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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Understanding Rating Movements in Euro Area Countries

Paper: 2017/06, 31.10.2017

JEL: C25, G24, H63, H68

International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries

Paper: 2017/05, 21.09.2017

JEL: E52, E58

Updating the Ultimate Forward Rate over Time: A Possible Approach

Paper: 2017/03, 17.07.2017

JEL: E43, G22, L51, M2

A DSGE Model with Financial Dollarization - the Case of Serbia

Paper: 2017/02, 13.06.2017

JEL: E44, F41, F47

System Priors for Econometric Time Series

Paper: 2017/01, 25.05.2017

JEL: C11, C18, C51

Credit Constraints and Creditless Recoveries: An Unsteady State Approach

Paper: 2016/10, 16.01.2017

JEL: C61, D92, E22, G33, G38

Margins of Trade: Czech Firms Before, During and After the Crisis

Paper: 2016/12, 19.12.2016

JEL: F02, F20, G01

Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic

Paper: 2016/09, 08.12.2016

JEL: C11, E62, F41, H30

Nowcasting the Czech Trade Balance

Paper: 2016/11, 06.12.2016

JEL: C53, C55, F17

Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"

Paper: 2016/08, 10.11.2016

JEL: C83, D12, E21

Confidence Cycles and Liquidity Hoarding

Paper: 2016/07, 10.10.2016

JEL: E22, E32, G01, G18

Monetary Policy and Macroprudential Policy: Rivals or Teammates?

Paper: 2016/06, 27.09.2016

JEL: E52, E58, E61, G12, G18

Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion

Paper: 2016/04, 24.06.2016

JEL: E44, G12, G14, G15

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Paper: 2016/05, 23.06.2016

JEL: C11, C32, C53

On the Sources of Business Cycles: Implications for DSGE Models

Paper: 2016/03, 06.05.2016

JEL: C10, E32, E50

Monetary Transmission: Are Emerging Market and Low Income Countries Different?

Paper: 2016/02, 08.04.2016

JEL: E43, E52, G12

Natural Resources and Economic Growth: A Meta-Analysis

Paper: 2016/01, 29.02.2016

JEL: C51, O13, Q30

Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?

Paper: 2015/13, 24.02.2016

JEL: C53, E37, E47, E52, E63

Does Greater Capital Hamper the Cost Efficiency of Banks?

Paper: 2015/10, 22.02.2016

JEL: G21, G28

Profitability Life Cycle of Foreign Direct Investment and its Application to the Czech Republic

Paper: 2015/11, 27.01.2016

JEL: C33, F21, F32

Bank Effciency and Interest Rate Pass-Through: Evidence from Czech Loan Products

Paper: 2015/09, 22.12.2015

JEL: E43, E58, G21

Dynamic Elasticities of Tax Revenue: Evidence from the Czech Republic

Paper: 2015/08, 17.12.2015

JEL: H24, H25, H27

Labour Market Modelling within a DSGE Approach

Paper: 2015/06, 11.12.2015

JEL: C53, E32, E37

Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries

Paper: 2015/07, 10.11.2015

JEL: C32, E32, F31, F41

In the Quest of Measuring the Financial Cycle

Paper: 2015/05, 04.07.2015

JEL: C11, E32, E37, E58

Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence

Paper: 2015/04, 04.06.2015

JEL: C11, C32, E44

Habit Formation in Consumption: A Meta-Analysis

Paper: 2015/03, 04.05.2015

JEL: C83, D12, E21

Bank Competition and Financial Stability: Much Ado about Nothing?

Paper: 2015/02, 04.04.2015

JEL: C11, C83, G21, L16

Do Borders Really Slash Trade? A Meta-Analysis

Paper: 2015/01, 04.03.2015

JEL: F14, F15

Forecasting Czech GDP Using Mixed-Frequency Data Models

Paper: 08/2014, 12.12.2014

JEL: C53, C82, E52

Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates

Paper: 07/2014, 13.10.2014

JEL: E44, F31, G12, G20

Cross-Country Heterogeneity in Intertemporal Substitution

Paper: 06/2014, 13.10.2014

JEL: C83, D91, E21

The Impact of Monetary Policy on Financing of Czech Firms

Paper: 05/2014, 13.10.2014

JEL: E44, E51, E52, G21, G32

International Reserves: Facing Model Uncertainty

Paper: 03/2014, 13.10.2014

JEL: C23, E58, F41

Stress Testing the Private Household Sector Using Microdata

Paper: 02/2014, 13.10.2014

JEL: D12, D31, E17

Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy

Paper: 01/2014, 13.10.2014

JEL: D22, D92, E22, G32

Identification of Asset Price Misalignments on Financial Markets with Extreme Value Theory

Paper: 2013/14, 16.06.2014

JEL: C38, C58, E44, G12

Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy

Paper: 2014/01, 27.03.2014

Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic

Paper: 2013/10, 24.03.2014

Sources of Asymmetric Shocks: The Exchange Rate or Other Culprits?

Paper: 2013/12, 07.03.2014

Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks

Paper: 2013/11, 17.02.2014

Inflation and the Economic Activity Variables' Steeplechase

Paper: 2013/15, 14.02.2014

Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps

Paper: 2013/13, 03.02.2014

Explaining the Czech Interbank Market Risk Premium

Paper: 2013/01, 02.01.2014

Real Wage Flexibility in the European Union: New Evidence from the Labour Cost Data

Paper: 2012/01, 02.01.2014

The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts

Paper: 2013/09, 06.11.2013

Financial Development and Economic Growth: A Meta-Analysis

Paper: 2013/05, 31.10.2013

Structural Reforms and Economic Growth: A Meta-Analysis

Paper: 2013/08, 30.10.2013

Inflation and Output Comovement in the Euro Area: Love at Second Sight?

Paper: 2013/07, 23.10.2013

Nowcasting Czech GDP in Real Time

Paper: 2013/06, 23.08.2013

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