Content
2024
- WP 9/2024 Beyond Fragmentation: Unraveling the Drivers of Yield Divergence in the euro area
by Alicia Aguilar - WP 8/2024 Inattention, Stability, and Reform Reluctance
by Sergei Mikhalishchev & Vladimir Novak - WP 7/2024 A Growth-at-Risk Model in Slovakia
by Marian Vavra - WP 6/2024 The effects of macro uncertainty shocks in the euro area: A FAVAR approach
by Carlos Canizares Martinez & Arne Gieseck - WP 5/2024 Average Inflation Targeting: How far to look into the past and the future?
by Frantisek Masek & Jan Zemlicka - WP 4/2024 The Role of Macroprudential Policies under Carbon Pricing
by Maria Teresa Punzi - WP 3/2024 Estimating Macro DSTI for Selected EU Countries
by Jan Klacso - OP 2/2024 Survey of potential users of the digital euro: New evidence from Slovakia
by Andrej Cupak & Pavel Gertler & Daniel Hajdiak & Jan Klacso & Stefan Rychtarik - WP 2/2024 Productivity-enhancing reallocation during the Covid-19 pandemic
by Tibor Lalinsky & Jaanika Merikull & Paloma Lopez-Garcia - WP 1/2024 Life Satisfaction and Inequality in Slovakia: The Role of Income, Consumption and Wealth
by Biswajit Banerjee & Peter Toth - OP 1/2024 Assessing Residential Real Estate prices in Slovakia: Possible Approaches and Indices
by Martin Cesnak & Jan Klacso & Patrik Kupkovic & Andrej Moravcik & Stefan Rychtarik & Roman Vrbovsky
2023
- WP 10/2023 State-dependent inflation expectations and consumption choices
by Michal Marencak - WP 9/2023 Leaning against housing booms fueled by credit
by Carlos Canizares Martinez - WP 8/2023 MIDAS regression: a new horse in the race of filtering macroeconomic time series
by Michal Bencik - WP 7/2023 What's the Cost of "Saving the Planet" for Banks? Assessing the Indirect Impact of Climate Transition Risks on Slovak Banks' Loan Portfolios
by Jozef Kalman & Jan Klacso & Roman Vasil & Juraj Zeman - WP 6/2023 Credit Supply or Demand? The Changing Role of Structural Market Forces in Bank Lending
by Patrik Kupkovic - WP 5/2023 The Status Quo and Belief Polarization of Inattentive Agents: Theory and Experiment
by VladimÃr Novák & Andrei Matveenko & Silvio Ravaioli - WP 4/2023 Fifty Shades of QE: Robust Evidence
by Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor - WP 3/2023 Bias-Correction in Time Series Quantile Regression Models
by Marian Vavra - OP 2/2023 Household Finance and Consumption Survey 2021: Results from Slovakia
by Andrej Cupak & Judita Jurašeková Kucserová & Ján Klacso & Anna Strachotová - WP 2/2023 Impact of TLTRO III on bank lending: The Slovak experience
by Marcel Barmeier & Juraj Falath & Alena Kissova & Adriana Lojschova - OP 1/2023 Decomposition of retail loan growth
by Martin Cesnak - WP 1/2023 Undesired Consequences of Calvo Pricing in a Non-linear World
by Ales Marsal & Katrin Rabitsch & Lorant Kaszab
2022
- WP 5/2022 House Price Expectations, Household Indebtedness and Macroprudential Policy in Slovakia
by Indrani Manna & Martin Suster & Biswajit Banerjee - WP 4/2022 Do output gap estimates improve inflation forecasts in Slovakia?
