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Details about Bořek Vašíček

E-mail:
Homepage:http://sites.google.com/site/borekvasicek/
Phone:+32 2 296 87 00.
Postal address:CHAR 15/007, DG ECFIN A2, European Commission, B-1049 Bruxelles/ Brussels, Belgium
Workplace:Directorate-General Economic and Financial Affairs, European Commission, (more information at EDIRC)

Access statistics for papers by Bořek Vašíček.

Last updated 2019-06-04. Update your information in the RePEc Author Service.

Short-id: pva386


Jump to Journal Articles Books Chapters

Working Papers

2017

  1. Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries
    Working Papers, Czech National Bank Downloads

2015

  1. Banking and currency crises: differential diagnostics for developed countries
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working Papers, Czech National Bank (2014) Downloads View citations (1)

    See also Journal Article in International Journal of Finance & Economics (2017)
  2. 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 Downloads View citations (13)
  3. Financial stress indices and financial crises
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (12)
    See also Journal Article in Open Economies Review (2015)
  4. Leading indicators of financial stress: New evidence
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    See also Journal Article in Journal of Financial Stability (2017)

2014

  1. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
    Working Paper Series, European Central Bank Downloads View citations (56)
    See also Journal Article in Journal of Banking & Finance (2014)
  2. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps
    Working Paper Series, European Central Bank Downloads
    Also in Working Papers, Czech National Bank (2013) Downloads View citations (1)

    See also Journal Article in Journal of Empirical Finance (2015)
  3. Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?
    Working Papers, Czech National Bank Downloads View citations (8)
    See also Journal Article in Journal of Policy Modeling (2016)
  4. The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic
    Research and Policy Notes, Czech National Bank Downloads View citations (8)

2013

  1. How systemic is Spain for Europe?
    AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2013) Downloads View citations (8)
  2. Inflation and the Steeplechase Between Economic Activity Variables
    Working Papers, Czech National Bank Downloads View citations (3)
    See also Journal Article in The B.E. Journal of Macroeconomics (2017)

2012

  1. 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 Downloads View citations (50)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (62)

    See also Journal Article in Journal of Financial Stability (2014)
  2. Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
    Working Papers, Czech National Bank Downloads View citations (6)
    See also Journal Article in Economic Modelling (2015)
  3. Leading indicators of crisis incidence: evidence from developed countries
    Working Paper Series, European Central Bank Downloads View citations (11)
    See also Journal Article in Journal of International Money and Finance (2013)
  4. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News
    AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group Downloads View citations (23)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2012) Downloads View citations (24)
    Working Papers, Czech National Bank (2012) Downloads View citations (34)

2011

  1. 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 Downloads View citations (3)
    Also in Working Papers, Czech National Bank (2011) Downloads View citations (16)
  2. How Does Monetary Policy Respond to Financial Stress?
    EcoMod2011, EcoMod Downloads
    Also in Working Papers, Czech National Bank (2011) Downloads View citations (10)
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona (2011) Downloads View citations (4)

    See also Journal Article in Journal of Financial Stability (2013)
  3. Is Monetary Policy in the New EU Member States Asymmetric?
    Working Papers, Czech National Bank Downloads View citations (3)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) Downloads View citations (3)
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona (2010) Downloads

    See also Journal Article in Economic Systems (2012)

2010

  1. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    Working Papers, Czech National Bank Downloads View citations (6)
    Also in Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona (2010) Downloads View citations (3)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010) Downloads View citations (2)

    See also Journal Article in Macroeconomic Dynamics (2014)

2009

  1. Inflation dynamics and the New Keynesian Phillips curve in EU-4
    Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona Downloads View citations (3)
    See also Journal Article in Emerging Markets Finance and Trade (2011)
  2. 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 Downloads View citations (6)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) Downloads View citations (2)

    See also Journal Article in Eastern European Economics (2010)

