Details about Marek Rusnák

Access statistics for papers by Marek Rusnák.

Last updated 2025-03-11. Update your information in the RePEc Author Service.

Short-id: pru118

Working Papers

2023

1. House prices and ultra-low interest rates: exploring the non-linear nexus
   Working Paper Series, European Central Bank
   See also Journal Article House prices and ultra-low interest rates: exploring the nonlinear nexus, Empirical Economics, Springer (2025) (2025)
2. Medium-term growth-at-risk in the euro area
   Working Paper Series, European Central Bank View citations (2)

2015

3. Banking and currency crises: differential diagnostics for developed countries
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2014) View citations (2)
   See also Journal Article Banking and Currency Crises: Differential Diagnostics for Developed Countries, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2017) View citations (16) (2017)
4. Habit Formation in Consumption: A Meta-Analysis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (43)
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2015) View citations (57)
   See also Journal Article Habit formation in consumption: A meta-analysis, European Economic Review, Elsevier (2017) View citations (155) (2017)

2014

5. Cross-Country Heterogeneity in Intertemporal Substitution
   Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2013) View citations (71)
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2013) View citations (25)
   See also Journal Article Cross-country heterogeneity in intertemporal substitution, Journal of International Economics, Elsevier (2015) View citations (319) (2015)
6. Forecasting Czech GDP Using Mixed-Frequency Data Models
   Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
   See also Journal Article Forecasting Czech GDP Using Mixed-Frequency Data Models, Journal of Business Cycle Research, Springer (2016) View citations (8) (2016)

2013

7. Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence
   Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (4)
   Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
   See also Journal Article Exchange market pressures during the financial crisis: A Bayesian model averaging evidence, Journal of International Money and Finance, Elsevier (2014) View citations (35) (2014)
8. Nowcasting Czech GDP in Real Time
   Working Papers, Czech National Bank, Research and Statistics Department View citations (8)
   See also Journal Article Nowcasting Czech GDP in real time, Economic Modelling, Elsevier (2016) View citations (15) (2016)

2012

9. Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (69)
   Also in Working Paper Series, European Central Bank (2012) View citations (84)
   See also Journal Article Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators, Journal of Financial Stability, Elsevier (2014) View citations (124) (2014)
10. Dissent Voting Behavior of Central Bankers: What Do We Really Know?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (6)
    See also Journal Article The dissent voting behaviour of central bankers: what do we really know?, Applied Economics, Taylor & Francis Journals (2014) View citations (16) (2014)
11. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (9)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2011) View citations (24)
    See also Journal Article Evaluating changes in the monetary transmission mechanism in the Czech Republic, Empirical Economics, Springer (2014) View citations (31) (2014)
12. Leading indicators of crisis incidence: evidence from developed countries
    Working Paper Series, European Central Bank View citations (13)
    See also Journal Article Leading indicators of crisis incidence: Evidence from developed countries, Journal of International Money and Finance, Elsevier (2013) View citations (104) (2013)
13. Transmission Lags of Monetary Policy: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (16)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2012) View citations (29)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2012) View citations (17)
    See also Journal Article Transmission Lags of Monetary Policy: A Meta-Analysis, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (90) (2013)

2011

14. Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (6)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2011) View citations (20)
15. How to Solve the Price Puzzle? A Meta-Analysis
    Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2011) View citations (23)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2011) View citations (6)
    See also Journal Article How to Solve the Price Puzzle? A Meta-Analysis, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (157) (2013)

2008

16. 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 View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2008)
    See also Journal Article How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia, Global Economy Journal, De Gruyter (2009) View citations (23) (2009)

Journal Articles

2025

1. House prices and ultra-low interest rates: exploring the nonlinear nexus
   Empirical Economics, 2025, 68, (3), 1001-1037
   See also Working Paper House prices and ultra-low interest rates: exploring the non-linear nexus, Working Paper Series (2023) (2023)

2023

2. Real estate markets in an environment of high financing costs
   Financial Stability Review, 2023, 2

2022

3. The analytical toolkit for the assessment of residential real estate vulnerabilities
   Macroprudential Bulletin, 2022, 19 View citations (1)

2020

4. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards
   Prague Economic Papers, 2020, 2020, (3), 251-273
5. Trends in residential real estate lending standards and implications for financial stability
   Financial Stability Review, 2020, 1 View citations (5)

