Publications in refereed journals
— Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution
(with Martin Hodula and Jan Janků)
International Journal of Central Banking, forthcoming, accepted in May 2024
working paper
— Researching the Research: A Central Banking Edition
(with Martin Hodula and Zuzana Gric)
International Journal of Central Banking, 20(1), February 2024
IDEAS/RePEc dataset | R code | blog 1: stylized facts | blog 2: networks
— Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?
(with Martin Hodula, Josef Bajzík, and Zuzana Gric)
Journal of Economic Surveys, forthcoming, December 2023
— Bank Capital, Lending and Regulation: A Meta-analysis
(with Martin Hodula, Josef Bajzík, and Zuzana Gric)
Journal of Economic Surveys, 38(3), July 2024
R code and data
— Monetary Policy Spillover to Small Open Economies: Is the Transmission Different Under Low Interest Rates?
(with Jin Cao, Valeriya Dinger, Tomás Gómez, Zuzana Gric, Martin Hodula, Alejandro Jara, Ragnar Juelsrud, Karolis Liaudinskas, and Yaz Terajima)
Journal of Financial Stability, 65, April 2023
— Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers
(with Martin Hodula, Josef Bajzík, and Zuzana Gric)
Journal of Financial Stability, 65, April 2023
— A Prolonged Period of Low Interest Rates in Europe: Unintended Consequences
(with Josef Bajzík, Dominika Ehrenbergerová, and Jan Janků)
Journal of Economic Surveys, 37(2), April 2023
— Too Much of a Good Thing? Households’ Macroeconomic Conditions and Credit Dynamics
(with Martin Hodula and Jan Frait)
German Economic Review, 23(4), December 2022
HMCI dataset | Matlab code
— The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters
(with Dominika Ehrenbergerová)
Empirica, 49(3), August 2022
— The Pro-cyclicality of Risk Weights for Credit Exposures: Driven by the Retail Segment
Economic Systems, 45(1), March 2021
— What Does Really Drive Consumer Confidence?
(with Martin Hodula and Jan Frait)
Social Indicators Research, 21(3), June 2021
Matlab code
— Does Monetary Policy Influence Banks' Risk Weights under the Internal Ratings-based Approach?
(with Dominika Kolcunová and Václav Brož)
Economic Systems, 43(2), June 2019
— Monetary Policy and Macroprudential Policy: Rivals or Teammates?
(with Jan Frait)
Journal of Financial Stability, 32, October 2017
Matlab code (MCI)
Working papers
— Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements
(with Martin Hodula, Jan Janků, and Ngoc Anh Ngo)
Czech National Bank Working Papers 8/2024, August 2024
— Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies
(with Josef Bajzík, Jan Janků, Klára Moravcová, and Ngoc Anh Ngo)
Czech National Bank Working Papers 19/2023, December 2023
— How Do Climate Policies Affect Holdings of Green and Brown Firms’ Securities?
(with Dominika Ehrenbergerová and Caterina Mendicino)
Czech National Bank Working Papers 12/2023, October 2023
— What Drives Sectoral Differences in Currency Derivative Usage in a Small Open Economy? Evidence from Supervisory Data
(with Zuzana Gric and Jan Janků)
Czech National Bank Working Papers 12/2023, October 2023
— What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness
(with Dominika Ehrenbergerová and Zuzana Gric)
Czech National Bank Working Papers 6/2023, May 2023
— How to Organize Research in Central Banks: The Czech National Bank's Experience
Czech National Bank Research and Policy Notes 1/2020, June 2020
— Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9
(with Žaneta Tesařová)
Czech National Bank Working Papers 4/2019, December 2019
— Introducing Macro-Financial Variables into Semi-Structural Model
(with Dominika Ehrenbergerová)
Czech National Bank Working Papers 6/2019, December 2019
Matlab code | blog
— Banks' Capital Surplus and the Impact of Additional Capital Requirements
Czech National Bank Working Papers 8/2017, November 2017
— Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach
Working Papers IES 2015/13, Charles University Prague, May 2015