by Nataliia Ostapenko - WP 3/2022 Environmental and Social Preferences and Investments in Crypto-Assets
by Pavel Ciaian & Andrej Cupák & Pirmin Fessler & d’Artis Kancs - OP 2/2022 Incorporating Individual Retail Loan Data into the Macro Stress Testing Framework
by Jan Klacso - WP 2/2022 COVID-19 epidemic in Slovakia through the lens of a parsimonious behavioral SIR model
by Michal Marencak - WP 1/2022 New facts on consumption price rigidity in the Euro Area
by Erwan Gautier & Cristina Conflitti & Riemer P. Faber & Brian Fabo & Ludmila Fadejeva & Valentin Jouvanceau & Jan-Oliver Menz & Teresa Messner & Pavlos Petroulas & Pau Roldan-Blanco & Fabio Rumler & Sergio Santoro & Elisabeth Wieland & Hélène Zimmer - OP 1/2022 The living income for Slovak households
by Brian Fabo & Martin Guzi & Barbora Šofranková
2021
- WP 5/2021 Determinants of labour market flows in Slovakia
by Jan Klacso & Eva Stulrajterova - WP 4/2021 Wealth, Assets and Life Satisfaction: A Metadata Instrumental-Variable Approach
by Zuzana Brokesova & Andrej Cupak & Anthony Lepinteur & Marian Rizov - WP 3/2021 Assessing real estate prices in Slovakia - a structural approach
by Martin Cesnak & Jan Klacso - OP 3/2021 Analysis of the Impact of Borrower-Based Measures
by Martin Cesnak & Jan Klacso & Roman Vasil - WP 2/2021 United in diversity: Labor markets in the CEE countries
by Michal Bencik - OP 2/2021 Fates of indebted households during the Corona crisis: Survey results from Slovakia
by Andrej Cupak & Martin Cesnak & Jan Klacso & Martin Suster - WP 1/2021 Fates of indebted households during the Corona crisis: Survey results from Slovakia
by Alexander Karsay - OP 1/2021 The Motor Vehicles Industry in Slovakia, 2005-2015
by Biswajit Banerjee & Juraj Zeman
2020
- WP 7/2020 On Using Triples to Assess Symmetry Under Weak Dependence
by Zacharias Psaradakis & Marian Vavra - WP 6/2020 Surveying the Impact of the Covid-19 Recession on the Financial Situation of Indebted Households
by Andrej Cupák & Ján Klacso & Martin Suster - WP 5/2020 Fifty Shades of QE: Conflicts of Interest in Economic Research
by Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor - WP 4/2020 Confidence, financial literacy and investment in risky assets: Evidence from the Survey of Consumer Finances
by Andrej Cupak & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski - WP 3/2020 R-star in Transition Economies: Evidence from Slovakia
by Patrik Kupkovic - WP 2/2020 Identifying the Financial Cycle in Slovakia
by Patrik Kupkovic & Martin Suster - WP 1/2020 Determinants of Global Value Chain Participation: Cross-country Analysis
by Biswajit Banerjee & Juraj Zeman
2019
- WP 9/2019 Fiscal Policy and the Nominal Term Premium
by Roman Horvath & Lorant Kaszab & Ales Marsal - WP 8/2019 PreMISE: DSGE Model of the Slovak Economy Integrated in a Monetary Union
by Milan Vyskrabka & Stanislav Tvrz & Martin Zeleznik - WP 7/2019 The limits of foreign-led growth: Demand for digital skills by foreign and domestic firms in Slovakia
by Jan Drahokoupil & Brian Fabo - WP 6/2019 Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion
by Ales Marsal & Katrin Rabitsch & Lorant Kaszab - WP 5/2019 Institutions and determinants of firm survival in European emerging markets
by Eduard Baumohl & Ichiro Iwasaki & Evzen Kocenda - WP 4/2019 Firm survival in new EU member states
by Eduard Baumohl & Ichiro Iwasaki & Evzen Kocenda - WP 3/2019 Construction of a survey-based measure of output Gap
by Michal Bencik - WP 2/2019 Yield Curve Dynamics and Fiscal Policy Shocks
by Adam Kuèera & Evžen Koèenda & Aleš Maršál - WP 1/2019 The effect of the single currency on exports: comparative firm-level evidence
by Tibor Lalinsky & Jaanika Meriküll - OP 1/2019 Results of the third wave of the Household Finance and Consumption Survey [Vysledky tretej vlny zistovania o financiach a spotrebe domacnosti (HFCS)]
by Judita Jurasekova Kucserova & Anna Strachotova
2018
- WP 5/2018 Bootstrap Assisted Tests of Symmetry for Dependent Data
by Zacharias Psaradakis & Marian Vavra - WP 4/2018 Financial Transaction Taxes and Expert Advice
by Michele Dell’Era - WP 3/2018 Assessing Distributional Properties of Forecast Errors
by Marian Vavra - WP 2/2018 Financial literacy gaps across countries: the role of individual characteristics and institutions
by Andrej Cupak & Pirmin Fessler & Maria Silgoner & Elisabeth Ulbrich - WP 1/2018 Income distribution and economic growth; empirical results for Slovakia
by Juraj Zeman
2017
- WP 12/2017 Normality Tests for Dependent Data
by Zacharias Psaradakis & Marian Vavra - WP 11/2017 Do Fiscal Multipliers Vary with Different Character of Monetary-Fiscal Interactions?
