Working Papers

From Czech National Bank, Research and Statistics Department
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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

2007/11: Why and How to Assess Inflation Target Fulfilment

Jan Filáček

2007/10: Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?

Michal Franta, Branislav Saxa and Katerina Smidkova

2007/9: Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies

Kamil Galuscak and Jan Pavel

2007/8: Foreign Direct Investment and Productivity Spillovers: Updated Evidence from Central and Eastern Europe

Adam Gersl, Ieva Rubene and Tina Zumer

2007/7: Financial Integration of Stock Markets among New EU Member States and the Euro Area

Ian Babetskii, Lubos Komarek and Zlatuse Komarkova

2007/6: Market Power and Efficiency in the Czech Banking Sector

Anca Pruteanu-Podpiera, Laurent Weill and Franziska Schobert

2007/5: Bad Luck or Bad Management? Emerging Banking Market Experience

Jiri Podpiera and Laurent Weill

2007/4: The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?

Roman Horvath

2007/3: The Convergence of a Transition Economy: The Case of the Czech Republic

Jan Bruha, Jiri Podpiera and Stanislav Polak

2007/2: Does Reform Work? An Econometric Examination of the Reform-Growth Puzzle

Ian Babetskii and Nauro Campos

2007/1: Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic

Ian Babetskii, Fabrizio Coricelli and Roman Horvath

2006/13: Does Inflation Targeting Make a Difference?

Frederic Mishkin and Klaus Schmidt-Hebbel

2006/12: Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'?

Richard Disney, Sarah Bridges and John Gathergood

2006/11: Measures of Potential Output from an Estimated DSGE Model of the United States

Michel Juillard, Ondra Kamenik, Michael Kumhof and Douglas Laxton

2006/10: Degree of Competition and Export-Production Relative Prices when the Exchange Rate Changes: Evidence from a Panel of Czech Exporting Companies

Jiri Podpiera and Marie Raková

2006/9: Cross-Border Lending Contagion in Multinational Banks

Alexis Derviz and Jiri Podpiera

2006/8: The Maastricht Inflation Criterion: "Saints" and "Sinners"

Ales Bulir and Jaromir Hurnik

2006/7: Fiscal Implications of Personal Tax Adjustments in the Czech Republic

Alena Bičáková, Jiri Slacalek and Michal Slavík

2006/6: Issues in Adopting DSGE Models for Use in the Policy Process

Martin Fukač and Adrian Pagan

2006/5: New Keynesian Model Dynamics under Heterogeneous Expectations and Adaptive Learning

Martin Fukač

2006/4: Supply-Side Performance and Structure in the Czech Republic (1995-2005)

Kamil Dybczak, Vladislav Flek, Dana Hájková and Jaromir Hurnik

2006/3: Fiscal Sustainability - Definition, Indicators and Assessment of Czech Public Finance Sustainability

Ales Krejdl

2006/2: Generational Accounts in the Czech Republic

Kamil Dybczak

2006/1: Aggregate Wage Flexibility in Selected New EU Member States

Ian Babetskii

2005/14: The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts

Stephen Cecchetti

2005/13: The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes

Robert Engle and Jose Rangel

2005/12: An Economy in Transition and DSGE: What the Czech National Bank's New Projection Model Needs

Jaromir Benes, Tibor Hledik, Michael Kumhof and David Vavra

2005/11: The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation

Marek Hlavacek, Michael Koňák and Josef Cada

2005/10: Solving SDGE Models: A New Algorithm for the Sylvester Equation

Ondra Kamenik

2005/09: Plant-Level Nonconvexities and the Monetary Transmission Mechanism

Roman Sustek

2005/08: Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries

Roman Horvath

2005/07: Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?

Balázs Égert and Lubos Komarek

2005/06: Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure

Anca Pruteanu-Podpiera and Jiri Podpiera

2005/05: The Behavioural Equilibrium Exchange Rate of the Czech Koruna

Lubos Komarek and Martin Melecký

2005/04: The Monetary Transmission Mechanism in the Czech Republic (evidence from VAR analysis)

Kateřina Arnoštová and Jaromir Hurnik

2005/03: Determining Factors of Czech Foreign Trade: A Cross-Section Time Series Perspective

Vladimir Benacek, Jiri Podpiera and Ladislav Prokop