2019

6. Macroprudential analysis of residential real estate markets
   Macroprudential Bulletin, 2019, 7 View citations (3)

2017

7. Banking and Currency Crises: Differential Diagnostics for Developed Countries
   International Journal of Finance & Economics, 2017, 22, (1), 44-67 View citations (16)
   See also Working Paper Banking and currency crises: differential diagnostics for developed countries, Working Paper Series (2015) View citations (5) (2015)
8. Habit formation in consumption: A meta-analysis
   European Economic Review, 2017, 95, (C), 142-167 View citations (155)
   See also Working Paper Habit Formation in Consumption: A Meta-Analysis, Working Papers IES (2015) View citations (43) (2015)

2016

9. Analýza cen komerčních nemovitostí v zemích střední Evropy
   (Analysis of the Commercial Property Prices in the Central European Countries)
   Politická ekonomie, 2016, 2016, (1), 3-18
10. Forecasting Czech GDP Using Mixed-Frequency Data Models
    Journal of Business Cycle Research, 2016, 12, (2), 165-185 View citations (8)
    See also Working Paper Forecasting Czech GDP Using Mixed-Frequency Data Models, Working Papers (2014) View citations (7) (2014)
11. Nowcasting Czech GDP in real time
    Economic Modelling, 2016, 54, (C), 26-39 View citations (15)
    See also Working Paper Nowcasting Czech GDP in Real Time, Working Papers (2013) View citations (8) (2013)

2015

12. Cross-country heterogeneity in intertemporal substitution
    Journal of International Economics, 2015, 96, (1), 100-118 View citations (319)
    See also Working Paper Cross-Country Heterogeneity in Intertemporal Substitution, Working Papers (2014) View citations (7) (2014)

2014

13. Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
    Journal of Financial Stability, 2014, 15, (C), 1-17 View citations (124)
    See also Working Paper Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries, Working Papers IES (2012) View citations (69) (2012)
14. Evaluating changes in the monetary transmission mechanism in the Czech Republic
    Empirical Economics, 2014, 46, (3), 827-842 View citations (31)
    See also Working Paper Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic, Working Papers IES (2012) View citations (9) (2012)
15. Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
    Journal of International Money and Finance, 2014, 40, (C), 21-41 View citations (35)
    See also Working Paper Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence, Working Papers (2013) View citations (4) (2013)
16. The dissent voting behaviour of central bankers: what do we really know?
    Applied Economics, 2014, 46, (4), 450-461 View citations (16)
    See also Working Paper Dissent Voting Behavior of Central Bankers: What Do We Really Know?, Working Papers IES (2012) View citations (3) (2012)

2013

17. How to Solve the Price Puzzle? A Meta-Analysis
    Journal of Money, Credit and Banking, 2013, 45, (1), 37-70 View citations (157)
    Also in Journal of Money, Credit and Banking, 2013, 45, (1), 37-70 (2013) View citations (50)
    See also Working Paper How to Solve the Price Puzzle? A Meta-Analysis, Working Papers (2011) View citations (7) (2011)
18. Leading indicators of crisis incidence: Evidence from developed countries
    Journal of International Money and Finance, 2013, 35, (C), 1-19 View citations (104)
    See also Working Paper Leading indicators of crisis incidence: evidence from developed countries, Working Paper Series (2012) View citations (13) (2012)
19. Revisions to the Czech National Accounts: Properties and Predictability
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (3), 244-261 View citations (10)
20. Transmission Lags of Monetary Policy: A Meta-Analysis
    International Journal of Central Banking, 2013, 9, (4), 39-76 View citations (90)
    See also Working Paper Transmission Lags of Monetary Policy: A Meta-Analysis, Working Papers IES (2012) View citations (16) (2012)

2009

21. How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia
    Global Economy Journal, 2009, 9, (1), 17 View citations (23)
    See also Working Paper How Important Are Foreign Shocks in Small Open Economy? The Case of Slovakia, Working Papers IES (2008) View citations (1) (2008)

Books

2016

1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2016
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2015

2. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2015
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
3. Forecasting, vol 13
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department View citations (23)

2014

4. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2014
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
5. Macroprudential Research: Selected Issues, vol 12
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2013

6. Transmission of Monetary Policy, vol 11
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department View citations (6)

Chapters

2016

1. The Relationship between Liquidity Risk and Credit Risk in The CNB's Liquidity Stress Tests
   Chapter Thematic Article 2 in CNB Financial Stability Report 2015/2016, 2016, pp 127-136

2015

2. Use of the Czech Central Credit Register for Financial Stability Purposes
   Chapter Thematic Article 4 in CNB Financial Stability Report 2014/2015, 2015, pp 139-145

2014

3. Office Property in Central European Countries
   Chapter Thematic Article 4 in CNB Financial Stability Report 2013/2014, 2014, pp 148-155

2012

4. Early Warning Indicators of Economic Crises
   Chapter Thematic Article 2 in CNB Financial Stability Report 2011/2012, 2012, pp 112-117 View citations (3)