Home > Search Results: Vasicek, Borek
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Research literature, 8 records found
Research literature 8 records found  
1.
174 p, 1.7 MB Empirical Essays on Monetary Policy / Vasicek, Borek ; Gambetti, Luca, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
This dissertation is divided into four essays, each of them having its own structure and methodological framework. Although each of the essays making the chapters of the thesis is self-contained, their topics are very closely related. [...]
[Barcelona] : Universitat Autònoma de Barcelona, 2011  
Detailed record -
2.
46 p, 773.7 KB Monetary policy rules and financial stress : does financial instability matter for monetary / Baxa, Jaromír ; Horvath, Roman ; Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
We examine whether and how main central banks responded to episodes of financial stress over the last three decades. We employ a new methodology for monetary policy rules estimation, which allows for time-varying response coefficients as well as corrects for endogeneity. [...]
2011 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 1101)  
Detailed record - Creative Commons
3.
36 p, 1.2 MB Is monetary policy in new members states asymmetric? / Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
Estimated Taylor rules became popular as a description of monetary policy conduct. There are numerous reasons why real monetary policy can be asymmetric and estimated Taylor rule nonlinear. This paper tests whether monetary policy can be described as asymmetric in three new European Union (EU) members (the Czech Republic, Hungary and Poland), which apply an inflation targeting regime. [...]
2011 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 1010)  
Detailed record - Creative Commons
4.
53 p, 1.8 MB How does monetary policy change? evidence on inflation targeting countries / Baxa, Jaromír ; Horvath, Roman ; Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
We examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom) applying moment- based estimator at time-varying parameter model with endogenous regressors. [...]
2011 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 1007)  
Detailed record - Creative Commons
5.
37 p, 327.1 KB Inflation dynamics and the New Keynesian Phillips curve in EU-4 / Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
The paper seeks to shed light on inflation dynamics of four new EU member states: the Czech Republic, Hungary, Poland and Slovakia. To this end, the New Keynesian Phillips curve augmented for open economies is estimated and additional statistical tests applied. [...]
2010 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 0912)  
Detailed record - Creative Commons
6.
21 p, 456.7 KB The Monetary policy rules in Europe : heterogeneity and common patters / Vasicek, Borek ; Bacaria i Colom, Jordi, 1952- , dir. (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
The objective of this study is the empirical identification of the monetary policy rules pursued in individual countries of EU before and after the launch of European Monetary Union. In particular, we have employed an estimation of the augmented version of the Taylor rule (TR) for 25 countries of the EU in two periods (1992-1998, 1999-2006). [...]
2009  
Detailed record - Creative Commons
7.
39 p, 501.9 KB The Monetary policy rules and the inflation process in open emerging economies : evidence for 12 new EU members / Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
This paper has three objectives. First, it aims at revealing the logic of interest rate setting pursued by monetary authorities of 12 new EU members. Using estimation of an augmented Taylor rule, we find that this setting was not always consistent with the official monetary policy. [...]
2009 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 0903)  
Detailed record - Creative Commons
8.
38 p, 476.4 KB The Monetary policy rules in EU-15 : before and after the euro / Vasicek, Borek ; Universitat Autònoma de Barcelona. Departament d'Economia Aplicada
The objective of this paper is to identify empirically the logic behind short-term interest rates setting.
2009 (Document de treball (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; 0810)  
Detailed record - Creative Commons

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