International Evidence
by Jaromir Baxa & Jan Zacek
2022/3 Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending
by Martin Hodula & Milan Szabo & Lukas Pfeifer & Martin Melecky
2022/2 Application of Quantum Computers in Foreign Exchange Reserves Management
by Martin Vesely
2022/1 Price Level Targeting with Imperfect Rationality: A Heuristic Approach
by Vojtech Molnar

2021

2021/10 Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures
by Zuzana Gric & Josef Bajzik & Ondrej Badura
2021/9 Non-linear Effects of Market Concentration on the Underwriting Profitability of the Non-life Insurance Sector in Europe
by Jan Janku & Ondrej Badura
2021/8 A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending
by Simona Malovana & Martin Hodula & Josef Bajzik & Zuzana Gric
2021/7 Learning and Cross-Country Correlations in a Multi-Country DSGE Model
by Volha Audzei
2021/6 Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?
by Jin Cao & Valeriya Dinger & Tomas Gomez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovana & Yaz Terajima
2021/5 Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries
by Martin Hodula & Ngoc Anh Ngo
2021/4 The Rushin Index: A Weekly Indicator of Czech Economic Activity
by Tomas Adam & Ondrej Michalek & Ales Michl & Eva Slezakova
2021/3 Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks
by Michal Franta & Jan Libich
2021/2 The Effects of Minimum Wage Increases in the Czech Republic
by Jakub Grossmann
2021/1 Deriving Equity Risk Premium Using Dividend Futures
by Martin Casta

2020

2020/15 How Bad Are Trade Wars? Evidence from Tariffs
by Petr Polak & Nikol Polakova & Anna Tlusta
2020/14 The Effect of Monetary Policy on House Prices - How Strong is the Transmission?
by Dominika Ehrenbergerova & Josef Bajzik
2020/13 Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices
by Zuzana Rakovska
2020/12 A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector
by Vojtech Siuda
2020/11 Estimating Commercial Property Price Misalignment in the CEE Countries
by Hana Hejlova & Michal Hlavacek & Blanka Vackova
2020/10 The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics
by Zuzana Rakovska & Dominika Ehrenbergerova & Martin Hodula
2020/9 The Intertemporal Cost of Living and Dynamic Inflation: The Case of the Czech Republic
by Ivan Sutoris
2020/8 On the Determinants of Life and Non-Life Insurance Premiums
by Martin Hodula & Jan Janku & Martin Casta & Adam Kucera
2020/7 The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework
by Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek
2020/6 A Model of the Euro Area, China and the United States: Trade Links and Trade Wars
by Volha Audzei & Jan Bruha
2020/5 Does Capital-Based Regulation Affect Bank Pricing Policy?
by Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska
2020/4 Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium
by Alexis Derviz
2020/3 Growth-at-Risk: Bayesian Approach
by Milan Szabo
2020/2 Finance, Growth and (Macro)Prudential Policy: European Evidence
by Martin Hodula & Ngoc Anh Ngo
2020/1 Dynamics of Czech Inflation: The Role of the Trend and the Cycle
by Michal Franta & Ivan Sutoris

2019

2019/12 The Elasticity of Substitution between Domestic and Foreign Goods: A Quantitative Survey
by Josef Bajzik & Tomas Havranek & Zuzana Irsova & Jiri Schwarz
2019/11 Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics
by Martin Hodula & Simona Malovana & Jan Frait
2019/10 Introducing a New Index of Households' Macroeconomic Conditions
by Martin Hodula & Simona Malovana & Jan Frait
2019/9 How to Improve the Model Selection Procedure in a Stress-testing Framework
by Jiri Panos & Petr Polak
2019/8 Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity
by Sebastian Gechert & Tomas Havranek & Zuzana Irsova & Dominika Ehrenbergerova
2019/7 Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model
by Alexis Derviz
2019/6 Introducing Macro-Financial Variables into a Semi-Structural Model
by Dominika Ehrenbergerova & Simona Malovana
2019/5 Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place
by Martin Hodula
2019/4 Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9
by Simona Malovana & Zaneta Tesarova
2019/3 Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve
by Ales Bulir & Jan Vlcek
2019/2 The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters
by Dominika Kolcunova & Simona Malovana
2019/1 The Czech Exchange Rate Floor: Depreciation without Inflation?
by Jaromir Baxa & Tomas Sestorad

