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Details about Roman Horvath

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Homepage:https://sites.google.com/view/horvath/
Workplace:Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)

Access statistics for papers by Roman Horvath.

Last updated 2020-06-01. Update your information in the RePEc Author Service.

Short-id: pho55


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Working Papers

2020

  1. Are Exchange Rates Less Important for Trade in a More Globalized World? Evidence for the New EU Members
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Does Central Bank Communication Signal Future Monetary Policy in a (post)-Crisis Era? The Case of the ECB
    Post-Print, HAL
    See also Journal Article in Journal of International Money and Finance (2020)

2019

  1. Basel III Implementation and SME Financing: Evidence for Emerging Markets and Developing Economies
    Policy Research Working Paper Series, The World Bank Downloads
  2. Determinants of Fiscal Multipliers Revisited
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2019) Downloads
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) (2019) Downloads

    See also Journal Article in Journal of Macroeconomics (2020)
  3. Does Central Bank Communication Signal Future Monetary Policy? The Case of the ECB
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  4. Fiscal Policy and the Nominal Term Premium
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) Downloads View citations (1)
    Also in Working and Discussion Papers, Research Department, National Bank of Slovakia (2019) Downloads
  5. Natural Resources and Income Inequality in Developed Countries: Synthetic Control Method Evidence
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)
  6. Remittances and Economic Growth: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  7. Remittances and Economic Growth: A Quantitative Survey
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2019) Downloads

2018

  1. Finance and Wealth Inequality
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2018) Downloads

2017

  1. Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2017) Downloads View citations (2)
  2. Government Spending and the Term Structure of Interest Rates in a DSGE Model
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads
  3. International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries
    Working Papers, Czech National Bank Downloads
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2017) Downloads

    See also Journal Article in Economic Systems (2018)
  4. Market Reading of Central Bankers Words. A High-Frequency Evidence
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads

2016

  1. Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Financial crisis, speculative bubbles and the functioning of financial markets
    FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads
  3. Fiscal policy and the term structure of interest rates in a DSGE model
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads View citations (2)
  4. Natural Resources and Economic Growth: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (55)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2015) Downloads View citations (3)
    Working Papers, Czech National Bank (2016) Downloads View citations (53)

    See also Journal Article in World Development (2016)
  5. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads
    See also Journal Article in The European Journal of Finance (2018)
  6. Trade Patterns and Endogenous Institutions: Global Evidence
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)
  7. What type of finance matters for growth ? Bayesian model averaging evidence
    Policy Research Working Paper Series, The World Bank Downloads View citations (7)
    Also in Research Discussion Papers, Bank of Finland (2015) Downloads View citations (7)

    See also Journal Article in World Bank Economic Review (2018)

2015

  1. Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (3)
    See also Journal Article in Emerging Markets Finance and Trade (2016)
  2. GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2016)
  3. International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central and Eastern Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)
  4. Transparency and Trust: The Case of the European Central Bank
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)

2014

  1. Central Banks Voting Records, Financial Crisis and Future Monetary Policy
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
    See also Journal Article in European Journal of Political Economy (2015)
  2. Cross-Country Heterogeneity in Intertemporal Substitution
    Working Papers, Czech National Bank Downloads View citations (6)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2013) Downloads View citations (22)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2013) Downloads View citations (49)

    See also Journal Article in Journal of International Economics (2015)
  3. The Natural Resource Curse and Institutions in Post-Soviet Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  4. The Natural Resource Curse in Post-Soviet Countries: The Role of Institutions and Trade Policies
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (4)
  5. The term structure of interest rates in a small open economy DSGE model with Markov switching
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads

2013

  1. Central Bank Transparency and Financial Stability: Measurement, Determinants and Effects
    FIW Working Paper series, FIW Downloads View citations (2)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2012) Downloads View citations (7)
  2. 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) Downloads View citations (4)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2013) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2014)
  3. Financial Development and Economic Growth: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (61)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2013) Downloads View citations (6)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2013) Downloads View citations (7)
    Working Papers, Czech National Bank (2013) Downloads View citations (11)

