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Details about Kalin Ognianov Nikolov

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Homepage:https://sites.google.com/site/kalinognianovnikolov/research
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Kalin Ognianov Nikolov.

Last updated 2018-08-20. Update your information in the RePEc Author Service.

Short-id: pni175


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Working Papers

2018

  1. Benefits and costs of liquidity regulation
    Working Paper Series, European Central Bank Downloads

2017

  1. Equity versus Bail-in Debt in Banking: An Agency Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (2)
  2. Optimal Dynamic Capital Requirements
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Working Papers, CEMFI (2016) Downloads View citations (9)

    See also Journal Article in Journal of Money, Credit and Banking (2018)

2016

  1. Household Portfolios in a Secular Stagnation World: Evidence from Japan
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (3)

2015

  1. Capital regulation in a macroeconomic model with three layers of default
    Working Paper Series, European Central Bank Downloads View citations (43)
    Also in Working Papers, CEMFI (2014) Downloads View citations (6)
    Working papers, Banque de France (2014) Downloads View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (15)

    See also Journal Article in International Journal of Central Banking (2015)
  2. Financial Disintermediation and Financial Fragility
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (4)

2014

  1. Collateral amplification under complete markets
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Safe Asset Shortages and Asset Price Bubbles
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (17)
    Also in CIGS Working Paper Series, The Canon Institute for Global Studies (2014) Downloads View citations (15)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2014) Downloads View citations (15)

    See also Journal Article in Journal of Mathematical Economics (2014)

2013

  1. Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)

2012

  1. A model of borrower reputation as intangible collateral
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (3)
  2. Bubbles, banks and financial stability
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2011) Downloads View citations (4)
    Working Paper Series, European Central Bank (2012) Downloads View citations (3)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011) Downloads View citations (21)

    See also Journal Article in Journal of Monetary Economics (2015)

2011

  1. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Bank of England working papers, Bank of England Downloads View citations (16)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

  1. Is Private Leverage Excessive?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
  2. Winners and Losers in House Markets
    Working Papers, Central Bank of Cyprus Downloads View citations (17)
  3. Winners and Losers in Housing Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (56)
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2007) Downloads View citations (16)

    See also Journal Article in Journal of Money, Credit and Banking (2011)

2007

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

2005

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

2004

  1. Rule-based monetary policy under central bank learning
    Bank of England working papers, Bank of England Downloads View citations (28)
    See also Chapter (2006)

2002

  1. Financial frictions and the monetary transmission mechanism: theory, evidence and policy implications
    Working Paper Series, European Central Bank Downloads View citations (48)
  2. Monetary Policy and Stagflation in the UK
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (42)
    Also in Bank of England working papers, Bank of England (2002) Downloads View citations (9)

    See also Journal Article in Journal of Money, Credit and Banking (2004)

2001

  1. UK Inflation in the 1970s and 1980s: The Role of Output Gap Mismeasurement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Bank of England working papers, Bank of England (2001) Downloads View citations (18)

    See also Journal Article in Journal of Economics and Business (2003)

Undated

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

Journal Articles

2018

  1. Optimal Dynamic Capital Requirements
    Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 Downloads
    See also Working Paper (2017)

2016

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

2015

  1. Bubbles, banks and financial stability
    Journal of Monetary Economics, 2015, 74, (C), 33-51 Downloads View citations (13)
    Also in Research Bulletin, 2012, 15, 2-6 (2012) Downloads

    See also Working Paper (2012)
  2. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    International Journal of Central Banking, 2015, 11, (3), 9-63 Downloads View citations (42)
    See also Working Paper (2015)
  3. Financial instability in macroeconomics: a set of new structural models
    Research Bulletin, 2015, 22, 1-11 Downloads

2014

  1. Collateral amplification under complete markets
    Journal of Economic Dynamics and Control, 2014, 45, (C), 80-93 Downloads View citations (2)
    See also Working Paper (2014)
  2. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 Downloads View citations (3)
  3. Safe asset shortages and asset price bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 164-174 Downloads View citations (15)
    See also Working Paper (2014)
  4. The sovereign-bank nexus
    Research Bulletin, 2014, 20, 2-4 Downloads

2011

  1. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2186-2212 Downloads View citations (15)
    See also Working Paper (2011)
  2. Winners and Losers in Housing Markets
    Journal of Money, Credit and Banking, 2011, 43, 255-296 View citations (123)
    See also Working Paper (2010)

2004

  1. Monetary Policy and Stagflation in the UK
    Journal of Money, Credit and Banking, 2004, 36, (3), 293-318 View citations (43)
    See also Working Paper (2002)

2003

  1. UK inflation in the 1970s and 1980s: the role of output gap mismeasurement
    Journal of Economics and Business, 2003, 55, (4), 353-370 Downloads View citations (36)
    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 Downloads

2006

  1. Rule-Based Monetary Policy under Central Bank Learning
    A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 145-195 Downloads View citations (2)
    See also Working Paper (2004)
 
Page updated 2018-08-21