Details about Katarzyna Barbara Budnik

Access statistics for papers by Katarzyna Barbara Budnik.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: pbu220

Working Papers

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 View citations (1)
2. The economic impact of the NPLcoverage expectations in the euro area
   Occasional Paper Series, European Central Bank View citations (2)

2021

3. Policies in support of lending following the coronavirus (COVID 19) pandemic
   Occasional Paper Series, European Central Bank View citations (6)
4. 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 (4)

2020

5. Banking euro area stress test model
   Working Paper Series, European Central Bank View citations (8)
6. 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 in Journal of Applied Econometrics (2023)
7. The effect of macroprudential policies on credit developments in Europe 1995-2017
   Working Paper Series, European Central Bank View citations (5)

2019

8. Macroprudential stress test of the euro area banking system
   Occasional Paper Series, European Central Bank View citations (21)
9. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
   Working Paper Series, European Central Bank View citations (2)
   Also in Working Papers, Banco de España (2019) View citations (2)

2018

10. 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 (52)
11. Systemic liquidity concept, measurement and macroprudential instruments
    Occasional Paper Series, European Central Bank

2017

12. 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

13. Do those who stay work less? On the impact of emigration on the measured TFP in Poland
    NBP Working Papers, Narodowy Bank Polski
14. Euro area labour markets and the crisis
    Occasional Paper Series, European Central Bank View citations (10)

2011

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

2009

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

2008

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

2007

21. Migration Flows and Labour Market in Poland
    NBP Working Papers, Narodowy Bank Polski 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
   See also Working Paper (2020)

2022

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

2021

4. Macroeconomic impact of Basel III finalisation on the euro area
   Macroprudential Bulletin, 2021, 14 View citations (3)

2020

5. Buffer use and lending impact
   Macroprudential Bulletin, 2020, 11 View citations (5)

2019

6. 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

2011

7. Temporary migration in theories of international mobility of labour
   Bank i Kredyt, 2011, 42, (6), 7-48 View citations (2)
   See also Working Paper (2011)

2009

8. Rationality of Post-Accession Migration
   Focus on European Economic Integration, 2009, (1), 57-83 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