    See also Journal Article in Journal of Economic Surveys (2015)
  4. How bank competition influence liquidity creation
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (3)
    See also Journal Article in Economic Modelling (2016)

2012

  1. Bank Capital and Liquidity Creation: Granger Causality Evidence
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (5)
    Working Papers, Czech National Bank (2012) Downloads View citations (5)

    See also Journal Article in Journal of Financial Services Research (2014)
  2. Central Banks' Voting Records and Future Policy
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (3)
    Also in Working Papers, Czech National Bank (2010) Downloads View citations (7)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2011) Downloads

    See also Journal Article in International Journal of Central Banking (2012)
  3. 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 Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (3)
  4. Does Trust Promote Growth?
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (4)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2012) Downloads View citations (4)

    See also Journal Article in Journal of Comparative Economics (2013)
  5. 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 Downloads View citations (7)
    Also in Working Papers, Czech National Bank (2011) Downloads View citations (20)

    See also Journal Article in Empirical Economics (2014)
  6. International Stock Market Integration: Central and South Eastern Europe Compared
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2012) Downloads View citations (11)

    See also Journal Article in Economic Systems (2013)
  7. On the Reversibility of Structural Reforms
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (6)
    See also Journal Article in Economics Letters (2012)
  8. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (13)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012) Downloads View citations (3)

    See also Journal Article in Economic Modelling (2013)

2011

  1. Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests
    Working Papers, Czech National Bank Downloads View citations (4)
  2. How Are Inflation Targets Set?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (5)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2010) Downloads
    Working Papers, Czech National Bank (2011) Downloads View citations (4)

    See also Journal Article in International Finance (2011)
  3. How Does Monetary Policy Respond to Financial Stress?
    EcoMod2011, EcoMod Downloads
    Also in Working Papers, Czech National Bank (2011) Downloads View citations (11)

    See also Journal Article in Journal of Financial Stability (2013)
  4. How to Solve the Price Puzzle? A Meta-Analysis
    Working Papers, Czech National Bank Downloads View citations (6)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2011) Downloads View citations (13)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2011) Downloads View citations (5)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  5. International stock market comovements: what happened during the financial crisis?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Global Economy Journal (GEJ) (2012)
  6. Research & Development and Long-Term Economic Growth: A Bayesian Model Averaging Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (8)

2010

  1. Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic
    Working Papers, Czech National Bank Downloads View citations (8)
  2. Does Money Help Predict Inflation? An Empirical Assessment for Central Europe
    Working Papers, Czech National Bank Downloads View citations (4)
    See also Journal Article in Economic Systems (2011)
  3. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    Working Papers, Czech National Bank Downloads View citations (7)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010) Downloads View citations (9)

    See also Journal Article in Macroeconomic Dynamics (2014)
  4. Price setting and market structure: an empirical analysis of micro data in Slovakia
    Post-Print, HAL View citations (3)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (6)

    See also Journal Article in Managerial and Decision Economics (2010)

2009

  1. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy
    Post-Print, HAL View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2008) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (1)

    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2009)
  2. Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)
    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2010)
  3. Heterogeneity in Bank Pricing Policies: The Czech Evidence
    Working Papers, Czech National Bank Downloads View citations (7)
    See also Journal Article in Economic Systems (2012)
  4. Interest Margins Determinants of Czech Banks
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (3)
  5. Reform Redux: Measurement, Determinants and Reversals
    Working Papers, Czech National Bank Downloads View citations (5)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) Downloads View citations (10)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2006) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (20)

2008

  1. Corporate Interest Rates and the Financial Accelerator in the Czech Republic
    Discussion Papers in Economics, University of Munich, Department of Economics Downloads View citations (4)
    See also Journal Article in Emerging Markets Finance and Trade (2010)
  2. 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 Downloads
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2008) Downloads

    See also Journal Article in Global Economy Journal (2009)
  3. Inflation Differentials in EU New Member States: An Empirical Evidence
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (3)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2008) Downloads
  4. PRICE SETTING AND MARKET STRUCTURE: AN EMPIRICAL ANALYSIS OF MICRO DATA
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (4)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2008) Downloads View citations (3)
  5. The Effects of Monetary Policy in the Czech Republic: An Empirical Study
    International Trade and Finance Association Conference Papers, International Trade and Finance Association View citations (9)
    Also in Working Papers, Czech National Bank (2008) Downloads View citations (12)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2007) Downloads View citations (1)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2007) Downloads View citations (3)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2008) Downloads View citations (2)

