Details about Bořek Vašíček

Access statistics for papers by Bořek Vašíček.

Last updated 2024-01-08. Update your information in the RePEc Author Service.

Short-id: pva386

Working Papers

2022

1. Housing Market Developments in the Euro Area: Focus on Housing Affordability
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (1)

2021

2. Euro Area Housing Markets: Trends, Challenges and Policy Responses
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission
3. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (1)

2017

4. Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries
   Working Papers, Czech National Bank View citations (1)
   See also Journal Article Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries, International Review of Economics & Finance, Elsevier (2019) View citations (11) (2019)

2015

5. Banking and currency crises: differential diagnostics for developed countries
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Papers, Czech National Bank (2014) View citations (2)
   See also Journal Article Banking and Currency Crises: Differential Diagnostics for Developed Countries, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2017) View citations (15) (2017)
6. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
   MPRA Paper, University Library of Munich, Germany View citations (30)

2014

7. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
   Working Paper Series, European Central Bank View citations (98)
   See also Journal Article Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe, Journal of Banking & Finance, Elsevier (2014) View citations (120) (2014)
8. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps
   Working Paper Series, European Central Bank View citations (1)
   Also in Working Papers, Czech National Bank (2013) View citations (1)
   See also Journal Article Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps, Journal of Empirical Finance, Elsevier (2015) View citations (15) (2015)
9. Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?
   Working Papers, Czech National Bank View citations (10)
   See also Journal Article Spillover of the ECB's monetary policy outside the euro area: How different is conventional from unconventional policy?, Journal of Policy Modeling, Elsevier (2016) View citations (44) (2016)
10. The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic
    Research and Policy Notes, Czech National Bank View citations (18)

2013

11. How systemic is Spain for Europe?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (7)
    Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2013)
12. Inflation and the Steeplechase Between Economic Activity Variables
    Working Papers, Czech National Bank View citations (5)
    See also Journal Article Inflation and the steeplechase between economic activity variables: evidence for G7 countries, The B.E. Journal of Macroeconomics, De Gruyter (2017) View citations (5) (2017)

2012

13. Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (69)
    Also in Working Paper Series, European Central Bank (2012) View citations (84)
    See also Journal Article Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators, Journal of Financial Stability, Elsevier (2014) View citations (123) (2014)
14. Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
    Working Papers, Czech National Bank View citations (7)
    See also Journal Article Changes in inflation dynamics under inflation targeting? Evidence from Central European countries, Economic Modelling, Elsevier (2015) View citations (20) (2015)
15. Leading indicators of crisis incidence: evidence from developed countries
    Working Paper Series, European Central Bank View citations (13)
    See also Journal Article Leading indicators of crisis incidence: Evidence from developed countries, Journal of International Money and Finance, Elsevier (2013) View citations (103) (2013)
16. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News
    AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group View citations (26)
    Also in Working Papers, Czech National Bank (2012) View citations (47)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2012) View citations (29)

2011

17. Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (6)
    Also in Working Papers, Czech National Bank (2011) View citations (20)
18. How Does Monetary Policy Respond to Financial Stress?
    EcoMod2011, EcoMod
    Also in Working Papers, Czech National Bank (2011) View citations (13)
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona (2011) View citations (9)
    See also Journal Article Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?, Journal of Financial Stability, Elsevier (2013) View citations (74) (2013)
19. Is Monetary Policy in the New EU Member States Asymmetric?
    Working Papers, Czech National Bank View citations (3)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) View citations (4)
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona (2010)
    See also Journal Article Is monetary policy in the new EU member states asymmetric?, Economic Systems, Elsevier (2012) View citations (5) (2012)

2010

20. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona View citations (3)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010) View citations (12)
    Working Papers, Czech National Bank (2010) View citations (10)
    See also Journal Article HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (32) (2014)

2009

21. Inflation dynamics and the New Keynesian Phillips curve in EU-4
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona View citations (3)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (4)
    See also Journal Article Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries, Emerging Markets Finance and Trade, Taylor & Francis Journals (2011) View citations (8) (2011)
22. Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona View citations (6)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (4)
    See also Journal Article Monetary Policy Rules and Inflation Processes in Open Emerging Economies, Eastern European Economics, Taylor & Francis Journals (2010) View citations (5) (2010)

2008

23. The monetary policy rules in EU-15: before and after the euro
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona

Journal Articles

2023

1. Determinants of macroeconomic resilience in the euro area: An empirical assessment of national policy levers
   Economic Systems, 2023, 47, (3)

2022

2. Links between housing and real economy in the euro area
   Quarterly Report on the Euro Area (QREA), 2022, 21, (3), 19-28

2020

3. Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach
   Empirica, 2020, 47, (2), 431-451 View citations (1)

2019

4. A retrospective look at sovereign bond dynamics in the euro area
   Quarterly Report on the Euro Area (QREA), 2019, 17, (4), 7-26 View citations (5)
5. Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries
   International Review of Economics & Finance, 2019, 64, (C), 62-83 View citations (11)
   See also Working Paper Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries, Working Papers (2017) View citations (1) (2017)