2008

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

Journal Articles

2018

  1. 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 Downloads
  2. Financial cycle in euro area
    Quarterly Report on the Euro Area (QREA), 2018, 17, (2), 17-30 Downloads
  3. Impact of uncertainty shocks in the euro area
    Quarterly Report on the Euro Area (QREA), 2018, 16, (3), 25-40 Downloads

2017

  1. A macroeconomic perspective on non-performing loans (NPLs)
    Quarterly Report on the Euro Area (QREA), 2017, 16, (1), 7-21 Downloads
  2. Banking and Currency Crises: Differential Diagnostics for Developed Countries
    International Journal of Finance & Economics, 2017, 22, (1), 44-67 Downloads View citations (2)
    See also Working Paper (2015)
  3. Inflation and the steeplechase between economic activity variables: evidence for G7 countries
    The B.E. Journal of Macroeconomics, 2017, 17, (1), 42 Downloads View citations (1)
    See also Working Paper (2013)
  4. Leading indicators of financial stress: New evidence
    Journal of Financial Stability, 2017, 28, (C), 240-257 Downloads View citations (9)
    See also Working Paper (2015)

2016

  1. Financial channels and economic activity in the euro area
    Quarterly Report on the Euro Area (QREA), 2016, 15, (2), 19-31 Downloads
  2. Revisiting the real interest rate mechanism
    Quarterly Report on the Euro Area (QREA), 2016, 14, (4), 33-48 Downloads
  3. 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 Downloads View citations (34)
    See also Working Paper (2014)
  4. 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 Downloads

2015

  1. Changes in inflation dynamics under inflation targeting? Evidence from Central European countries
    Economic Modelling, 2015, 44, (C), 116-130 Downloads View citations (14)
    See also Working Paper (2012)
  2. Financial Stress Indices and Financial Crises
    Open Economies Review, 2015, 26, (3), 383-406 Downloads View citations (10)
    See also Working Paper (2015)
  3. 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 Downloads View citations (9)
    See also Working Paper (2014)
  4. The euro area recovery in perspective
    Quarterly Report on the Euro Area (QREA), 2015, 14, (3), 6-18 Downloads

2014

  1. Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
    Journal of Financial Stability, 2014, 15, (C), 1-17 Downloads View citations (47)
    See also Working Paper (2012)
  2. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES
    Macroeconomic Dynamics, 2014, 18, (03), 593-630 Downloads View citations (17)
    See also Working Paper (2010)
  3. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
    Journal of Banking & Finance, 2014, 46, (C), 151-165 Downloads View citations (58)
    See also Working Paper (2014)

2013

  1. Leading indicators of crisis incidence: Evidence from developed countries
    Journal of International Money and Finance, 2013, 35, (C), 1-19 Downloads View citations (78)
    See also Working Paper (2012)
  2. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?
    Journal of Financial Stability, 2013, 9, (1), 117-138 Downloads View citations (44)
    See also Working Paper (2011)

2012

  1. Is monetary policy in the new EU member states asymmetric?
    Economic Systems, 2012, 36, (2), 235-263 Downloads View citations (3)
    See also Working Paper (2011)

2011

  1. Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries
    Emerging Markets Finance and Trade, 2011, 47, (5), 71-100 Downloads View citations (7)
    See also Working Paper (2009)

2010

  1. Monetary Policy Rules and Inflation Processes in Open Emerging Economies
    Eastern European Economics, 2010, 48, (4), 36-58 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. 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 Downloads

Books

2015

  1. Monetary Policy Challenges in a Low-Inflation Environment, vol 13
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2014

  1. Macroprudential Research: Selected Issues, vol 12
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2013

  1. Transmission of Monetary Policy, vol 11
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (3)

2012

  1. Financial Stability and Monetary Policy, vol 10
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (1)

2011

  1. Monetary Policy Analysis in a Central Bank, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

Chapters

2012

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

2011

  1. Time Varying Monetary Policy Rules and Financial Stress
    Chapter 10 in Handbook of Central Banking, Financial Regulation and Supervision, 2011 Downloads View citations (1)
 
Page updated 2019-08-22