    See also Journal Article in Empirica (2009)

2007

  1. Estimating Time-Varying Policy Neutral Rate in Real Time
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (7)
    Also in Working Papers, Czech National Bank (2007) Downloads View citations (11)
  3. The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?
    Working Papers, Czech National Bank Downloads View citations (7)
    See also Journal Article in Economic Modelling (2009)
  4. Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (17)
    See also Journal Article in Economic Systems (2008)

2006

  1. Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
  2. Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  3. Financial Accelerator Effects in the Balance Sheets of Czech Firms
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (3)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005) Downloads
  4. Meziregionální migrace obyvatelstva v České republice: Role likviditních omezení [available in Czech only]
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  5. Modelling Central Bank Intervention Activity under Inflation Targeting
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2007)
  6. Monetary Policy before Euro Adoption: Challenges for EU New Members
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2006) Downloads View citations (2)
  7. Price Setting Behaviour: Micro Evidence on Slovakia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
  8. Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (2)

2005

  1. Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
  2. Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries
    Working Papers, Czech National Bank Downloads View citations (1)
  3. Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?
    International Finance, University Library of Munich, Germany Downloads
  4. Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

2003

  1. ERM II Membership - the View of the Accession Countries
    Working Papers, Czech National Bank Downloads View citations (3)
  2. OPTIMUM CURRENCY AREA INDICES: EVIDENCE FROM THE 1990s
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
  3. Optimum Currency Area Indices - How Close is the Czech Republic to the Eurozone?
    Working Papers, Czech National Bank Downloads View citations (3)
  4. Optimum Currency Area Theory: A Framework for Discussion about Monetary Integration
    Economic Research Papers, University of Warwick - Department of Economics Downloads
    Also in Economic Research Papers, University of Warwick - Department of Economics (2002) Downloads

2002

  1. Individual Decision-Making to Commit a Crime: Early Models
    Law and Economics, University Library of Munich, Germany Downloads View citations (2)
  2. OPTIMUM CURRENCY AREA THEORY: AN APPROACH FOR THINKING ABOUT MONETARY INTEGRATION
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)

Journal Articles

2020

  1. Central Bank Communication and Financial Market Comovements in the Euro Area
    Open Economies Review, 2020, 31, (2), 257-272 Downloads
  2. Determinants of fiscal multipliers revisited
    Journal of Macroeconomics, 2020, 63, (C) Downloads
    See also Working Paper (2019)
  3. Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB
    Journal of International Money and Finance, 2020, 104, (C) Downloads
    See also Working Paper (2020)

2019

  1. Democratic Institutions, Natural Resources, and Income Inequality
    Comparative Economic Studies, 2019, 61, (4), 531-550 Downloads

2018

  1. Central bank communication and financial markets: New high-frequency evidence
    Journal of Financial Stability, 2018, 36, (C), 336-345 Downloads View citations (2)
  2. European integration in the aftermath of the debt crisis
    Journal of Economic Policy Reform, 2018, 21, (4), 257-259 Downloads
  3. Financial market fragmentation and monetary transmission in the euro area: what do we know?
    Journal of Economic Policy Reform, 2018, 21, (4), 319-334 Downloads View citations (1)
  4. Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates
    Journal of Financial Stability, 2018, 36, (C), 12-21 Downloads View citations (4)
  5. International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries
    Economic Systems, 2018, 42, (1), 91-105 Downloads View citations (4)
    See also Working Paper (2017)
  6. Stock Market Contagion: a New Approach
    Open Economies Review, 2018, 29, (3), 547-577 Downloads
  7. Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
    The European Journal of Finance, 2018, 24, (5), 391-412 Downloads View citations (2)
    See also Working Paper (2016)
  8. What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence
    World Bank Economic Review, 2018, 32, (2), 383-409 Downloads View citations (3)
    See also Working Paper (2016)

