Working Papers

From Czech National Bank, Research and Statistics Department
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2010/15: Financial Frictions and Credit Spreads

Ke Pang and Pierre Siklos

2010/14: Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective

Filip Novotný and Marie Raková

2010/13: Central Bank Forecasts as a Coordination Device

Jan Filáček and Branislav Saxa

2010/12: Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators

Kateřina Arnoštová, David Havrlant, Luboš Růžička and Peter Tóth

2010/11: Central Banks' Voting Records and Future Policy

Roman Horvath, Katerina Smidkova and Jan Zapal

2010/10: Who Borrows and Who May Not Repay?

Alena Bičáková, Zuzana Prelcova and Renata Pašaličová

2010/09: Financial Integration at Times of Financial Instability

Jan Babecký, Lubos Komarek and Zlatuse Komarkova

2010/08: Effects of Price Shocks to Consumer Demand. Estimating the QUAIDS Demand System on Czech Household Budget Survey Data

Kamil Dybczak, Peter Tóth and David Vonka

2010/07: The Margins of Labour Cost Adjustment: Survey Evidence from European Firms

Jan Babecký, Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Room

2010/06: Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic

Tomas Havranek, Roman Horvath and Jakub Matějů

2010/05: Does Money Help Predict Inflation? An Empirical Assessment for Central Europe

Roman Horvath, Lubos Komarek and Filip Rozsypal

2010/04: A Gravity Approach to Modelling International Trade in South-Eastern Europe and the Commonwealth of Independent States: The Role of Geography, Policy and Institutions

Oxana Babecká-Kucharčuková, Jan Babecký and Martin Raiser

2010/03: Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI

Tomas Havranek and Zuzana Irsova

2010/02: How Does Monetary Policy Change? Evidence on Inflation Targeting Countries

Jaromir Baxa, Roman Horvath and Bořek Vašíček

2010/01: Relationship Lending in the Czech Republic

Adam Gersl and Petr Jakubík

2009/15: Efficient Likelihood Evaluation of State-Space Representations

David N. DeJong, Hariharan Dharmarajan, Roman Liesenfeld, Guilherme Moura and Jean-Francois Richard

2009/14: Banking Crises and the Rules of the Game

Charles W. Calomiris

2009/13: The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Jakub Seidler and Petr Jakubík

2009/12: Housing Price Bubbles and their Determinants in the Czech Republic and its Regions

Michal Hlaváček and Lubos Komarek

2009/11: Changes in the Czech Wage Structure: Does Immigration Matter?

Kamil Dybczak and Kamil Galuscak

2009/10: Perception is Always Right: The CNB’s Monetary Policy in the Media

Jiri Bohm, Petr Král and Branislav Saxa

2009/9: Funding Costs and Loan Pricing by Multinational Bank Affiliates

Alexis Derviz and Marie Raková

2009/8: Heterogeneity in Bank Pricing Policies: The Czech Evidence

Roman Horvath and Anca Pruteanu-Podpiera

2009/7: Impact of Early Retirement Incentives on Labour Market Participation: Evidence from a Parametric Change in the Czech Republic

David Kocourek and Filip Pertold

2009/6: Reform Redux: Measurement, Determinants and Reversals

Nauro Campos and Roman Horvath

2009/5: The Determination of Wages of Newly Hired Employees: Survey Evidence on Internal versus External Factors

Kamil Galuscak, Mary Keeney, Daphne Nicolitsas, Frank Smets, Paweł Strzelecki and Matija Vodopivec

2009/4: Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms

Jan Babecký, Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Room

2009/3: Measuring Excessive Risk-Taking in Banking

Jiri Podpiera and Laurent Weill

2009/2: Implementing the New Structural Model of the Czech National Bank

Michal Andrle, Tibor Hledik, Ondra Kamenik and Jan Vlcek

2009/1: The Impact of Population Ageing on the Czech Economy

Jan Babecký and Kamil Dybczak

2008/14: Macroeconomic Adjustment to Monetary Union

Gabriel Fagan and Vitor Gaspar

2008/13: Openness, Financial Markets, and Policies: Cross-Country and Dynamic Patterns

Giuseppe Bertola and Anna Lo Prete

2008/12: Survey on Wage and Price Formation of Czech Firms

Jan Babecký, Kamil Dybczak and Kamil Galuscak

2008/11: The Measurement of Capital Services in the Czech Republic

Dana Hájková

2008/10: Time Aggregation Bias in Discrete Time Models of Aggregate Duration Data

Michal Franta

2008/9: Stress Testing Credit Risk: Is the Czech Republic Different from Germany?

Petr Jakubík and Christian Schmieder

2008/8: Monetary Policy Rules with Financial Instability

Sofia Bauducco, Ales Bulir and Martin Cihak

2008/7: The Origins of Global Imbalances

Jan Bruha and Jiri Podpiera

2008/6: The Price Effects of an Emerging Retail Market

Jiri Podpiera and Marie Raková

2008/5: The Effect of Oil Price Shocks on the Czech Economy

Kamil Dybczak, David Vonka and Nico van der Windt

2008/4: The Effects of Monetary Policy in the Czech Republic: An Empirical Study

Magdalena Morgese Borys and Roman Horvath

2008/3: Central Bank Losses and Economic Convergence

Martin Cincibuch, Tomas Holub and Jaromir Hurnik

2008/2: Policy Rate Decisions and Unbiased Parameter Estimation in Conventionally Estimated Monetary Policy Rules

Jiri Podpiera

2008/1: Determinants of House Prices in Central and Eastern Europe

Balázs Égert and Dubravko Mihaljek

2007/17: U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?

Pedro Portugal

2007/16: Welfare-Based Optimal Monetary Policy in a Two-Sector Small Open Economy

Yuliya Rychalovska

2007/15: The Effects of Anticipated Future Change in the Monetary Policy Regime

Juraj Antal and František Brázdik

2007/14: Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?

Ales Bulir, Katerina Smidkova, Viktor Kotlán and David Navratil

2007/13: Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion

Martin Cincibuch and Martina Hornikova

2007/12: Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic

Oxana Babetskaia-Kukharchuk