Details about Victor Bystrov

Access statistics for papers by Victor Bystrov.

Last updated 2023-04-10. Update your information in the RePEc Author Service.

Short-id: pby15

Working Papers

2019

1. Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies
   Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology
   Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2017)

2018

2. Measuring the Natural Rates of Interest in Germany and Italy
   Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology View citations (1)
   See also Journal Article Measuring the Natural Rates of Interest in Germany and Italy, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2018) (2018)

2016

3. Recurrent explosive behaviour of debt-to-GDP ratio
   MPRA Paper, University Library of Munich, Germany

2013

4. A factor-augemented model of markup on mortgage loans in Poland
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A factor-augmented model of markup on mortgage loans in Poland, Bank i Kredyt, Narodowy Bank Polski (2014) View citations (1) (2014)

2012

5. How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
   Working papers, Banque de France View citations (4)
   See also Journal Article How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (28) (2013)
6. Martingale approximation for common factor representation
   MPRA Paper, University Library of Munich, Germany

2010

7. Interest rate Pass-Through in the Major European Economies - The Role of Expectations
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
   Also in Discussion Papers, Department of Economics, University of Birmingham (2010) View citations (7)
8. The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
   Working Papers, COMISEF View citations (4)

2006

9. Forecasting Emerging Market Indicators: Brazil and Russia
   Economics Working Papers, European University Institute

Journal Articles

2022

1. Cross-Corpora Comparisons of Topics and Topic Trends
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2022, 242, (4), 433-469 View citations (2)
2. The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden
   Gospodarka Narodowa. The Polish Journal of Economics, 2022, (3), 67-83

2020

3. Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models
   Central European Journal of Economic Modelling and Econometrics, 2020, 12, (4), 413-429
4. Recurrent explosive public debts and the long-run fiscal sustainability
   Journal of Policy Modeling, 2020, 42, (2), 437-450 View citations (6)

2018

5. Measuring the Natural Rates of Interest in Germany and Italy
   Central European Journal of Economic Modelling and Econometrics, 2018, 10, (4), 333-353
   See also Working Paper Measuring the Natural Rates of Interest in Germany and Italy, Lodz Economics Working Papers (2018) View citations (1) (2018)

2015

6. Effects of DRG-based hospital payment in Poland on treatment of patients with stroke
   Health Policy, 2015, 119, (8), 1119-1125 View citations (3)

2014

7. A factor-augmented model of markup on mortgage loans in Poland
   Bank i Kredyt, 2014, 45, (6), 491-512 View citations (1)
   See also Working Paper A factor-augemented model of markup on mortgage loans in Poland, MPRA Paper (2013) (2013)

2013

8. How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies
   Journal of Money, Credit and Banking, 2013, 45, (7), 1375-1414 View citations (28)
   Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1375-1414 (2013) View citations (1)
   See also Working Paper How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies, Working papers (2012) View citations (4) (2012)
9. Martingale approximation of eigenvalues for common factor representation
   Statistics & Probability Letters, 2013, 83, (1), 233-237 View citations (1)

2010

10. On the power of direct tests for rational expectations against the alternative of constant gain learning
    Bank i Kredyt, 2010, 41, (6), 71-84