2017

  1. Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy
    Prague Economic Papers, 2017, 2017, (3), 257-268 Downloads

2016

  1. Central bank transparency and financial stability
    Journal of Financial Stability, 2016, 22, (C), 45-56 Downloads View citations (2)
  2. Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic
    Emerging Markets Finance and Trade, 2016, 52, (11), 2624-2635 Downloads
    See also Working Paper (2015)
  3. GARCH models, tail indexes and error distributions: An empirical investigation
    The North American Journal of Economics and Finance, 2016, 37, (C), 1-15 Downloads View citations (3)
    See also Working Paper (2015)
  4. How bank competition influences liquidity creation
    Economic Modelling, 2016, 52, (PA), 155-161 Downloads View citations (9)
    See also Working Paper (2013)
  5. Natural Resources and Economic Growth: A Meta-Analysis
    World Development, 2016, 88, (C), 134-151 Downloads View citations (47)
    See also Working Paper (2016)
  6. Natural resources, manufacturing and institutions in post-Soviet countries
    Resources Policy, 2016, 50, (C), 141-148 Downloads View citations (4)
  7. The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach
    Open Economies Review, 2016, 27, (2), 359-385 Downloads View citations (6)
  8. Voting in Central Banks: Theory versus Stylized Facts
    The B.E. Journal of Economic Analysis & Policy, 2016, 16, (4), 62 Downloads

2015

  1. Central banks' voting records, the financial crisis and future monetary policy
    European Journal of Political Economy, 2015, 38, (C), 229-243 Downloads View citations (2)
    See also Working Paper (2014)
  2. Cross-country heterogeneity in intertemporal substitution
    Journal of International Economics, 2015, 96, (1), 100-118 Downloads View citations (170)
    See also Working Paper (2014)
  3. FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: A META-ANALYSIS
    Journal of Economic Surveys, 2015, 29, (3), 506-526 Downloads View citations (96)
    See also Working Paper (2013)
  4. Guest Editor’s Introduction
    Open Economies Review, 2015, 26, (3), 379-381 Downloads View citations (1)

2014

  1. Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests
    International Journal of Central Banking, 2014, 10, (1), 159-188 Downloads View citations (18)
  2. Bank Capital and Liquidity Creation: Granger-Causality Evidence
    Journal of Financial Services Research, 2014, 45, (3), 341-361 Downloads View citations (32)
    See also Working Paper (2012)
  3. Evaluating changes in the monetary transmission mechanism in the Czech Republic
    Empirical Economics, 2014, 46, (3), 827-842 Downloads View citations (18)
    See also Working Paper (2012)
  4. Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
    Journal of International Money and Finance, 2014, 40, (C), 21-41 Downloads View citations (23)
    See also Working Paper (2013)
  5. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES
    Macroeconomic Dynamics, 2014, 18, (3), 593-630 Downloads View citations (18)
    See also Working Paper (2010)
  6. The interest rate spreads in the Czech Republic: Different loans, different determinants?
    Economic Systems, 2014, 38, (1), 43-54 Downloads View citations (12)

2013

  1. Central Bank Communication and Interest Rates: The Case of the Czech National Bank
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (5), 454-464 Downloads View citations (2)
  2. Does trust promote growth?
    Journal of Comparative Economics, 2013, 41, (3), 777-788 Downloads View citations (9)
    See also Working Paper (2012)
  3. Editorial to the Special Issue on Financial Markets in Central Europe
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (5), 406-406 Downloads
  4. How to Solve the Price Puzzle? A Meta-Analysis
    Journal of Money, Credit and Banking, 2013, 45, (1), 37-70 Downloads View citations (83)
    See also Working Paper (2011)
  5. International stock market integration: Central and South Eastern Europe compared
    Economic Systems, 2013, 37, (1), 81-91 Downloads View citations (36)
    See also Working Paper (2012)
  6. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
    Economic Modelling, 2013, 33, (C), 55-64 Downloads View citations (56)
    See also Working Paper (2012)
  7. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?
    Journal of Financial Stability, 2013, 9, (1), 117-138 Downloads View citations (52)
    See also Working Paper (2011)

