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

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Title Author(s)

Currency Shocks to Export Sales of Importers: A Heterogeneous Firms Model and Czech Micro Estimates

Paper: 2013/04, 02.08.2013

Expected Regime Change: Transition Toward Nominal Exchange Rate Stability

Paper: 2013/02, 20.03.2013

Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber

Paper: 2012/09, 19.03.2013

Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach

Paper: 2012/14, 14.03.2013

Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic

Paper: 2012/12, 13.03.2013

Assessing the Impact of Fiscal Measures on the Czech Economy

Paper: 2012/15, 08.03.2013

Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank

Paper: 2012/11, 07.03.2013

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

Coordination Incentives in Cross-Border Macroprudential Regulation

Paper: 2012/08, 06.02.2013

Transmission Lags of Monetary Policy: A Meta-Analysis

Paper: 2012/10, 27.11.2012

Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News

Paper: 2012/07, 08.10.2012

Banks' Capital and Liquidity Creation: Granger Causality Evidence

Paper: 2012/05, 27.08.2012

JEL: G21, G28

Tracking Monetary-Fiscal Interactions Across Time and Space

Paper: 2012/06, 14.08.2012

JEL: C10, E61

Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries

Paper: 2012/04, 19.06.2012

JEL: C11, C22, E31, E52

Does Central Bank Financial Strength Matter for Inflation? An Empirical Analysis

Paper: 2012/03, 15.06.2012

JEL: E31, E52, E58

Monetary Conditions and Banks' Behaviour in the Czech Republic

Paper: 2012/02, 09.02.2012

Hedging Behaviour of Czech Exporting Firms

Paper: 2011/14, 01.02.2012

Monetary Policy Implications of Financial Frictions in the Czech Republic

Paper: 2011/12, 18.01.2012

Firm-Level Labour Demand: Adjustment in Good Times and During the Crisis

Paper: 2011/15, 13.01.2012

Models for Stress Testing Czech Banks' Liquidity Risk

Paper: 2011/11, 13.01.2012

Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic

Paper: 2011/13, 05.01.2012

Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting and Financial Stability Stress Tests

Paper: 2011/10, 20.12.2011

The Impact of Capital Measurement Error Correction on Firm-Level Production Function Estimation

Paper: 2011/09, 02.12.2011

Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries

Paper: 2011/08, 07.11.2011

Determinants of Horizontal Spillovers from FDI: Evidence from a Large Meta-Analysis

Paper: 2011/07, 31.10.2011

How Are Inflation Targets Set?

Paper: 2011/06, 27.09.2011

Financial Frictions, Bubbles, and Macroprudential Policies

Paper: 2011/04, 16.09.2011

Is Monetary Policy in the New EU Member States Asymmetric?

Paper: 2011/05, 28.07.2011

Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?

Paper: 2011/03, 21.07.2011

How to Solve the Price Puzzle? A Meta-Analysis

Paper: 2011/02, 13.07.2011

Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective

Paper: 2010/14, 26.04.2011

Financial Frictions and Credit Spreads

Paper: 2010/15, 14.04.2011

Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators

Paper: 2010/12, 13.04.2011

Central Bank Forecasts as a Coordination Device

Paper: 2010/13, 12.04.2011

Financial Integration at Times of Financial Instability

Paper: 2010/09, 06.04.2011

Who Borrows and Who May Not Repay?

Paper: 2010/10, 05.04.2011

Does Money Help Predict Inflation? An Empirical Assessment for Central Europe

Paper: 2010/05, 11.03.2011

Central Banks' Voting Record and Future Policy

Paper: 2010/11, 11.03.2011

Effects of Price Shocks to Consumer Demand. Estimating the QUAIDS Demand System on Czech Household Budget Survey Data

Paper: 2010/08, 09.03.2011

The Margins of Labour Cost Adjustment: Survey Evidence from European Firms

Paper: 2010/07, 23.02.2011

Relationship Lending in the Czech Republic

Paper: 2010/01, 16.02.2011

Do Financial Variables Help Predict Macroeconomic Environment?

Paper: 2010/06, 15.02.2011

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

Measuring Excessive Risk-Taking in Banking

Paper: 2009/03, 03.02.2011

How Does Monetary Policy Change? Evidence on Inflation Targeting Countries

Paper: 2010/02, 20.12.2010

Banking Crises and the Rules of the Game

Paper: 2009/14, 19.11.2010

Which Foreigners are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI

Paper: 2010/03, 20.09.2010

JEL: C83, F23

Funding Costs and Loan Pricing by Multinational Bank Affiliates

Paper: 2009/09, 24.08.2010

JEL: D82, F36, G21, G31

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Paper: 2009/13, 19.08.2010

JEL: C02, G13, G33

Perception is always Right: CNB´s Monetary Policy in the Media

Paper: 2009/10, 19.08.2010

JEL: E52, E58

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