Central Bank Research Hub - Series: Bank of Lithuania Working Papers

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008

Title Author(s)

R, growth, and macroprudential policy in an economy undergoing boom-bust cycles

Paper: 48, 11.12.2017

JEL: E22, E32, E44, O30, O40

Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices

Paper: 47, 05.10.2017

JEL: E3, F3, F4, G12

Optimal Long-Run Inflation and the Informal Economy

Paper: 46, 20.09.2017

JEL: E26, E52, H26

The Knotty Interplay Between Credit and Housing

Paper: 45, 23.06.2017

JEL: C21, E51, O18, R31

Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy

Paper: 44, 24.04.2017

JEL: E44, G11, G21, K35, R21

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

Paper: 43, 03.04.2017

JEL: E22, G12, H20, I30, O30

Monetary Policy under Behavioral Expectations: Theory and Experiment

Paper: 42, 30.03.2017

JEL: C90, D84, E03, E52

U.K. Monetary Policy under Inflation Targeting

Paper: wp2017-41, 02.03.2017

JEL: C22, C52, C53, E58

U.K. Monetary Policy under Inflation Targeting

Paper: 41, 02.03.2017

JEL: C22, C52, C53, E52, E58

A panel VAR analysis of macro-financial imbalances in the EU

Paper: 40, 28.02.2017

JEL: C33, F31, F32

A panel VAR analysis of macro-financial imbalances in the EU

Paper: wp2017-40, 24.02.2017

JEL: C33, F31, F32

Spatial Nexus in Crime and Unemployement in Times of Crisis

Paper: wp2016-39, 20.02.2017

JEL: C31, J64, K42, R10

Exchange Rate Pass-Through in the Euro Area

Paper: wp2016-38, 27.01.2017

JEL: E31, F3, F41

Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins

Paper: wp2016-37, 12.12.2016

JEL: C33, C34, F21, F62, O16

Investment-Specific Shocks, Business Cycles, and Asset Prices

Paper: wp2016-36, 24.11.2016

JEL: E32, G12

The pass-through to consumer prices in CIS economies: the role of exchange rates, commodities and other common factors

Paper: wp2016-35, 10.11.2016

JEL: C38, E31, F31

Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies

Paper: wp2016-34, 10.11.2016

JEL: E32, E44, F36

Labour Market Institutions in Open Economy

Paper: wp2016-33, 25.08.2016

JEL: E24, F12, F16

Aging, (Pension) Reforms and the Shadow Economy in Southern Europe

Paper: wp2016-32, 24.08.2016

JEL: E24, E26, H55, J11

A Detailed Description of OGRE, the OLG Model

Paper: wp2016-31, 24.08.2016

JEL: E24, E26, H55, J11

An Experimental Study of Bond Market Pricing

Paper: wp2016-30, 09.08.2016

JEL: C90, C92, D47, G12

Labour Shares, Fertility and Longevity in an OLG model

Paper: wp2016-28, 01.07.2016

JEL: C51, E25, J14

Disentangling the Monetary Policy Stance

Paper: wp2016-27, 15.05.2016

JEL: E52, E58, E61

Dutch Disease, Real Effective Exchange Rate Misalignments and their Effect on GDP Growth in the EU

Paper: wp2016-26, 26.04.2016

JEL: C23, F31, F43

Commodities, Financialization, and Heterogeneous Agents

Paper: wp2016-25, 26.03.2016

JEL: E23, G12, G13, I30, Q11

Monetary policy transmission: the case of Lithuania

Paper: wp2016-24, 26.02.2016

JEL: C32, C33, E52

Population Ageing and Inflation with Endogenous Money Creation

Paper: wp2016-23, 26.01.2016

JEL: E12, E31, E41, J10

Determinants of Credit Constrained Firms: Evidence from Central and Eastern Europe Region

Paper: wp2015-22, 26.12.2015

JEL: E51, F34, G21, L10

Global Perspective on Structural Labour Market Reforms in Europe

Paper: wp2015-21, 13.11.2015

JEL: C32, C33, E24, F12, F16

Current Account and REER Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach

Paper: wp2015-20, 30.10.2015

JEL: C23, F31, F32

Is there a competition-stability trade-off in European banking?

Paper: wp2015-19, 30.10.2015

JEL: G21, G28, G32, L51

Long-run Determinants and Misalignments of the Real Effective Exchange Rate in the EU

Paper: wp2015-18, 30.10.2015

JEL: C23, F31

Forecasting Lithuanian Inflation

Paper: wp2015-17, 30.10.2015

JEL: C52, C53, E37

Selection of Short-Term Fixed Interest Rate Mortgages in an Emerging Market: The Case of Lithuania

Paper: wp2014-16, 30.10.2014

Optimal asymmetric taxation in a two-sector model with population ageing

Paper: wp2014-15, 30.10.2014

JEL: E62, H21, J10

New Keynesian Phillips Curve in Lithuania

Paper: wp2012-14, 30.10.2012

JEL: D40, E30

Generating short-term forecasts of the Lithuanian GDP using factor models

Paper: wp2012-13, 30.10.2012

JEL: C22, E37

Profit Dynamics across the Largest Euro Area countries and Sectors

Paper: wp2011-12, 30.10.2011

JEL: C32, E23, E25

Price Setting in Lithuania: More Evidence from the Survey of Firms

Paper: wp2011-11, 30.10.2011

JEL: D40, E30

What Caused the Recent Boom-And-Bust Cycle in Lithuania? Evidence from a Macromodel with the Financial Sector

Paper: wp2011-10, 30.10.2011

JEL: E10, E17, E37, E51

Potential Output in DSGE Models

Paper: wp2011-09, 30.10.2011

JEL: E32, E37, E52

The Implementation of Scenarios Using DSGE Models

Paper: wp2010-08, 30.10.2010

JEL: E32, E37, E52, E62

Wage and Price Setting Behaviour of Lithuanian Firms

Paper: wp2010-07, 30.10.2010

JEL: D40, J30

Building an Artificial Stock Market Populated by Reinforcement-Learning Agents

Paper: wp2009-06, 30.10.2009

JEL: G10, G11, G14

Estimation of the Euro Area Output Gap Using the NAWM

Paper: wp2009-05, 30.10.2009

JEL: C11, C32, E31, E32

The Effects of Fiscal Instruments on the Economy of Lithuania

Paper: wp2009-04, 30.10.2009

JEL: E62, H24, H25

Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach 

Paper: wp2009-03, 30.10.2009

JEL: G10, G11, G14, Y20

Personal Income Tax Reform in Lithuania: Macroeconomic and Welfare Implications

Paper: wp2008-02, 30.10.2008

JEL: E62, H24, H25, H26

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Presudo Real-Time Forecast Evaluation Exercise

Paper: wp2008-01, 30.10.2008

JEL: C53, E37

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008