2012

  1. Central Banks' Voting Records and Future Policy
    International Journal of Central Banking, 2012, 8, (4), 1-19 Downloads View citations (14)
    See also Working Paper (2012)
  2. Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (5), 398-412 Downloads View citations (3)
  3. Do the Board of Directors' Characteristics Influence Firm's Performance? The U.S. Evidence
    Prague Economic Papers, 2012, 2012, (4), 470-486 Downloads View citations (4)
  4. Heterogeneity in bank pricing policies: The Czech evidence
    Economic Systems, 2012, 36, (1), 87-108 Downloads View citations (17)
    See also Working Paper (2009)
  5. International Stock Market Comovements: What Happened during the Financial Crisis?
    Global Economy Journal (GEJ), 2012, 12, (1), 1-21 Downloads
    Also in Global Economy Journal, 2012, 12, (1), 1-21 (2012) Downloads View citations (9)

    See also Working Paper (2011)
  6. Is the U.S. Fed Voting Record Informative about Future Monetary Policy?
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (6), 478-484 Downloads View citations (3)
  7. Monetary transmission and the financial sector in the Czech Republic
    Economic Change and Restructuring, 2012, 45, (3), 135-155 Downloads View citations (25)
  8. On the reversibility of structural reforms
    Economics Letters, 2012, 117, (1), 217-219 Downloads View citations (6)
    See also Working Paper (2012)
  9. Reform redux: Measurement, determinants and growth implications
    European Journal of Political Economy, 2012, 28, (2), 227-237 Downloads View citations (21)

2011

  1. Does money help predict inflation? An empirical assessment for Central Europe
    Economic Systems, 2011, 35, (4), 523-536 Downloads View citations (11)
    See also Working Paper (2010)
  2. Editorial
    Czech Economic Review, 2011, 5, (1), 005-005 Downloads
  3. How Are Inflation Targets Set?
    International Finance, 2011, 14, (2), 265-300 Downloads View citations (3)
    See also Working Paper (2011)
  4. Research & development and growth: A Bayesian model averaging analysis
    Economic Modelling, 2011, 28, (6), 2669-2673 Downloads View citations (10)
  5. The frequency and size of price changes: evidence from non-parametric estimations
    Macroeconomics and Finance in Emerging Market Economies, 2011, 4, (2), 263-268 Downloads View citations (1)

2010

  1. Central bank communication and exchange rate volatility: a GARCH analysis
    Macroeconomics and Finance in Emerging Market Economies, 2010, 3, (1), 25-31 Downloads View citations (5)
    See also Working Paper (2009)
  2. Corporate Interest Rates and the Financial Accelerator in the Czech Republic
    Emerging Markets Finance and Trade, 2010, 46, (4), 41-54 Downloads View citations (10)
    See also Working Paper (2008)
  3. Price setting and market structure: an empirical analysis of micro data in Slovakia
    Managerial and Decision Economics, 2010, 31, (2-3), 209-233 Downloads View citations (12)
    See also Working Paper (2010)

2009

  1. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (2), 102-127 Downloads View citations (5)
    See also Working Paper (2009)
  2. Editorial
    Czech Economic Review, 2009, 3, (1), 005-006 Downloads
  3. Estimating expected loss given default in an emerging market: the case of Czech Republic
    Journal of Financial Transformation, 2009, 27, 103-107 View citations (6)
  4. How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia
    Global Economy Journal, 2009, 9, (1), 1-17 Downloads View citations (20)
    See also Working Paper (2008)
  5. Monetary Policy Strategies before Euro Adoption: The Art of Chasing Many Rabbits
    Czech Economic Review, 2009, 3, (2), 176-198 Downloads View citations (1)
  6. The Determinants of the Interest Rate Margins of Czech Banks
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (2), 128-136 Downloads View citations (10)
  7. The effects of monetary policy in the Czech Republic: an empirical study
    Empirica, 2009, 36, (4), 419-443 Downloads View citations (33)
    See also Working Paper (2008)
  8. The time-varying policy neutral rate in real-time: A predictor for future inflation?
    Economic Modelling, 2009, 26, (1), 71-81 Downloads View citations (4)
    See also Working Paper (2007)