by Michal Bencik - WP 10/2017 Financial literacy and voluntary savings for retirement in Slovakia
by Zuzana Brokesova & Andrej Cupak & Gueorgui Kolev - WP 9/2017 How do firms adjust to rises in the minimum wage? Survey evidence from Central and Eastern Europe
by Katalin Bodnár & Ludmila Fadejeva & Stefania Iordache & Liina Malk & Desislava Paskaleva & Jurga Pesliakaite & Nataša Todorovic Jemec & Peter Tóth & Robert Wyszynski - WP 8/2017 Asymmetric wage adjustment and employment in European firms
by Petra Marotzke & Robert Anderton & Ana Bairrao & Clémence Berson & Peter Tóth - WP 7/2017 Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market
by Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová - WP 6/2017 Measuring the Efficiency of VAT reforms: Evidence from Slovakia
by Andrej Cupák & Peter Tóth - WP 5/2017 Macroeconomic Impact of Basel III: Evidence from a Meta-Analysis
by Jarko Fidrmuc & Ronja Lind - WP 4/2017 On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007
by Juraj Zeman & Biswajit Banerjee & Ludovit Odor & William O. Riiska Jr. - WP 3/2017 Government Spending and the Term Structure of Interest Rates in a DSGE Model
by Ales Marsal & Lorant Kaszab & Roman Horvath - WP 2/2017 Market Reading of Central Bankers Words. A High-Frequency Evidence
by Pavel Gertler & Roman Horvath - WP 1/2017 Did quantitative easing boost bank lending? The Slovak experience
by Adriana Lojschova
2016
- WP 5/2016 Assessing European firms’ exports and productivity distributions: the CompNet trade module
by Antoine Berthou & Emmanuel Dhyne & Matteo Bugamelli & Ana-Maria Cazacu & Calin-Vlad Demian & Péter Harasztosi & Tibor Lalinsky & Jaanika Meriküll & Filippo Oropallo & Ana Cristina Soares - WP 4/2016 Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions
by Marian Vavra - WP 3/2016 Export characteristics and output volatility: comparative firm-level evidence for CEE countries
by Urška Èede & Bogdan Chiriacescu & Péter Harasztosi & Péter Harasztosi & Tibor Lalinsky & Jaanika Meriküll - WP 2/2016 Fiscal multipliers in Slovak economy DSGE simulation
by Juraj Zeman - WP 1/2016 Portmanteau Tests for Linearity of Stationary Time Series
by Zacharias Psaradakis & Marian Vavra
2015
- WP 5/2015 On a Bootstrap Test for Forecast Evaluations
by Marian Vavra - WP 4/2015 Small-scale nowcasting models of GDP for selected CESEE countries
by Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth - OP 3/2015 Wage Rigidities and Jobless Recovery in Slovakia: New Survey Evidence
by Peter Toth & Katarina Valkova - WP 2/2015 Are indebted households poorer? Evidence from Slovakia
by Tibor Zavadil & Teresa Messner - WP 1/2015 Testing for normality with applications
by Marian Vavra - OP 1/2015 Short-term Forecasting of Real GDP Using Monthly Data
by Juraj Hucek & Alexander Karsay & Marian Vavra
2014
- WP 2/2014 Dual regime fiscal multipliers in converging economies - a simplified STVAR approach
