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Details about Katarzyna Barbara Budnik

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Homepage:https://www.ecb.europa.eu/pub/research/authors/profiles/katarzyna-budnik.en.html
Workplace:European Central Bank, (more information at EDIRC)

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

  1. Advancements in stress-testing methodologies for financial stability applications
    Occasional Paper Series, European Central Bank Downloads
  2. Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios
    Working Paper Series, European Central Bank Downloads

2023

  1. BEAST: A model for the assessment of system-wide risks and macroprudential policies
    Working Paper Series, European Central Bank Downloads View citations (4)

2022

  1. Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model
    Occasional Paper Series, European Central Bank Downloads View citations (4)
  2. The economic impact of the NPLcoverage expectations in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (2)

2021

  1. Policies in support of lending following the coronavirus (COVID 19) pandemic
    Occasional Paper Series, European Central Bank Downloads View citations (9)
  2. The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (7)

2020

  1. Banking euro area stress test model
    Working Paper Series, European Central Bank Downloads View citations (10)
  2. Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (2) (2023)
  3. The effect of macroprudential policies on credit developments in Europe 1995-2017
    Working Paper Series, European Central Bank Downloads View citations (5)

2019

  1. Macroprudential stress test of the euro area banking system
    Occasional Paper Series, European Central Bank Downloads View citations (24)
  2. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in Working Papers, Banco de España (2019) Downloads View citations (3)

2018

  1. 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 Downloads View citations (58)
  2. Systemic liquidity concept, measurement and macroprudential instruments
    Occasional Paper Series, European Central Bank Downloads

2017

  1. Capital and liquidity buffers and the resilience of the banking system in the euro area
    Working Paper Series, European Central Bank Downloads View citations (10)

2012

  1. Do those who stay work less? On the impact of emigration on the measured TFP in Poland
    NBP Working Papers, Narodowy Bank Polski Downloads
  2. Euro area labour markets and the crisis
    Occasional Paper Series, European Central Bank Downloads View citations (11)

2011

  1. Emigration Triggers: International Migration of Polish Workers between 1994 and 2009
    NBP Working Papers, Narodowy Bank Polski Downloads
  2. Temporary Migration in Theories of International Mobility of Labour
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (2)
    See also Journal Article Temporary migration in theories of international mobility of labour, Bank i Kredyt, Narodowy Bank Polski (2011) Downloads View citations (2) (2011)

2009

  1. An update of the macroeconometric model of the Polish economy NECMOD
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (9)
  2. The new macroeconometric model of the Polish economy
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (10)

2008

  1. Non-accelerating wage inflation rate of unemployment in Poland
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (5)
  2. Search Equilibrium with Migration: the Case of Poland
    NBP Working Papers, Narodowy Bank Polski Downloads

2007

  1. Migration Flows and Labour Market in Poland
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (9)

Journal Articles

2023

  1. Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies
    Journal of Applied Econometrics, 2023, 38, (2), 186-201 Downloads 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) Downloads View citations (8) (2020)

2022

  1. Using regulatory stress tests to support prudential policy-making
    Macroprudential Bulletin, 2022, 17 Downloads View citations (1)
  2. Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic
    Macroprudential Bulletin, 2022, 17 Downloads View citations (1)

2021

  1. Macroeconomic impact of Basel III finalisation on the euro area
    Macroprudential Bulletin, 2021, 14 Downloads View citations (6)

2020

  1. Buffer use and lending impact
    Macroprudential Bulletin, 2020, 11 Downloads View citations (7)

2019

  1. 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 Downloads View citations (2)

2011

  1. Temporary migration in theories of international mobility of labour
    Bank i Kredyt, 2011, 42, (6), 7-48 Downloads View citations (2)
    See also Working Paper Temporary Migration in Theories of International Mobility of Labour, NBP Working Papers (2011) Downloads View citations (2) (2011)

2009

  1. Rationality of Post-Accession Migration
    Focus on European Economic Integration, 2009, (1), 57-83 Downloads View citations (10)

Chapters

2009

  1. 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 Downloads
 
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