Details about Kalin Ognianov Nikolov

Access statistics for papers by Kalin Ognianov Nikolov.

Last updated 2023-10-10. Update your information in the RePEc Author Service.

Short-id: pni175

Working Papers

2022

1. Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
   Working papers, Banque de France
   Also in Working Papers, HAL (2022)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2022)

2021

2. The ECB’s price stability framework: past experience, and current and future challenges
   Occasional Paper Series, European Central Bank View citations (9)
3. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
   Occasional Paper Series, European Central Bank View citations (1)

2020

4. Housing, Distribution and Welfare
   Working Papers, Princeton University. Economics Department.
5. Macroprudential policy measures: macroeconomic impact and interaction with monetary policy
   Working Paper Series, European Central Bank View citations (13)
6. Twin Default Crises
   Working Papers, CEMFI View citations (4)
   Also in Working Papers, FEDEA (2020) View citations (2)
7. Twin Defaults and Bank Capital Requirements
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Working Paper Series, European Central Bank (2020) View citations (2)

2019

8. Bank capital in the short and in the long run
   Working Paper Series, European Central Bank View citations (14)
   Also in Working Papers, CEMFI (2018) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (3)
   See also Journal Article in Journal of Monetary Economics (2020)

2018

9. Benefits and costs of liquidity regulation
   Working Paper Series, European Central Bank View citations (21)
10. Government debt and banking fragility: the spreading of strategic uncertainty
    Working Paper Series, European Central Bank View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (50)
    See also Journal Article in International Economic Review (2018)

2017

11. Equity versus Bail-in Debt in Banking: An Agency Perspective
    Working Papers, CEMFI View citations (7)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (11)
12. Optimal Dynamic Capital Requirements
    2017 Meeting Papers, Society for Economic Dynamics View citations (7)
    Also in Working Papers, CEMFI (2016) View citations (21)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2016

13. Household Portfolios in a Secular Stagnation World: Evidence from Japan
    Bank of Japan Working Paper Series, Bank of Japan View citations (6)

2015

14. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    Working Papers, Banco de Portugal, Economics and Research Department View citations (176)
    Also in Working Papers, CEMFI (2014) View citations (42)
    Working papers, Banque de France (2014) View citations (31)
    Working Paper Series, European Central Bank (2015) View citations (183)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (26)
    See also Journal Article in International Journal of Central Banking (2015)
15. Financial Disintermediation and Financial Fragility
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (7)

2014

16. Collateral amplification under complete markets
    Working Paper Series, European Central Bank View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
17. Safe Asset Shortages and Asset Price Bubbles
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (27)
    Also in CIGS Working Paper Series, The Canon Institute for Global Studies (2014) View citations (27)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2014) View citations (27)
    See also Journal Article in Journal of Mathematical Economics (2014)

2012

18. A model of borrower reputation as intangible collateral
    Working Paper Series, European Central Bank View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (3)
19. Bubbles, banks and financial stability
    Working Paper Series, European Central Bank View citations (10)
    Also in Working Paper Series, European Central Bank (2012) View citations (11)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2011) View citations (7)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011) View citations (31)
    See also Journal Article in Journal of Monetary Economics (2015)

2011

20. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Bank of England working papers, Bank of England View citations (31)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

21. Is Private Leverage Excessive?
    MPRA Paper, University Library of Munich, Germany View citations (12)
22. Winners and Losers in House Markets
    Working Papers, Central Bank of Cyprus View citations (18)
23. Winners and Losers in Housing Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (66)
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2007) View citations (34)
    See also Journal Article in Journal of Money, Credit and Banking (2011)

2007

24. From Shirtsleeves to Shirtsleeves in a Long Lifetime
    2007 Meeting Papers, Society for Economic Dynamics View citations (2)

2005

25. Rule-Based Monetary Policy Under Central Banking Learning
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2004

26. Rule-based monetary policy under central bank learning
    Bank of England working papers, Bank of England View citations (34)
    See also Chapter (2006)