2018

2018/19 Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model
by Jan Bruha & Jaromir Tonner
2018/18 Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations
by Tomas Adam & Filip Novotny
2018/17 Labour Market Flows over the Business Cycle: The Role of the Participation Margin
by Kamil Galuscak & Jan Solc & Pawel Strzelecki
2018/16 Off the Radar: Exploring the Rise of Shadow Banking in the EU
by Martin Hodula
2018/15 The Leverage Ratio and Its Impact on Capital Regulation
by Lukas Pfeifer & Martin Hodula & Libor Holub & Zdenek Pikhart
2018/14 What Influences Private Investment? The Case of the Czech Republic
by Martin Gurtler
2018/13 How Do Large Banking Groups Manage the Efficiency of Their Subsidiaries? Evidence from CEE
by Vaclav Hausenblas & Jitka Lesanovska
2018/12 The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic
by Simona Malovana
2018/11 A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy
by Tibor Hledik & Karel Musil & Jakub Rysanek & Jaromir Tonner
2018/10 Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment
by Michal Franta & Tomas Holub & Branislav Saxa
2018/9 Estimating the Effective Lower Bound on the Czech National Bank's Policy Rate
by Dominika Kolcunova & Tomas Havranek
2018/8 Sparse Restricted Perception Equilibrium
by Volha Audzei & Sergey Slobodyan
2018/7 Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case
by Tibor Hledik & Jan Vlcek
2018/6 What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis
by Vaclav Broz & Michal Hlavacek
2018/5 A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example
by Lukas Pfeifer & Martin Hodula
2018/4 Asset Prices in a Production Economy with Long-run and Idiosyncratic Risk
by Ivan Sutoris
2018/3 The Likelihood of Effective Lower Bound Events
by Michal Franta
2018/2 Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe
by Sona Benecka & Ludmila Fadejeva & Martin Feldkircher
2018/1 Non-base Wage Components as a Source of Wage Adaptability to Shocks: Evidence from European Firms, 2010-2013
by Jan Babecky & Clemence Berson & Ludmila Fadejeva & Ana Lamo & Petra Marotzke & Fernando Martins & Pawel Strzelecki

2017

2017/16 Firm Investment, Financial Constraints and Monetary Transmission: An Investigation with Czech Firm-Level Data
by Oxana Babecka Kucharcukova & Renata Pasalicova
2017/15 Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis
by Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova
2017/14 Wage Dynamics and Financial Performance: Evidence from Czech Firms
by Jan Babecky & Kamil Galuscak & Diana Zigraiova
2017/13 Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries
by Peter Claeys & Borek Vasicek
2017/12 Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve
by Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova
2017/11 House Prices and Household Consumption: The Case of the Czech Republic
by Jan Bruha & Michal Hlavacek & Lubos Komarek
2017/10 An Empirical Analysis of Macroeconomic Resilience: The Case of the Great Recession in the European Union
by Jan Bruha & Oxana Babecka Kucharcukova
2017/06 Understanding Rating Movements in Euro Area Countries
by Jan Bruha & Moritz Karber & Beatrice Pierluigi & Ralph Setzer
2017/05 International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries
by Jan Hajek & Roman Horvath
2017/04 An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience
by Jan Bruha & Jaromir Tonner
2017/03 Updating the Ultimate Forward Rate over Time: A Possible Approach
by Diana Zigraiova & Petr Jakubik
2017/02 A DSGE Model with Financial Dollarization - the Case of Serbia
by Mirko Djukic & Tibor Hledik & Jiri Polansky & Ljubica Trajcev & Jan Vlcek
2017/01 System Priors for Econometric Time Series
by Michal Andrle & Miroslav Plasil
2017/9 Does Monetary Policy Influence Banks' Perception of Risks?
by Simona Malovana & Dominika Kolcunova & Vaclav Broz
2017/8 Banks' Capital Surplus and the Impact of Additional Capital Requirements
by Simona Malovana
2017/7 A BVAR Model for Forecasting of Czech Inflation
by Frantisek Brazdik & Michal Franta