2018

6. Determinants of economic resilience in the euro area: An empirical assessment of policy levers
   Quarterly Report on the Euro Area (QREA), 2018, 17, (3), 27-46 View citations (3)
7. Financial cycle in euro area
   Quarterly Report on the Euro Area (QREA), 2018, 17, (2), 17-30 View citations (1)
8. Impact of uncertainty shocks in the euro area
   Quarterly Report on the Euro Area (QREA), 2018, 16, (3), 25-40

2017

9. A macroeconomic perspective on non-performing loans (NPLs)
   Quarterly Report on the Euro Area (QREA), 2017, 16, (1), 7-21 View citations (5)
10. Banking and Currency Crises: Differential Diagnostics for Developed Countries
    International Journal of Finance & Economics, 2017, 22, (1), 44-67 View citations (15)
    See also Working Paper Banking and currency crises: differential diagnostics for developed countries, Working Paper Series (2015) View citations (5) (2015)
11. Inflation and the steeplechase between economic activity variables: evidence for G7 countries
    The B.E. Journal of Macroeconomics, 2017, 17, (1), 42 View citations (5)
    See also Working Paper Inflation and the Steeplechase Between Economic Activity Variables, Working Papers (2013) View citations (5) (2013)
12. Leading indicators of financial stress: New evidence
    Journal of Financial Stability, 2017, 28, (C), 240-257 View citations (18)

2016

13. Financial channels and economic activity in the euro area
    Quarterly Report on the Euro Area (QREA), 2016, 15, (2), 19-31
14. Revisiting the real interest rate mechanism
    Quarterly Report on the Euro Area (QREA), 2016, 14, (4), 33-48
15. Spillover of the ECB's monetary policy outside the euro area: How different is conventional from unconventional policy?
    Journal of Policy Modeling, 2016, 38, (2), 199-225 View citations (44)
    See also Working Paper Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?, Working Papers (2014) View citations (10) (2014)
16. The policy mix, when monetary policy is constrained at the zero lower bound
    Quarterly Report on the Euro Area (QREA), 2016, 15, (3), 19-28

2015

17. Changes in inflation dynamics under inflation targeting? Evidence from Central European countries
    Economic Modelling, 2015, 44, (C), 116-130 View citations (20)
    See also Working Paper Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries, Working Papers (2012) View citations (7) (2012)
18. Financial Stress Indices and Financial Crises
    Open Economies Review, 2015, 26, (3), 383-406 View citations (39)
19. Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
    Journal of Empirical Finance, 2015, 33, (C), 174-189 View citations (15)
    See also Working Paper Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps, Working Paper Series (2014) View citations (1) (2014)
20. The euro area recovery in perspective
    Quarterly Report on the Euro Area (QREA), 2015, 14, (3), 6-18

2014

21. Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
    Journal of Financial Stability, 2014, 15, (C), 1-17 View citations (123)
    See also Working Paper Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries, Working Papers IES (2012) View citations (69) (2012)
22. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES
    Macroeconomic Dynamics, 2014, 18, (3), 593-630 View citations (32)
    See also Working Paper How Does Monetary Policy Change? Evidence on Inflation Targeting Countries, Working Papers (2010) View citations (3) (2010)
23. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
    Journal of Banking & Finance, 2014, 46, (C), 151-165 View citations (120)
    See also Working Paper Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe, Working Paper Series (2014) View citations (98) (2014)

2013

24. Leading indicators of crisis incidence: Evidence from developed countries
    Journal of International Money and Finance, 2013, 35, (C), 1-19 View citations (103)
    See also Working Paper Leading indicators of crisis incidence: evidence from developed countries, Working Paper Series (2012) View citations (13) (2012)
25. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?
    Journal of Financial Stability, 2013, 9, (1), 117-138 View citations (74)
    See also Working Paper How Does Monetary Policy Respond to Financial Stress?, EcoMod2011 (2011) (2011)

2012

26. Is monetary policy in the new EU member states asymmetric?
    Economic Systems, 2012, 36, (2), 235-263 View citations (5)
    See also Working Paper Is Monetary Policy in the New EU Member States Asymmetric?, Working Papers (2011) View citations (3) (2011)

2011

27. Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries
    Emerging Markets Finance and Trade, 2011, 47, (5), 71-100 View citations (8)
    See also Working Paper Inflation dynamics and the New Keynesian Phillips curve in EU-4, Working Papers (2009) View citations (3) (2009)

2010

28. Monetary Policy Rules and Inflation Processes in Open Emerging Economies
    Eastern European Economics, 2010, 48, (4), 36-58 View citations (5)
    See also Working Paper Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members, Working Papers (2009) View citations (6) (2009)

2008

29. Prostorová ekonomie a prostorové externality: Přehled teorie a empirické evidence
    (Spatial economics and spatial externalities: A survey of theory and emprics)
    Politická ekonomie, 2008, 2008, (5), 684-708

Chapters

2012

1. Early Warning Indicators of Economic Crises
   Chapter Thematic Article 2 in CNB Financial Stability Report 2011/2012, 2012, pp 112-117 View citations (3)

2011

2. Time Varying Monetary Policy Rules and Financial Stress
   Chapter 10 in Handbook of Central Banking, Financial Regulation and Supervision, 2011 View citations (7)