Hungary - Central Bank Research Hub

Title Author(s)

Harmonic distances and systemic stability in heterogeneous interbank networks

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/1, 01.01.2017)

JEL: D85, E44, G01, G21, G28, L14

A model of bank behaviour for the assessmentof the potential balance sheet impact of theNSFR liquidity requirement

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/3, 01.01.2017)

JEL: C33, C36, C61, G21, G28

An agent based Keynesian model with credit cycles and countercyclical capital buffer

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/5, 01.01.2017)

JEL: E12, E32, E44, G18, G21

Cross-Border Portfolio Diversification under Trade Linkages

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/2, 01.01.2017)

JEL: F21, F36, F41, G11

Public Wage Spillovers: The Role of Individual Characteristics and Employer Wage Policies

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/4, 01.01.2017)

JEL: J23, J31, J45

The Impact of the Magyar Nemzeti Bank's Funding for Growth Scheme on Firm Level Investment

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2015/02, 24.04.2015)

JEL: D04, E58, G38

 

Explaining Bond and Equity Premium Puzzles Jointly in a DSGE Model

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2015/01, 11.03.2015)

JEL: E13, E31, E43, E44, E62

Carry Trade, Uncovered Interest Parity and Monetary Policy

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2014/03, 17.06.2014)

JEL: E52, F31

Early warning indicators: financial and macroeconomic imbalances in Central and Eastern European countries

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2014/02, 04.04.2014)

JEL: E32, E37, E44, E58

Corporate Foreign Currency Borrowing and Investment. The Case of Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2014/01, 14.02.2014)

Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2013/03, 03.01.2014)

Sticky Price Inflation Index: An Alternative Core Inflation Measure

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2013/02, 03.01.2014)

The Hungarian Monetary Policy Model

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2013/01, 27.02.2013)

Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/07, 27.12.2012)

Currency mismatch and the sub-prime crisis: firm-level stylised facts from Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/08, 27.12.2012)

Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/06, 14.11.2012)

The role of external and country specific factors in Hungarian inflation developments

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/05, 28.09.2012)

Need for Speed: Is Faster Trade in the EU Trade-creating?

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/04, 25.07.2012)

JEL: F13, F14, F15

Is there a carry trade channel of monetary policy in emerging countries?

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/03, 01.07.2012)

JEL: C11, C33, E44, E58, F32

Voting by monetary policy committees: evidence from the CEE inflation-targeting countries

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/02, 13.03.2012)

JEL: C23, D72, D83, E58

The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/01, 26.01.2012)

What drives cash demand? Transactional and residual cash demand in selected countries

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/10, 14.12.2011)

The elasticity of taxable income of high earners: Evidence from Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/11, 14.12.2011)

Growth in Hungary 1994-2008: The role of capital, labour, productivity and reallocation

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/12, 14.12.2011)

Downward Wage Rigidity in Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/09, 26.10.2011)

Asset prices and financial imbalances in CEE countries: macroeconomic risks and monetary strategy

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/08, 23.09.2011)

Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian Economy

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/07, 27.07.2011)

Convergence and Distortions: the Czech Republic, Hungary and Poland between 1996-2009

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/06, 19.07.2011)

Fiscal Calculus in a New Keynesian Model with Labor Market Frictions

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/05, 27.06.2011)

Beating the Random Walk in Central and Eastern Europe by Survey Forecasts

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/03, 21.06.2011)

Labor Market Participation, Unemployment and Monetary Policy

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/04, 21.06.2011)

Testing the asset pricing model of exchange rates with survey data

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/02, 21.06.2011)

Business fixed investment and credit market frictions. A VECM approach for Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2011/01, 04.04.2011)

Household inflation expectations and inflation dynamics

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/12, 22.12.2010)

A Structural Vector Autoregressive (SVAR) Model for the Hungarian labour market

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/11, 17.11.2010)

Is exchange rate ¿ customer order flow relationship linear? Evidence from the Hungarian FX market

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/10, 29.10.2010)

Inter-industry wage differentials in EU countries: what do cross-country time varying data add to the picture?

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/09, 19.10.2010)

Optimality criteria of hybrid inflation-price level targeting

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/08, 08.09.2010)

JEL: E50, E52, E58

Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/07, 09.08.2010)

Trade policy: home market effect versus terms of trade externality

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/06, 03.07.2010)

The role of financial market structure and the trade elasticity for monetary policy in open economies

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/05, 13.04.2010)

Optimal simple monetary policy rules and welfare in a DSGE Model for Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/04, 13.04.2010)

Inflation asymmetry, menu costs and aggregation bias ¿ A further case for state dependent pricing

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/03, 08.04.2010)

Firm-level adjustment costs and aggregate investment dynamics ¿ Estimation on Hungarian data

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/02, 08.04.2010)

Risk premium shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2010/01, 26.01.2010)

Driving Forces Behind Changes in the Aggregate Labour Force Participation in Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2009/05, 16.12.2009)

Capital liberalization and the US external imbalance

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2009/04, 16.12.2009)

Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2009/03, 07.10.2009)

Minimumwage and tax evasion: theory and evidence

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2009/02, 08.09.2009)

A joint macroeconomic-yield curve model for Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2009/01, 03.06.2009)