2002

27. Financial frictions and the monetary transmission mechanism: theory, evidence and policy implications
    Working Paper Series, European Central Bank View citations (53)
28. Monetary Policy and Stagflation in the UK
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
    Also in Bank of England working papers, Bank of England (2002) View citations (39)
    See also Journal Article in Journal of Money, Credit and Banking (2004)

2001

29. UK Inflation in the 1970s and 1980s: The Role of Output Gap Mismeasurement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    Also in Bank of England working papers, Bank of England (2001) View citations (22)
    See also Journal Article in Journal of Economics and Business (2003)

Undated

30. Self-confirming Inflation Persistence
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis

Journal Articles

2022

1. The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area
   International Journal of Central Banking, 2022, 18, (5), 1-50

2021

2. How much capital should banks hold?
   Research Bulletin, 2021, 80 View citations (1)

2020

3. Bank capital in the short and in the long run
   Journal of Monetary Economics, 2020, 115, (C), 64-79 View citations (24)
   See also Working Paper (2019)

2018

4. GOVERNMENT DEBT AND BANKING FRAGILITY: THE SPREADING OF STRATEGIC UNCERTAINTY
   International Economic Review, 2018, 59, (4), 1905-1925 View citations (37)
   See also Working Paper (2018)
5. Optimal Dynamic Capital Requirements
   Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 View citations (50)
   See also Working Paper (2017)

2016

6. Capital requirements in a model for the SSM area with three layers of default
   Macroprudential Bulletin, 2016, 1

2015

7. Bubbles, banks and financial stability
   Journal of Monetary Economics, 2015, 74, (C), 33-51 View citations (53)
   Also in Research Bulletin, 2012, 15, 2-6 (2012) View citations (10)
   See also Working Paper (2012)
8. Capital Regulation in a Macroeconomic Model with Three Layers of Default
   International Journal of Central Banking, 2015, 11, (3), 9-63 View citations (180)
   See also Working Paper (2015)
9. Financial instability in macroeconomics: a set of new structural models
   Research Bulletin, 2015, 22, 1-11

2014

10. Collateral amplification under complete markets
    Journal of Economic Dynamics and Control, 2014, 45, (C), 80-93 View citations (6)
    See also Working Paper (2014)
11. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 View citations (3)
12. Safe asset shortages and asset price bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 164-174 View citations (26)
    See also Working Paper (2014)
13. The 3D Model: a Framework to Assess Capital Regulation
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (5)
14. The sovereign-bank nexus
    Research Bulletin, 2014, 20, 2-4

2011

15. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2186-2212 View citations (27)
    See also Working Paper (2011)
16. Winners and Losers in Housing Markets
    Journal of Money, Credit and Banking, 2011, 43, (2‐3), 255-296 View citations (48)
    Also in Journal of Money, Credit and Banking, 2011, 43, 255-296 (2011) View citations (241)
    See also Working Paper (2010)

2004

17. Monetary Policy and Stagflation in the UK
    Journal of Money, Credit and Banking, 2004, 36, (3), 293-318 View citations (56)
    See also Working Paper (2002)
18. Rule-Based Monetary Policy under Central Bank Learning [with Comments]
    NBER International Seminar on Macroeconomics, 2004, 2004, (1), 145 - 195

2003

19. UK inflation in the 1970s and 1980s: the role of output gap mismeasurement
    Journal of Economics and Business, 2003, 55, (4), 353-370 View citations (52)
    See also Working Paper (2001)

Chapters

2017

1. Capital Regulation: Lessons from a Macroeconomic Model
   Chapter 10 in Achieving Financial Stability Challenges to Prudential Regulation, 2017, pp 121-131

2006

2. Rule-Based Monetary Policy under Central Bank Learning
   A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 145-195 View citations (6)
   See also Working Paper (2004)