Central Bank Research Hub - Series: Czech National Bank Working papers

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract Full text	Expected Regime Change: Transition Toward Nominal Exchange Rate Stability Paper: 2013/02, 20.03.2013	František Brázdik
Abstract Full text	Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber Paper: 2012/09, 19.03.2013	Volha Audzei František Brázdik
Abstract Full text	Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach Paper: 2012/14, 14.03.2013	Jitka Lešanovská Ivana Kubicová Václav Hausenblas
Abstract Full text	Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic Paper: 2012/12, 13.03.2013	Jakub Seidler Martin Vojtek Aelita Belyaeva Konstantin Belyaev Tomáš Konecný
Abstract Full text	Assessing the Impact of Fiscal Measures on the Czech Economy Paper: 2012/15, 08.03.2013	Jakub Ryšánek Jan Babecký Róbert Ambriško Vilém Valenta
Abstract Full text	Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank Paper: 2012/11, 07.03.2013	Jakub Seidler Petr Jakubík
Abstract Full text	Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework Paper: 2012/13, 26.02.2013 JEL: E62, H30	Michal Franta
Abstract Full text	Coordination Incentives in Cross-Border Macroprudential Regulation Paper: 2012/08, 06.02.2013	Jakub Seidler Alexis Derviz
Abstract Full text	Transmission Lags of Monetary Policy: A Meta-Analysis Paper: 2012/10, 27.11.2012	Marek Rusnák Tomáš Havránek
Abstract Full text	Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News Paper: 2012/07, 08.10.2012	Peter Claeys Borek Vašícek
Abstract Full text	Banks' Capital and Liquidity Creation: Granger Causality Evidence Paper: 2012/05, 27.08.2012 JEL: G21, G28	Roman Horváth Laurent Weill Jakub Seidler
Abstract Full text	Tracking Monetary-Fiscal Interactions Across Time and Space Paper: 2012/06, 14.08.2012 JEL: C10, E61	Petr Stehlík Jan Libich Michal Franta
Abstract Full text	Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries Paper: 2012/04, 19.06.2012 JEL: C11, C22, E31, E52	Miroslav Plasil Borek Vašícek Jaromír Baxa
Abstract Full text	Does Central Bank Financial Strength Matter for Inflation? An Empirical Analysis Paper: 2012/03, 15.06.2012 JEL: E31, E52, E58	Ivana Kubicová Narcisa Liliana Kadlcáková Sona Benecká Tomáš Holub
Abstract Full text	Monetary Conditions and Banks' Behaviour in the Czech Republic Paper: 2012/02, 09.02.2012	Adam Geršl Steven Ongena Petr Jakubík Dorota Kowalczyk José-Luis Peydró Alcalde
Abstract	Hedging Behaviour of Czech Exporting Firms Paper: 2011/14, 01.02.2012	Vlastimil Cadek Branislav Saxa Helena Rottová
Abstract Full text	Monetary Policy Implications of Financial Frictions in the Czech Republic Paper: 2011/12, 18.01.2012	Osvald Vašícek Jaromír Tonner Jakub Ryšánek
Abstract	Firm-Level Labour Demand: Adjustment in Good Times and During the Crisis Paper: 2011/15, 13.01.2012	Kamil Galušcák Lubomír Lízal Jan Babecký
Abstract Full text	Models for Stress Testing Czech Banks' Liquidity Risk Paper: 2011/11, 13.01.2012	Adam Geršl Zlatuše Komárková Luboš Komárek
Abstract	Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic Paper: 2011/13, 05.01.2012	Roman Horváth Michal Franta Marek Rusnák
Abstract Full text	Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting and Financial Stability Stress Tests Paper: 2011/10, 20.12.2011	Jozef Baruník Roman Horváth Michal Franta Katerina Šmídková
Abstract Full text	The Impact of Capital Measurement Error Correction on Firm-Level Production Function Estimation Paper: 2011/09, 02.12.2011	Kamil Galušcák Lubomír Lízal
Abstract Full text	Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries Paper: 2011/08, 07.11.2011	Jakub Mateju Katerina Šmídková Borek Vašícek Jan Babecký Marek Rusnák Tomáš Havránek
Abstract Full text	Determinants of Horizontal Spillovers from FDI: Evidence from a Large Meta-Analysis Paper: 2011/07, 31.10.2011	Tomáš Havránek Zuzana Iršová