2008

  1. Asymmetric Monetary Policy in the Czech Republic?
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 470-481 Downloads View citations (2)
    See also Chapter (2008)
  2. Do Central Bank Forecast Errors Contribute to the Missing of Inflation Targets? The Case of the Czech Republic
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 434-453 Downloads View citations (2)
  3. Editorial
    Czech Economic Review, 2008, 2, (3), 195-196 Downloads
  4. Editorial
    Czech Economic Review, 2008, 2, (1), 005-006 Downloads
  5. Inflation Differentials in New EU Member States: Empirical Evidence
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (07-08), 318-328 Downloads View citations (3)
  6. Undershooting of the Inflation Target in the Czech Republic: The Role of Inflation Expectations
    Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 482-492 Downloads View citations (1)
  7. Volatility of exchange rates in selected new EU members: Evidence from daily data
    Economic Systems, 2008, 32, (1), 103-118 Downloads View citations (20)
    See also Working Paper (2007)

2007

  1. Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
    Prague Economic Papers, 2007, 2007, (1), 24-37 Downloads View citations (2)
  2. Modelling Central Bank Intervention Activity under Inflation Targeting
    Economics Bulletin, 2007, 6, (29), 1-8 Downloads View citations (1)
    See also Working Paper (2006)

2005

  1. Exchange-Rate Convergence and Entrance to the Eurozone III - Selected Problems of New Member States (in Czech)
    Czech Journal of Economics and Finance (Finance a uver), 2005, 55, (9-10), 483-505 Downloads
  2. Real Exchange Rates and Optimum Currency Areas: Evidence from Developed Economies
    Czech Journal of Economics and Finance (Finance a uver), 2005, 55, (5-6), 253-266 Downloads View citations (1)

2004

  1. Is Dollarization the Right Option? Financial Fragility, Original Sin and Fear of Floating
    Czech Journal of Economics and Finance (Finance a uver), 2004, 54, (5-6), 252-266 Downloads

2003

  1. Individual Decision-Making to Commit a Crime: A Survey of Early Models
    Czech Journal of Economics and Finance (Finance a uver), 2003, 53, (3-4), 154-168 Downloads

2002

  1. Argentina - vzestupy a pády
    Czech Journal of Economics and Finance (Finance a uver), 2002, 52, (10), 570-572 Downloads
  2. Teorie optimálních mìnových zón: rámec k diskuzím o monetární integraci
    Czech Journal of Economics and Finance (Finance a uver), 2002, 52, (7-8), 386-407 Downloads

Books

2013

  1. Transmission of Monetary Policy, vol 11
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (3)

2012

  1. Financial Stability and Monetary Policy, vol 10
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (1)
  2. Macroeconomic Forecasting: Methods, Accuracy and Coordination, vol 10
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2011

  1. Macro-Financial Linkages: Theory and Applications, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. Monetary Policy Analysis in a Central Bank, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2009

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. CNB Economic Research Bulletin: Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, vol 7
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2008

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. CNB Economic Research Bulletin: Ten Years of Inflation Targeting, vol 6
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  3. Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (2)

2007

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2007
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2006

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2006
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. CNB Economic Research Bulletin: ERMII and Euro Adoption, vol 4
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2005

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2005
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

Edited books

2014

  1. Stress-Testing Analyses of the Czech Financial System, vol 12
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

Chapters

2011

  1. Time Varying Monetary Policy Rules and Financial Stress
    Chapter 10 in Handbook of Central Banking, Financial Regulation and Supervision, 2011 Downloads View citations (2)

2008

  1. Asymmetric Monetary Policy in the Czech Republic?
    Chapter 9 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 117-130 Downloads View citations (1)
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2008)
  2. Prediction Bias and Undershooting of the Inflation Target
    Chapter 5 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 57-76 Downloads
  3. Reasons of Undershooting the Inflation Target in the Czech Republic: The Role of Inflation Expectations
    Chapter 10 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 131-142 Downloads View citations (1)
 
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