2016

2016/12 Margins of Trade: Czech Firms Before, During and After the Crisis
by Kamil Galuscak & Ivan Sutoris
2016/11 Nowcasting the Czech Trade Balance
by Oxana Babecka Kucharcukova & Jan Bruha
2016/10 Credit Constraints and Creditless Recoveries: An Unsteady State Approach
by Alexis Derviz
2016/09 Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic
by Jan Babecky & Michal Franta & Jakub Rysanek
2016/08 Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"
by Tomas Havranek & Anna Sokolova
2016/07 Confidence Cycles and Liquidity Hoarding
by Volha Audzei
2016/06 Monetary Policy and Macroprudential Policy: Rivals or Teammates?
by Simona Malovana & Jan Frait
2016/05 Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
by Michal Franta
2016/04 Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
by Lubos Komarek & Kristyna Ters & Jorg Urban
2016/03 On the Sources of Business Cycles: Implications for DSGE Models
by Michal Andrle & Jan Bruha & Serhat Solmaz
2016/02 Monetary Transmission: Are Emerging Market and Low-Income Countries Different?
by Ales Bulir & Jan Vlcek
2016/01 Natural Resources and Economic Growth: A Meta-Analysis
by Tomas Havranek & Roman Horvath & Ayaz Zeynalov

2015

2015/16 Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy
by Jakub Mateju & Michal Kejak
2015/15 Empirical Analysis of Labor Markets over Business Cycles: An International Comparison
by Jan Bruha & Jiri Polansky
2015/14 Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic
by Diana Zigraiova
2015/13 Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?
by Jan Bruha
2015/12 Evaluating a Structural Model Forecast: Decomposition Approach
by Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva
2015/11 Profitability Life Cycle of Foreign Direct Investment and its Application to the Czech Republic
by Filip Novotny
2015/10 Does Greater Capital Hamper the Cost Efficiency of Banks?
by Jitka Lesanovska & Laurent Weill
2015/09 Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products
by Tomas Havranek & Zuzana Irsova & Jitka Lesanovska
2015/08 Dynamic Elasticities of Tax Revenue: Evidence from the Czech Republic
by Tomas Havranek & Zuzana Irsova & Jiri Schwarz
2015/07 Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries
by Volha Audzei & Frantisek Brazdik
2015/06 Labour Market Modelling within a DSGE Approach
by Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek
2015/05 In the Quest of Measuring the Financial Cycle
by Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac
2015/04 Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
by Michal Franta
2015/03 Habit Formation in Consumption: A Meta-Analysis
by Tomas Havranek & Marek Rusnak & Anna Sokolova
2015/02 Bank Competition and Financial Stability: Much Ado about Nothing?
by Tomas Havranek & Diana Zigraiova
2015/01 Do Borders Really Slash Trade? A Meta-Analysis
by Tomas Havranek & Zuzana Irsova

2014

2014/16 Banking and Currency Crises: Differential Diagnostics for Developed Countries
by Mark Joy & Marek Rusnak & Katerina Smidkova & Borek Vasicek
2014/15 Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?
by Oxana Babecka Kucharcukova & Peter Claeys & Borek Vasicek
2014/14 Forecasting Mortgages: Internet Search Data as a Proxy for Mortgage Credit Demand
by Branislav Saxa
2014/13 Adverse Effects of Monetary Policy Signalling
by Jan Filacek & Jakub Mateju
2014/12 The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling
by Jan Bruha & Jiri Polansky
2014/11 The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
by Tomas Adam & Miroslav Plasil
2014/10 Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective
by Kamil Galuscak & Gabor Katay
2014/09 The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households
by Jan Bruha & Jaromir Tonner
2014/08 Forecasting Czech GDP Using Mixed-Frequency Data Models
by Michal Franta & David Havrlant & Marek Rusnak
2014/07 Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates
by Tomas Adam & Sona Benecka & Jakub Mateju
2014/06 Cross-Country Heterogeneity in Intertemporal Substitution
by Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak
2014/05 The Impact of Monetary Policy on Financing of Czech Firms
by Ruslan Aliyev & Dana Hajkova & Ivana Kubicova
2014/04 Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model
by Jakub Mateju
2014/03 International Reserves: Facing Model Uncertainty
by Sona Benecka & Lubos Komarek
2014/02 Stress Testing the Private Household Sector Using Microdata
by Kamil Galuscak & Petr Hlavac & Petr Jakubik
2014/01 Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy
by Martin Pospisil & Jiri Schwarz

