Details about Ján Klacso

Access statistics for papers by Ján Klacso.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: pkl208

Working Papers

2024

1. Assessing Residential Real Estate prices in Slovakia: Possible Approaches and Indices
   Working and Discussion Papers, Research Department, National Bank of Slovakia
2. Estimating Macro DSTI for Selected EU Countries
   Working and Discussion Papers, Research Department, National Bank of Slovakia
3. Survey of potential users of the digital euro: New evidence from Slovakia
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)

2023

4. Household Finance and Consumption Survey 2021: Results from Slovakia
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)
5. What's the Cost of "Saving the Planet" for Banks? Assessing the Indirect Impact of Climate Transition Risks on Slovak Banks' Loan Portfolios
   Working and Discussion Papers, Research Department, National Bank of Slovakia

2022

6. Incorporating Individual Retail Loan Data into the Macro Stress Testing Framework
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)

2021

7. Analysis of the Impact of Borrower-Based Measures
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
8. Assessing real estate prices in Slovakia - a structural approach
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (2)
9. Determinants of labour market flows in Slovakia
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)
10. Fates of indebted households during the Corona crisis: Survey results from Slovakia
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)

2020

11. Surveying the Impact of the Covid-19 Recession on the Financial Situation of Indebted Households
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (4)
12. The Effectiveness of Borrower-Based Macroprudential Measures: A Quantitative Analysis for Slovakia
    IMF Working Papers, International Monetary Fund View citations (14)

2017

13. The journey from micro supervisory data to aggregate macroprudential statistics
    Statistics Paper Series, European Central Bank

2014

14. Macro Stress Testing Framework at the National Bank of Slovakia
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (4)

Journal Articles

2024

1. How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework
   Computational Economics, 2024, 64, (2), 707-733

2023

2. The Impact of Loan Payment Deferral on Indebted Households and Financial Stability during the Covid-19 Pandemic: Survey Results from Slovakia
   Czech Journal of Economics and Finance (Finance a uver), 2023, 73, (3), 220-250 View citations (1)

2015

3. The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession
   Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (1), 55-83

Chapters

2016

1. Aggregate macroprudential statistics from micro supervisory data. Conceptual and operational issues
   A chapter in Combining micro and macro data for financial stability analysis, 2016, vol. 41