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Working Papers

From Latvijas Banka
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Bibliographic data for series maintained by Konstantins Benkovskis ().

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2021/01: Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth Downloads
Boriss Siliverstovs
2020/06: ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area Downloads
Andrejs Zlobins
2020/05: Fiscal DSGE Model for Latvia Downloads
Ginters Buss and Patrick Gruning
2020/04: Secular Decline in Public Investment: are National Fiscal Rules to Blame? Downloads
Olegs Tkacevs
2020/03: Wealth distribution and monetary policy Downloads
Ludmila Fadejeva and Zeynep Kantur
2020/02: Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data Downloads
Boriss Siliverstovs and Daniel Wochner
2020/01: Short-Term Inflation Projections Model and Its Assessment in Latvia Downloads
Andrejs Bessonovs and Olegs Krasnopjorovs
2019/04: Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models Downloads
Viktors Ajevskis
2019/03: Macroeconomic Effects of the ECB's Forward Guidance Downloads
Andrejs Zlobins
2019/02: Country-Level Effects of the ECB's Expanded Asset Purchase Programme Downloads
Andrejs Zlobins
2019/01: Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts Downloads
Boriss Siliverstovs
2018/05: On the design of stabilising fiscal rules Downloads
Wolf Heinrich Reuter, Olegs Tkacevs and Karlis Vilerts
2018/04: Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe Downloads
Sona Benecka, Ludmila Fadejeva and Martin Feldkircher
2018/03: Export and productivity in global value chains: Comparative evidence from Latvia and Estonia Downloads
Konstantins Benkovskis, Jaan Masso, Olegs Tkacevs, Priit Vahter and Naomitsu Yashiro
2018/02: The Natural Rate of Interest: Information Derived from a Shadow Rate Model Downloads
Viktors Ajevskis
2018/01: Importance of EU Regional Support Programmes for Firm Performance Downloads
Konstantins Benkovskis, Olegs Tkacevs and Naomitsu Yashiro
2017/04: How Do Firms Adjust to Rises in the Minimum Wage? Survey Evidence fromCentral and Eastern Europe Downloads
Katalin Bodnar, Ludmila Fadejeva, Stefania Iordache, Liina Malk, Desislava Paskaleva, Jurga Pesliakaite, Natasa Todorovic Jemec, Peter Tóth and Robert Wyszynski
2017/03: Why is Education Performance so Different Across Latvian Schools? Downloads
Olegs Krasnopjorovs
2017/02: What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging Downloads
Konstantins Benkovskis, Benjamin Bluhm, Elena Bobeica, Chiara Osbat and Stefan Zeugner
2017/01: Wage Formation, Unemployment and Business Cycle in Latvia Downloads
Ginters Buss
2016/05: The Impact of Sovereign Bond Yields on Fiscal Discipline Downloads
Karlis Vilerts and Olegs Tkacevs
2016/04: The role of price and cost competitiveness for intra- and extra-euro area trade of euro area countries Downloads
Elena Bobeica, Olegs Tkacevs and Styliani Christodoulopoulou
2016/03: Relationship Between Inflation and Economic Activity and Its Variation Over Time in Latvia Downloads
Andrejs Bessonovs and Olegs Tkacevs
2016/02: A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Bank's Non-standard Monetary Policy Measures Downloads
Viktors Ajevskis
2016/01: CGE model with fiscal sector for Latvia Downloads
Konstantins Benkovskis, Eduards Goluzins and Olegs Tkacevs
2015/06: Everything you always wanted to know about Latvia's service exporters (but were afraid to ask) Downloads
Konstantins Benkovskis and Olegs Tkacevs
2015/05: Misallocation of Resources in Latvia: Did Anything Change During the Crisis? Downloads
Konstantins Benkovskis
2015/04: Search-and-Matching Frictions and Labour Market Dynamics in Latvia Downloads
Ginters Buss
2015/03: Does Education Affect Wages During and After Economic Crisis? Evidence from Latvia (2006–2012) Downloads
Karlis Vilerts, Olegs Krasnopjorovs and Edgars Brekis
2015/02: Labour market adjustment during 2008-2013 in Latvia: firm level evidence Downloads
Ludmila Fadejeva and Olegs Krasnopjorovs
2015/01: Suite of Latvia's GDP forecasting models Downloads
Andrejs Bessonovs
2014/06: Measuring the Effectiveness of Cost and Price Competitiveness in External Rebalancing of Euro Area Countries: What Do Alternative HCIs Tell Us? Downloads
Styliani Christodoulopoulou and Olegs Tkacevs
2014/05: International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model Downloads
Ludmila Fadejeva, Martin Feldkircher and Thomas Reininger
2014/04: "Made in China" - How Does it Affect Measures of Competitiveness? Downloads
Konstantins Benkovskis and Julia Woerz
2014/03: What Drives the Market Share Changes? Price Versus Non-Price Factors Downloads
Konstantins Benkovskis and Julia Woerz
2014/02: Financial Frictions in a DSGE Model for Latvia Downloads
Ginters Buss
2014/01: Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path Downloads
Viktors Ajevskis
2013/03: Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach Downloads
Viktors Ajevskis
2013/02: Internal Labour Market Mobility in 2005-2011: The Case of Latvia Downloads
Ieva Brauksa and Ludmila Fadejeva
2013/01: The Effect of VAT Rate on Price Setting Behaviour in Latvia: Evidence from CPI Micro Data Downloads
Konstantins Benkovskis and Ludmila Fadejeva
2012/06: Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach Downloads
Ginters Buss
2012/05: How Important is Total Factor Productivity for Growth in Central, Eastern and Southeastern European Countries? Downloads
Konstantins Benkovskis, Ludmila Fadejeva, Robert Stehrer and Julia Woerz
2012/04: The Assesment of Equilibrium Real Echange Rate of Latvia Downloads
Viktors Ajevskis, Ramune Rimgailaite, Uldis Rutkaste and Olegs Tkacevs
2012/03: Competitiveness of Latvia's Exporters Downloads
Konstantins Benkovskis
2012/02: A New Real-Time Indicator for the Euro Area GDP Downloads
Ginters Buss
2012/01: Evaluation of Non-price Competitiveness of Exports from Central, Eastern and Southeastern European Countries in the EU Market Downloads
Konstantins Benkovskis and Julia Woerz
2011/03: Housing and Banking in a Small Open Economy DSGE Model Downloads
Viktors Ajevskis and Kristine Vitola
2011/02: Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling Downloads
Viktors Ajevskis and Kristine Vitola
2011/01: Price Setting Behaviour in Latvia: Econometric Evidence from CPI Microdata Downloads
Konstantins Benkovskis, Ludmila Fadejeva and Krista Kalnberzina
2010/03: Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia Downloads
Kristine Vitola and Ludmila Fadejeva
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