2013

2013/15 Inflation and the Steeplechase Between Economic Activity Variables
by Jaromir Baxa & Miroslav Plasil & Borek Vasicek
2013/14 Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
by Narcisa Kadlcakova & Lubos Komarek & Zlatuse Komarkova & Michal Hlavacek
2013/13 Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps
by Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek
2013/12 Sources of Asymmetric Shocks: The Exchange Rate or Other Culprits?
by Lubos Komarek & Michal Skorepa
2013/11 Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks
by Alexis Derviz
2013/10 Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
by Tomas Konecny & Oxana Babecka Kucharcukova
2013/09 The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
by Michal Franta
2013/08 Structural Reforms and Economic Growth: A Meta-Analysis
by Jan Babecky & Tomas Havranek
2013/07 Inflation and Output Comovement in the Euro Area: Love at Second Sight?
by Michal Andrle & Jan Bruha & Serhat Solmaz
2013/06 Nowcasting Czech GDP in Real Time
by Marek Rusnak
2013/05 Financial Development and Economic Growth: A Meta-Analysis
by Tomas Havranek & Roman Horvath & Petra Valickova
2013/04 Currency Shocks to Export Sales of Importers: A Heterogeneous Firms Model and Czech Micro Estimates
by Peter Toth
2013/03 Inflation Reports and Models: How Well Do Central Banks Really Write?
by Ales Bulir & Jaromir Hurnik & Katerina Smidkova
2013/02 Expected Regime Change: Transition Toward Nominal Exchange Rate Stability
by Frantisek Brazdik
2013/01 Explaining the Czech Interbank Market Risk Premium
by Adam Gersl & Jitka Lesanovska

2012

2012/15 Assessing the Impact of Fiscal Measures on the Czech Economy
by Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta
2012/14 Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach
by Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska
2012/13 Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework
by Michal Franta
2012/12 Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic
by Konstantin Belyaev & Aelita Belyaeva & Tomas Konecny & Jakub Seidler & Martin Vojtek
2012/11 Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
by Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler
2012/10 Transmission Lags of Monetary Policy: A Meta-Analysis
by Tomas Havranek & Marek Rusnak
2012/09 Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber
by Volha Audzei & Frantisek Brazdik
2012/08 Coordination Incentives in Cross-Border Macroprudential Regulation
by Alexis Derviz & Jakub Seidler
2012/07 Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News
by Peter Claeys & Borek Vasicek
2012/06 Tracking Monetary-Fiscal Interactions Across Time and Space
by Michal Franta & Jan Libich & Petr Stehlik
2012/05 Banks' Capital and Liquidity Creation: Granger Causality Evidence
by Roman Horvath & Jakub Seidler & Laurent Weill
2012/04 Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
by Jaromir Baxa & Miroslav Plasil & Borek Vasicek
2012/03 Does Central Bank Financial Strength Matter for Inflation? An Empirical Analysis
by Sona Benecka & Tomas Holub & Narcisa Liliana Kadlcakova & Ivana Kubicova
2012/02 Monetary Conditions and Banks' Behaviour in the Czech Republic
by Adam Gersl & Petr Jakubik & Dorota Kowalczyk & Steven Ongena & Jose-Luis Peydro Alcalde
2012/01 Real Wage Flexibility in the European Union: New Evidence from the Labour Cost Data
by Jan Babecky & Kamil Dybczak

2011

2011/15 Firm-Level Labour Demand: Adjustment in Good Times and During the Crisis
by Jan Babecky & Kamil Galuscak & Lubomir Lizal
2011/14 Hedging Behaviour of Czech Exporting Firms
by Vlastimil Cadek & Helena Rottova & Branislav Saxa
2011/13 Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
by Michal Franta & Roman Horvath & Marek Rusnak
2011/12 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Osvald Vasicek
2011/11 Models for Stress Testing Czech Banks' Liquidity Risk
by Zlatuse Komarkova & Adam Gersl & Lubos Komarek
2011/10 Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests
by Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova
2011/09 The Impact of Capital Measurement Error Correction on Firm-Level Production Function Estimation
by Kamil Galuscak & Lubomir Lizal
2011/08 Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries
by Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek
2011/07 Determinants of Horizontal Spillovers from FDI: Evidence from a Large Meta-Analysis
by Tomas Havranek & Zuzana Irsova
2011/06 How are Inflation Targets Set?
by Roman Horvath & Jakub Mateju
2011/05 Is Monetary Policy in the New EU Member States Asymmetric?
by Borek Vasicek
2011/04 Financial Frictions, Bubbles, and Macroprudential Policies
by Alexis Derviz
2011/03 Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?
by Jaromir Baxa & Roman Horvath & Borek Vasicek
2011/02 How to Solve the Price Puzzle? A Meta-Analysis
by Marek Rusnak & Tomas Havranek & Roman Horvath
2011/01 Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?
by Jan Babecky & Ales Bulir & Katerina Smidkova

2010

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