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Details about Thomas Kostka

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Thomas Kostka.

Last updated 2020-03-22. Update your information in the RePEc Author Service.

Short-id: pko813


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Working Papers

2018

  1. From carry trades to curvy trades
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in The World Economy (2020)
  2. Predicting risk premia in short-term interest rates and exchange rates
    Working Paper Series, European Central Bank Downloads View citations (2)

2014

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

2013

  1. Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (72)
    Working Paper Series, European Central Bank (2012) Downloads View citations (39)

    See also Journal Article in Journal of International Economics (2016)
  2. Can macroeconomists forecast risk? Event-based evidence from the euro area SPF
    Working Paper Series, European Central Bank Downloads View citations (5)
    See also Journal Article in International Journal of Central Banking (2015)

2012

  1. How informative are the subjective density forecasts of macroeconomists?
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo (2011) Downloads View citations (8)

    See also Journal Article in Journal of Forecasting (2014)

Journal Articles

2020

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

2017

  1. Assessing the Decoupling of Economic Policy Uncertainty and Financial Conditions
    Financial Stability Review, 2017, 1 Downloads
  2. Higher Future Financial Market Volatility: Potential Triggers and Amplifiers
    Financial Stability Review, 2017, 2 Downloads

2016

  1. Bubble thy neighbour: Portfolio effects and externalities from capital controls
    Journal of International Economics, 2016, 99, (C), 85-104 Downloads View citations (51)
    Also in Proceedings, 2012, (Nov), 1-48 (2012) Downloads View citations (44)

    See also Working Paper (2013)

2015

  1. Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF
    International Journal of Central Banking, 2015, 11, (4), 1-46 Downloads View citations (1)
    See also Working Paper (2013)
  2. Density characteristics and density forecast performance: a panel analysis
    Empirical Economics, 2015, 48, (3), 1203-1231 Downloads View citations (10)
    See also Working Paper (2014)

2014

  1. How Informative are the Subjective Density Forecasts of Macroeconomists?
    Journal of Forecasting, 2014, 33, (3), 163-185 Downloads View citations (15)
    See also Working Paper (2012)
 
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