Abstract Full text	How Are Inflation Targets Set? Paper: 2011/06, 27.09.2011	Roman Horváth Jakub Mateju
Abstract Full text	Financial Frictions, Bubbles, and Macroprudential Policies Paper: 2011/04, 16.09.2011	Alexis Derviz
Abstract Full text	Is Monetary Policy in the New EU Member States Asymmetric? Paper: 2011/05, 28.07.2011	Borek Vašícek
Abstract Full text	Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? Paper: 2011/03, 21.07.2011	Roman Horváth Borek Vašícek Jaromír Baxa
Abstract Full text	How to Solve the Price Puzzle? A Meta-Analysis Paper: 2011/02, 13.07.2011	Roman Horváth Marek Rusnák Tomáš Havránek
Abstract Full text	Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective Paper: 2010/14, 26.04.2011	Filip Novotný Marie Raková
Abstract Full text	Financial Frictions and Credit Spreads Paper: 2010/15, 14.04.2011	Ke Pang Pierre L. Siklos
Abstract Full text	Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators Paper: 2010/12, 13.04.2011	Katerina Arnoštová Luboš Ružicka David Havrlant Peter Tóth
Abstract Full text	Central Bank Forecasts as a Coordination Device Paper: 2010/13, 12.04.2011	Branislav Saxa Jan Filácek
Abstract Full text	Financial Integration at Times of Financial Instability Paper: 2010/09, 06.04.2011	Zlatuše Komárková Jan Babecký Luboš Komárek
Abstract Full text	Who Borrows and Who May Not Repay? Paper: 2010/10, 05.04.2011	Alena Bicáková Renata Pašalicová Zuzana Prelcová
Abstract Full text	Does Money Help Predict Inflation? An Empirical Assessment for Central Europe Paper: 2010/05, 11.03.2011	Roman Horváth Filip Rozsypal Luboš Komárek
Abstract Full text	Central Banks' Voting Record and Future Policy Paper: 2010/11, 11.03.2011	Roman Horváth Jan Zápal Katerina Šmídková
Abstract Full text	Effects of Price Shocks to Consumer Demand. Estimating the QUAIDS Demand System on Czech Household Budget Survey Data Paper: 2010/08, 09.03.2011	Kamil Dybczak Peter Tóth David Vonka
Abstract Full text	The Margins of Labour Cost Adjustment: Survey Evidence from European Firms Paper: 2010/07, 23.02.2011	Philip Du Caju Julián Messina Jan Babecký Theodora Kosma Martina Lawless Tairi Rõõm
Abstract Full text	Relationship Lending in the Czech Republic Paper: 2010/01, 16.02.2011	Adam Geršl Petr Jakubík
Abstract Full text	Do Financial Variables Help Predict Macroeconomic Environment? Paper: 2010/06, 15.02.2011	Roman Horváth Jakub Mateju Tomáš Havránek
Abstract Full text	A Gravity Approach to Modelling International Trade in South-Eastern Europe and the Commonwealth of Independent States: The Role of Geography, Policy and Institutions Paper: 2010/04, 15.02.2011	Oxana Babecká Kucharcuková Martin Raiser Jan Babecký
Abstract Full text	Measuring Excessive Risk-Taking in Banking Paper: 2009/03, 03.02.2011	Laurent Weill Jirí Podpiera
Abstract Full text	How Does Monetary Policy Change? Evidence on Inflation Targeting Countries Paper: 2010/02, 20.12.2010	Jaromír Baxa Borek Vašícek Roman Horváth
Abstract Full text	Banking Crises and the Rules of the Game Paper: 2009/14, 19.11.2010	Charles W. Calomiris
Abstract Full text	Which Foreigners are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI Paper: 2010/03, 20.09.2010 JEL: C83, F23	Tomáš Havránek Zuzana Iršová
Abstract Full text	Funding Costs and Loan Pricing by Multinational Bank Affiliates Paper: 2009/09, 24.08.2010 JEL: D82, F36, G21, G31	Marie Raková Alexis Derviz
Abstract Full text	The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic Paper: 2009/13, 19.08.2010 JEL: C02, G13, G33	Petr Jakubík Jakub Seidler
Abstract Full text	Perception is always Right: CNB´s Monetary Policy in the Media Paper: 2009/10, 19.08.2010 JEL: E52, E58	Branislav Saxa Petr Král Jirí Böhm
Abstract Full text	Changes in the Czech Wage Structure: Does Immigration Matter? Paper: 2009/11, 07.06.2010 JEL: J21, J31	Kamil Galušcák Kamil Dybczak

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004