Research and Policy Notes

From Czech National Bank, Research and Statistics Department
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2023/02: How Does Interest Rate Pass-Through Change Over Time? Rolling Windows and the Role of the Credit Risk Premium in the Pricing of Czech Loans: Eva Hromadkova, Ivana Kubicova and Branislav Saxa
2023/01: Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio: Tomas Adam, Ales Michl and Michal Skoda
2022/02: Disclosing Dissent in Monetary Policy Committees: Jan Filáček and Lucie Kokesova Matejkova
2022/01: Assessment of the Nature of the Pandemic Shock: Implications for Monetary Policy: Oxana Babecka Kucharcukova, Jan Bruha, Petr Král, Martin Motl and Jaromir Tonner
2021/04: Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers: Simona Malovana, Martin Hodula, Zuzana Gric and Josef Bajzik
2021/03: Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis: Martin Hodula, Jan Janku and Lukas Pfeifer
2021/02: News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective: Karel Musil, Stanislav Tvrz and Jan Vlcek
2021/01: Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit: Miroslav Plašil
2020/03: Researching the Research: A Central Banking Edition: Simona Malovana, Martin Hodula and Zuzana Rakovska
2020/02: A Prolonged Period of Low Interest Rates: Unintended Consequences: Simona Malovana, Josef Bajzik, Dominika Ehrenbergerova and Jan Janku
2020/01: How to Organize Research in Central Banks: The Czech National Bank's Experience: Simona Malovana
2019/04: Macroprudential Ring-Fencing: Tomas Konecny and Lukáš Pfeifer
2019/03: The Impact of Expectations on IFRS 9 Loan Loss Provisions: Petr Polak and Jiri Panos
2019/02: Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny: Jan Filáček and Ivan Sutóris
2019/01: The Contemporary Role of Gold in Central Banks' Balance Sheets: Iveta Polaskova, Lubos Komarek and Michal Skoda
2018/01: Central Bank Financial Strength and Inflation: A Meta-Analysis: Mojmir Hampl and Tomas Havranek
2017/02: Assessing the Fiscal Sustainability of the Czech Republic: Robert Ambrisko, Vilma Dingova, Michal Dvorak, Dana Hajkova, Eva Hromadkova, Kamila Kulhavá and Radka Stiková
2017/01: Should Inflation Measures Used by Central Banks Incorporate House Prices? The Czech National Bank's Approach: Tomas Havranek and Mojmir Hampl
2015/01: Labour Market Adjustment since the Global Financial Crisis: Evidence from a Survey of Czech Firms: Jan Babecký, Kamil Galuscak and Diana Zigraiova
2014/04: Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector: Josef Brechler, Václav Hausenblas, Zlatuse Komarkova and Miroslav Plašil
2014/03: The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic: Michal Franta, Tomas Holub, Petr Král, Ivana Kubicova, Katerina Smidkova and Bořek Vašíček
2014/02: Evaluating a Structural Model Forecast: Decomposition Approach: František Brázdik, Zuzana Humplova and Frantisek Kopriva
2014/01: Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues: Michal Skořepa and Jakub Seidler
2013/02: Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank: Jan Bruha, Tibor Hledik, Tomas Holub, Jiří Polanský and Jaromir Tonner
2013/01: What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results: Oxana Babecká-Kucharčuková, Michal Franta, Dana Hájková, Petr Král, Ivana Kubicova, Anca Pruteanu-Podpiera and Branislav Saxa
2012/03: Macroprudential Policy and Its Instruments in a Small EU Economy: Jan Frait and Zlatuse Komarkova
2012/02: Models for Stress Testing in the Insurance Sector: Zlatuse Komarkova and Marcela Gronychova
2012/01: Fiscal Discretion in the Czech Republic in 2001-2011: Has It Been Stabilizing?: Robert Ambrisko, Vitezslav Augusta, Dana Hájková, Petr Král, Pavla Netušilová, Milan Říkovský and Pavel Soukup
2011/03: Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It: František Brázdik, Michal Hlaváček and Aleš Maršál
2011/02: Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries: Adam Gersl and Jakub Seidler
2011/01: Price-Level Targeting - A Real Alternative to Inflation Targeting?: Jiri Bohm, Jan Filáček, Ivana Kubicová and Romana Zamazalova
2008/01: Ten years of EMU: Convergence, Divergence and New Policy Priorities: Nicos Christodoulakis
2007/02: Inflation Targeting and the Role of Real Objectives: Carl Walsh
2007/01: Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic: Vojtech Benda and Luboš Růžička
2006/02: Private Finance and Public Policy: Garry Schinasi
2006/01: The EU Budget Dispute - A Blessing in Disguise?: Ondrej Schneider
2005/05: Optimal Forward-Looking Policy Rules in the Quarterly Projection Model of the Czech National Bank: Jan Strasky
2005/04: Fulfilment of the Maastricht Inflation Criterion by the Czech Republic: Potential Costs and Policy Options: Vit Barta
2005/03: Eligibility of External Credit Assessment Institutions: Helena Sůvová, Eva Kozelkova, David Zeman and Jaroslava Bauerová
2005/02: Stress Testing the Czech Banking System: Where Are We? Where Are We Going?: Martin Cihak and Jaroslav Heřmánek
2005/01: The CNB's Policy Decisions - Are They Priced in by the Markets?: David Navratil and Viktor Kotlán
2004/04: External and Fiscal Sustainability of the Czech Economy: A Quick Look Through the IMF's Night-Vision Goggles: Ales Bulir
2004/03: Designing Stress Tests for the Czech Banking System: Martin Cihak
2004/02: Stress Testing: A Review of Key Concepts: Martin Cihak
2004/01: Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience: Tomas Holub
2003/02: Targeting Inflation under Uncertainty: Policy Makers' Perspective: Katerina Smidkova
2003/01: Inflation Targeting: To Forecast or to Simulate?: Michal Skořepa and Viktor Kotlán