Details about Marius Jurgilas

Access statistics for papers by Marius Jurgilas.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pju52

Working Papers

2013

1. Implicit intraday interest rate in the UK unsecured overnight money market
   Working Paper, Norges Bank View citations (1)
   Also in Bank of England working papers, Bank of England (2012) View citations (2)

2010

2. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
   Working Papers, University of Pretoria, Department of Economics View citations (11)
3. Liquidity-saving mechanisms in collateral-based RTGS payment systems
   Staff Reports, Federal Reserve Bank of New York View citations (5)
   Also in Bank of England working papers, Bank of England (2010) View citations (6)
   See also Journal Article Liquidity-saving mechanisms in collateral-based RTGS payment systems, Annals of Finance, Springer (2013) View citations (8) (2013)

2009

4. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
   Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
   Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (23)
   Working Papers, University of Pretoria, Department of Economics (2009) View citations (6)
5. THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
   Working Papers, University of Pretoria, Department of Economics View citations (4)
   See also Journal Article The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach, Economic Modelling, Elsevier (2010) View citations (73) (2010)

2007

6. Corruption and Growth Under Weak Identification
   Working papers, University of Connecticut, Department of Economics View citations (11)
   See also Journal Article CORRUPTION AND GROWTH UNDER WEAK IDENTIFICATION, Economic Inquiry, Western Economic Association International (2011) View citations (15) (2011)
7. Monetary Policy Under a Currency Board
   Working papers, University of Connecticut, Department of Economics

2006

8. Interbank Markets under Currency Boards
   Working papers, University of Connecticut, Department of Economics View citations (5)

2005

9. Interbank market under the currency board: Case of Lithuania
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)

Journal Articles

2013

1. Comment
   NBER International Seminar on Macroeconomics, 2013, 9, (1), 219 - 222
2. Liquidity-saving mechanisms in collateral-based RTGS payment systems
   Annals of Finance, 2013, 9, (1), 29-60 View citations (8)
   See also Working Paper Liquidity-saving mechanisms in collateral-based RTGS payment systems, Staff Reports (2010) View citations (5) (2010)

2012

3. Housing bubbles and homeownership returns
   FRBSF Economic Letter, 2012, (jun25) View citations (4)

2011

4. CORRUPTION AND GROWTH UNDER WEAK IDENTIFICATION
   Economic Inquiry, 2011, 49, (1), 264-275 View citations (15)
   See also Working Paper Corruption and Growth Under Weak Identification, Working papers (2007) View citations (11) (2007)
5. Financial dollarization: The role of foreign-owned banks and interest rates
   Journal of Banking & Finance, 2011, 35, (4), 794-806 View citations (118)

2010

6. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach
   Economic Modelling, 2010, 27, (1), 315-323 View citations (73)
   See also Working Paper THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH, Working Papers (2009) View citations (4) (2009)

Books

2013

1. Property Prices and Real Estate Financing in a Turbulent World
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (5)

Chapters

2012

1. Comment on "Banks, Sovereign Debt and the International Transmission of Business Cycles"
   A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 219-222