Details about Zsolt Darvas

Access statistics for papers by Zsolt Darvas.

Last updated 2009-11-23. Update your information in the RePEc Author Service.

Short-id: pda162

Working Papers

2009

1. Cyclical Dimensions of Labour Mobility after EU Enlargement
   IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences
   Also in Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2009)
2. Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
   IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009) View citations
   Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2009)
3. The Impact of the Crisis on Budget Policy in Central and Eastern Europe
   Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest

2008

4. Euro Area Enlargement and Euro Adoption Strategies
   IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences View citations
5. Leveraged Carry Trade Portfolios
   IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences
   Also in Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2008)
   See also Journal Article in Journal of Banking & Finance (2009)

2007

6. Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature
   Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)
7. Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates
   Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest
8. Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
9. Kelet-közép európai devizaárfolyamok elõrejelzése határidõs árfolyamok segítségével
   Working Papers, University of Pécs, Department of Economics and Regional Studies
10. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2006)

2006

11. Business Cycle Synchronization in the Enlarged EU
    Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    See also Journal Article in Open Economies Review (2008)
12. Long maturity forward rates of major currencies are stationary
    Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest View citations
    See also Journal Article in Applied Economics Letters (2009)

2005

13. A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) View citations
    Also in Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2005) View citations
14. Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) (2005) View citations
    Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2005) View citations
    See also Chapter (2005)
15. Univariate Potential Output Estimations for Hungary
    Macroeconomics, EconWPA
    Also in MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) (2003) View citations

2004

16. Business Cycle Synchronisation in the Enlarged EU: Comovements in the New and Old Members
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) View citations

2003

17. Analysis of large real exchange rate appreciation episodes
    MNB Background Studies (discontinued), Magyar Nemzeti Bank (The Central Bank of Hungary)

2001

18. Exchange rate pass-through and real exchange rate in EU candidate countries
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations

2000

19. Potential Output and Foreign Trade in Small Open Economies
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) View citations

1999

20. Capital Stock and Economic Development in Hungary
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) View citations
    See also Journal Article in The Economics of Transition (2000)
21. Financial Contagion under Different Exchange Rate Regimes
    MNB Working Papers, Magyar Nemzeti Bank (The Central Bank of Hungary) View citations

1998

22. Spurious Correlation in Exchange Rate Target Zone Modelling: Testing the Drift Adjustment Method on the US Dollar, Random Walk and Chaos
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1996

23. Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

Journal Articles

2009

1. Leveraged carry trade portfolios
   Journal of Banking & Finance, 2009, 33, (5), 944-957
   See also Working Paper (2008)
2. Long maturity forward rates of major currencies are stationary
   Applied Economics Letters, 2009, 16, (11), 1175-1181
   See also Working Paper (2006)

2008

3. Business Cycle Synchronization in the Enlarged EU
   Open Economies Review, 2008, 19, (1), 1-19 View citations
   See also Working Paper (2006)
4. Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target-Zone Literature
   Oxford Bulletin of Economics and Statistics, 2008, 70, (1), 1-22
   See also Working Paper (2007)

2000

5. Capital Stock and Economic Development in Hungary
   The Economics of Transition, 2000, 8, (1), 197-223 View citations
   See also Working Paper (1999)
6. Financial Contagion in Five Small Open Economies: Does the Exchange Rate Regime Really Matter?
   International Finance, 2000, 3, (1), 25-51 View citations

Chapters

2005

1. Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic
   A chapter in NBER International Seminar on Macroeconomics 2005, 2005 View citations
   See also Working Paper (2005)