Details about Vasja Sivec

Access statistics for papers by Vasja Sivec.

Last updated 2021-09-17. Update your information in the RePEc Author Service.

Short-id: psi806

Working Papers

2018

1. Empirical Evidence on the Effectiveness of Capital Buffer Release
   MPRA Paper, University Library of Munich, Germany View citations (4)

2017

2. Bank Response to Policy Related Changes in Capital Requirements
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Bank response to policy-related changes in capital requirements, The Quarterly Review of Economics and Finance, Elsevier (2021) View citations (1) (2021)

2015

3. Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs, Journal of Econometrics, Elsevier (2016) View citations (18) (2016)

Journal Articles

2021

1. Bank response to policy-related changes in capital requirements
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 868-877 View citations (1)
   See also Working Paper Bank Response to Policy Related Changes in Capital Requirements, MPRA Paper (2017) View citations (1) (2017)
2. NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY
   National Institute Economic Review, 2021, 256, 127-161 View citations (7)

2016

3. Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs
   Journal of Econometrics, 2016, 193, (2), 335-348 View citations (18)
   See also Working Paper Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs, CEPR Discussion Papers (2015) (2015)