Details about Thomas Kostka

Access statistics for papers by Thomas Kostka.

Last updated 2023-04-05. Update your information in the RePEc Author Service.

Short-id: pko813

Working Papers

2023

1. Asset allocation and risk taking under different interest rate regimes
   Working Paper Series, European Central Bank

2021

2. Monetary-fiscal policy interactions in the euro area
   Occasional Paper Series, European Central Bank View citations (7)

2018

3. From carry trades to curvy trades
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article From carry trades to curvy trades, The World Economy, Wiley Blackwell (2020) View citations (1) (2020)
4. Predicting risk premia in short-term interest rates and exchange rates
   Working Paper Series, European Central Bank View citations (3)

2014

5. Density characteristics and density forecast performance: a panel analysis
   Working Paper Series, European Central Bank View citations (2)
   See also Journal Article Density characteristics and density forecast performance: a panel analysis, Empirical Economics, Springer (2015) View citations (17) (2015)

2013

6. Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (80)
   Working Paper Series, European Central Bank (2012) View citations (59)
   See also Journal Article Bubble thy neighbour: Portfolio effects and externalities from capital controls, Journal of International Economics, Elsevier (2016) View citations (121) (2016)
7. Can macroeconomists forecast risk? Event-based evidence from the euro area SPF
   Working Paper Series, European Central Bank View citations (6)
   See also Journal Article Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (6) (2015)

2012

8. How informative are the subjective density forecasts of macroeconomists?
   Working Paper Series, European Central Bank View citations (16)
   Also in CESifo Working Paper Series, CESifo (2011) View citations (8)
   See also Journal Article How Informative are the Subjective Density Forecasts of Macroeconomists?, Journal of Forecasting, John Wiley & Sons, Ltd. (2014) View citations (30) (2014)

Journal Articles

2020

1. From carry trades to curvy trades
   The World Economy, 2020, 43, (3), 758-780 View citations (1)
   See also Working Paper From carry trades to curvy trades, Working Paper Series (2018) View citations (1) (2018)

2017

2. Assessing the Decoupling of Economic Policy Uncertainty and Financial Conditions
   Financial Stability Review, 2017, 1 View citations (6)
3. Higher Future Financial Market Volatility: Potential Triggers and Amplifiers
   Financial Stability Review, 2017, 2

2016

4. Bubble thy neighbour: Portfolio effects and externalities from capital controls
   Journal of International Economics, 2016, 99, (C), 85-104 View citations (121)
   Also in Proceedings, 2012, (Nov), 1-48 (2012) View citations (53)
   See also Working Paper Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) View citations (1) (2013)

2015

5. Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF
   International Journal of Central Banking, 2015, 11, (4), 1-46 View citations (6)
   See also Working Paper Can macroeconomists forecast risk? Event-based evidence from the euro area SPF, Working Paper Series (2013) View citations (6) (2013)
6. Density characteristics and density forecast performance: a panel analysis
   Empirical Economics, 2015, 48, (3), 1203-1231 View citations (17)
   See also Working Paper Density characteristics and density forecast performance: a panel analysis, Working Paper Series (2014) View citations (2) (2014)

2014

7. How Informative are the Subjective Density Forecasts of Macroeconomists?
   Journal of Forecasting, 2014, 33, (3), 163-185 View citations (30)
   See also Working Paper How informative are the subjective density forecasts of macroeconomists?, Working Paper Series (2012) View citations (16) (2012)