Details about Katarzyna Barbara Budnik
Access statistics for papers by Katarzyna Barbara Budnik.
Last updated 2024-08-11. Update your information in the RePEc Author Service.
Short-id: pbu220
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Working Papers
2024
- Advancements in stress-testing methodologies for financial stability applications
Occasional Paper Series, European Central Bank
- Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios
Working Paper Series, European Central Bank
2023
- BEAST: A model for the assessment of system-wide risks and macroprudential policies
Working Paper Series, European Central Bank View citations (4)
2022
- Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model
Occasional Paper Series, European Central Bank View citations (4)
- The economic impact of the NPLcoverage expectations in the euro area
Occasional Paper Series, European Central Bank View citations (2)
2021
- Policies in support of lending following the coronavirus (COVID 19) pandemic
Occasional Paper Series, European Central Bank View citations (9)
- The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
Occasional Paper Series, European Central Bank View citations (7)
2020
- Banking euro area stress test model
Working Paper Series, European Central Bank View citations (10)
- Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies
Working Paper Series, European Central Bank View citations (8)
See also Journal Article Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (2) (2023)
- The effect of macroprudential policies on credit developments in Europe 1995-2017
Working Paper Series, European Central Bank View citations (5)
2019
- Macroprudential stress test of the euro area banking system
Occasional Paper Series, European Central Bank View citations (24)
- The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
Working Paper Series, European Central Bank View citations (3)
Also in Working Papers, Banco de España (2019) View citations (3)
2018
- Macroprudential regulation in the European Union in 1995-2014: introducing a new data set on policy actions of a macroprudential nature
Working Paper Series, European Central Bank View citations (58)
- Systemic liquidity concept, measurement and macroprudential instruments
Occasional Paper Series, European Central Bank
2017
- Capital and liquidity buffers and the resilience of the banking system in the euro area
Working Paper Series, European Central Bank View citations (10)
2012
- Do those who stay work less? On the impact of emigration on the measured TFP in Poland
NBP Working Papers, Narodowy Bank Polski
- Euro area labour markets and the crisis
Occasional Paper Series, European Central Bank View citations (11)
2011
- Emigration Triggers: International Migration of Polish Workers between 1994 and 2009
NBP Working Papers, Narodowy Bank Polski
- Temporary Migration in Theories of International Mobility of Labour
NBP Working Papers, Narodowy Bank Polski View citations (2)
See also Journal Article Temporary migration in theories of international mobility of labour, Bank i Kredyt, Narodowy Bank Polski (2011) View citations (2) (2011)
2009
- An update of the macroeconometric model of the Polish economy NECMOD
NBP Working Papers, Narodowy Bank Polski View citations (9)
- The new macroeconometric model of the Polish economy
NBP Working Papers, Narodowy Bank Polski View citations (10)
2008
- Non-accelerating wage inflation rate of unemployment in Poland
NBP Working Papers, Narodowy Bank Polski View citations (5)
- Search Equilibrium with Migration: the Case of Poland
NBP Working Papers, Narodowy Bank Polski
2007
- Migration Flows and Labour Market in Poland
NBP Working Papers, Narodowy Bank Polski View citations (9)
Journal Articles
2023
- Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies
Journal of Applied Econometrics, 2023, 38, (2), 186-201 View citations (2)
See also Working Paper Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies, Working Paper Series (2020) View citations (8) (2020)
2022
- Using regulatory stress tests to support prudential policy-making
Macroprudential Bulletin, 2022, 17 View citations (1)
- Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic
Macroprudential Bulletin, 2022, 17 View citations (1)
2021
- Macroeconomic impact of Basel III finalisation on the euro area
Macroprudential Bulletin, 2021, 14 View citations (6)
2020
- Buffer use and lending impact
Macroprudential Bulletin, 2020, 11 View citations (7)
2019
- A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework
Macroprudential Bulletin, 2019, 7 View citations (2)
2011
- Temporary migration in theories of international mobility of labour
Bank i Kredyt, 2011, 42, (6), 7-48 View citations (2)
See also Working Paper Temporary Migration in Theories of International Mobility of Labour, NBP Working Papers (2011) View citations (2) (2011)
2009
- Rationality of Post-Accession Migration
Focus on European Economic Integration, 2009, (1), 57-83 View citations (10)
Chapters
2009
- Polish Emigration to the UK After EU Enlargement in 2004: A ‘Natural Experiment’ for Testing the Rationality of Migration Choice
Chapter 6 in The Integration of European Labour Markets, 2009
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