Details about Roman Horvath

Access statistics for papers by Roman Horvath.

Last updated 2009-11-24. Update your information in the RePEc Author Service.

Short-id: pho55

Working Papers

2009

1. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2008)
   See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2009)
2. Interest Margins Determinants of Czech Banks
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2008

3. Corporate Interest Rates and the Financial Accelerator in the Czech Republic
   Discussion Papers in Economics, University of Munich, Department of Economics
4. How Important Are Foreign Shocks in Small Open Economy? The Case of Slovakia
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article in Global Economy Journal (2009)
5. Inflation Differentials in EU New Member States: An Empirical Evidence
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
6. Price Setting and Market Structure: An Empirical Analysis of Micro Data
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
7. The Effects of Monetary Policy in the Czech Republic: An Empirical Study
   International Trade and Finance Association Conference Papers, International Trade and Finance Association
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2007) View citations
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2007)
   Working Papers, Czech National Bank, Research Department (2008) View citations

2007

8. Estimating Time-Varying Policy Neutral Rate in Real Time
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
9. Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
   Also in Working Papers, Czech National Bank, Research Department (2007) View citations
10. The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?
    Working Papers, Czech National Bank, Research Department View citations
    See also Journal Article in Economic Modelling (2009)
11. Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
    CESifo Working Paper Series, CESifo Group Munich
    See also Journal Article in Economic Systems (2008)

2006

12. Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
13. Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
    MPRA Paper, University Library of Munich, Germany View citations
14. Financial Accelerator Effects in the Balance Sheets of Czech Firms
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)
    MPRA Paper, University Library of Munich, Germany (2006)
15. Meziregionální migrace obyvatelstva v České republice: Role likviditních omezení [available in Czech only]
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
16. Modelling Central Bank Intervention Activity under Inflation Targeting
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2007)
17. Monetary Policy before Euro Adoption: Challenges for EU New Members
    MPRA Paper, University Library of Munich, Germany
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School (2006)
18. Price Setting Behaviour: Micro Evidence on Slovakia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
19. Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
    MPRA Paper, University Library of Munich, Germany
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School (2006)
20. Reform Redux: Measurement, Determinants and Reversals
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) View citations

2005

21. Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations
22. Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries
    Working Papers, Czech National Bank, Research Department
23. Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?
    International Finance, EconWPA
24. Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2003

25. ERM II Membership - the View of the Accession Countries
    Working Papers, Czech National Bank, Research Department View citations
26. OPTIMUM CURRENCY AREA INDICES: EVIDENCE FROM THE 1990s
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
27. Optimum Currency Area Indices - How Close is the Czech Republic to the Eurozone?
    Working Papers, Czech National Bank, Research Department View citations

2002

28. Individual Decision-Making to Commit a Crime: Early Models
    Law and Economics, EconWPA View citations
29. OPTIMUM CURRENCY AREA THEORY: AN APPROACH FOR THINKING ABOUT MONETARY INTEGRATION
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations

Journal Articles

2009

1. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy
   Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (2), 102-127
   See also Working Paper (2009)
2. Editorial
   AUCO Czech Economic Review, 2009, 3, (1), 005-006
3. Estimating expected loss given default in an emerging market: the case of Czech Republic
   Journal of Financial Transformation, 2009, 27, 103-107
4. How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia
   Global Economy Journal, 2009, 9, (1) View citations
   See also Working Paper (2008)
5. Monetary Policy Strategies before Euro Adoption: The Art of Chasing Many Rabbits
   AUCO Czech Economic Review, 2009, 3, (2), 176-198
6. The Determinants of the Interest Rate Margins of Czech Banks
   Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (2), 128-136
7. The time-varying policy neutral rate in real-time: A predictor for future inflation?
   Economic Modelling, 2009, 26, (1), 71-81
   See also Working Paper (2007)

2008

8. Asymmetric Monetary Policy in the Czech Republic?
   Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 470-481
   See also Chapter (2008)
9. Do Central Bank Forecast Errors Contribute to the Missing of Inflation Targets? The Case of the Czech Republic
   Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 434-453
10. Editorial
    AUCO Czech Economic Review, 2008, 2, (3), 195-196
11. Editorial
    AUCO Czech Economic Review, 2008, 2, (1), 005-006
12. Inflation Differentials in New EU Member States: Empirical Evidence
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (07-08), 318-328 View citations
13. Undershooting of the Inflation Target in the Czech Republic: The Role of Inflation Expectations
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 482-492
14. Volatility of exchange rates in selected new EU members: Evidence from daily data
    Economic Systems, 2008, 32, (1), 103-118
    See also Working Paper (2007)

2007

15. EQUILIBRIUM EXCHANGE RATES IN THE EU NEW MEMBERS: METHODOLOGY, ESTIMATION AND APPLICABILITY TO ERM II
    Prague Economic Papers, 2007, 2007, (1), 24-37
16. Modelling Central Bank Intervention Activity under Inflation Targeting
    Economics Bulletin, 2007, 6, (29), 1-8 View citations
    See also Working Paper (2006)
17. Ready for Euro? Evidence on EU new member states
    Applied Economics Letters, 2007, 14, (14), 1083-1086

2005

18. Exchange rate variability, pressures and optimum currency area criteria: some empirical evidence from the 1990s
    Applied Economics Letters, 2005, 12, (15), 919-922 View citations
19. Exchange-Rate Convergence and Entrance to the Eurozone III - Selected Problems of New Member States (in Czech)
    Czech Journal of Economics and Finance (Finance a uver), 2005, 55, (9-10), 483-505
20. Real Exchange Rates and Optimum Currency Areas: Evidence from Developed Economies
    Czech Journal of Economics and Finance (Finance a uver), 2005, 55, (5-6), 253-266

Books

2009

1. CNB Economic Research Bulletin: Evaluation of the fulfilment of the CNB's inflation targets 1998-2007, vol 7
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2008

2. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department
   Also in Occasional Publications - Edited Volumes, Czech National Bank, Research Department (2005)
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department (2006)
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department (2007)
3. CNB Economic Research Bulletin: Ten years of inflation targeting, vol 6
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department
4. Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2006

5. CNB Economic Research Bulletin: ERMII and euro adoption, vol 4
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

Chapters

2008

1. Asymmetric Monetary Policy in the Czech Republic?
   Chapter 9 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 117-130
   See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2008)
2. Prediction Bias and Undershooting of the Inflation Target
   Chapter 5 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 57-76
3. Reasons of Undershooting the Inflation Target in the Czech Republic: The Role of Inflation Expectations
   Chapter 10 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 131-142