by Michal Bencik - PP 1/2014 Macro Stress Testing Framework at the National Bank of Slovakia
by Jan Klacso - WP 1/2014 Finding Yeti: More robust estimates of output gap in Slovakia
by Ludovit Odor & Judita Jurasekova Kucserova - OP 1/2014 Regional differences in household wealth across Slovakia
by Tibor Zavadil & Teresa Messner
2013
- WP 5/2013 To Work or Not to Work? Estimates of Labour Supply Elasticities
by Zuzana Siebertova & Matus Senaj & Norbert Svarda & Jana Valachyova - WP 4/2013 Firm competitiveness determinants: results of a panel data analysis
by Tibor Lalinsky - WP 3/2013 Testing for linear and Markov switching DSGE models
by Marian Vavra - WP 2/2013 Testing for non-linearity in multivariate stochastic processes
by Marian Vavra - WP 1/2013 Testing for marginal asymmetry of weakly dependent processes
by Marian Vavra
2012
- WP 6/2012 Inflation drivers in new EU members
by Martina Alexová - WP 5/2012 Fiscal Space in the Euro zone
by Frantisek Hajnovic & Juraj Zeman - WP 4/2012 Labor Cost Adjustment: Evidence From a Survey of Slovak Firms
by Marianna Cervena - WP 3/2012 Base Wage Rigidities: Evidence From a Survey of Slovak Firms
by Marianna Cervena - WP 2/2012 Human Capital, Consumption, and Housing Wealth in Transition
by Jarko Fidrmuc & Matus Senaj - WP 1/2012 Costs and benefits of Slovakia entering the euro area. A quantitative evaluation
by Juraj Zeman
2011
- WP 2/2011 European Taxes in a Laboratory
by Matus Senaj & Milan Vyskrabka - WP 1/2011 Business cycle synchronisation between the V4 countries and the euro area
by Michal Bencik
2010
- OP 3/2010 Business Competitiveness after Euro Adoption in Slovakia
by Tibor Lalinsky - WP 3/2010 The wage curve: A panel data view of labour market segments
by Pavel Gertler - WP 2/2010 Do Unit Labor Cost Drive Inflation in the Euro Area?
by Sandra Tatierska - WP 1/2010 MUSE: Monetary Union and Slovak Economy model
by Matus Senaj & Milan Vyskrabka & Juraj Zeman - DP 1/2010 Structural Policy Challenges in Slovakia
by Martin Filko & Stefan Kiss & Ludovit Odor & Matej Siskovic
2009
- WP 4/2009 What Determines Borrowing Costs of EU Countries
by Jan Zilinsky - WP 3/2009 DSGE Model-Slovakia
by Juraj Zeman & Matus Senaj - DP 2/2009 Making Fiscal Commitments Credible
by Michal Horvath & Ludivit Odor - DP 1/2009 Effects of Monetary Policy Shocks in Slovakia
by Judita Jurasekova Kucserova
2008
- WP 7/2008 Downward Wage Rigidities in Slovakia
by Pavel Gertler & Matus Senaj - WP 6/2008 ULC Dynamics of Euro Area Countries and SR in the Long Run
by Sandra Tatierska - WP 3/2008 Competitiveness Factors of Slovak Companies
by Tibor Lalinsky - WP 1/2008 Macro Stress Testing of the Slovak Banking Sector
by Juraj Zeman & Pavol Jurca
2006
- 1/2006 The Effects of euro Adoption on the Slovak Economy
by Martin Suster & Marek Arendas & Michal Bencik & Pavel Gertler & Frantisek Hajnovic & Zora Kominkova & Tibor Lalinsky & Marian Nemec & Dusan Preisinger & Vladimir Solanic & Anna Strachotova & Marcel Tirpak & Tomas Tozser & Juraj Zeman