Zsolt Darvas

Budapest University of Economic Sciences and Public Administration

Assistant Professor

Budapest H-1093

Hungary

http://www.uni-corvinus.hu/darvas

SCHOLARLY PAPERS

12

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726

CITATIONS
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75

Scholarly Papers (12)

1.

Business Cycle Synchronization in the Enlarged EU: Comovements in the New and Old Members

Magyar Nemzeti Bank Working Paper No. 2004-1
Number of pages: 73 Posted: 28 Feb 2004
Zsolt Darvas and Gyorgy Szapary
Budapest University of Economic Sciences and Public Administration and Magyar Nemzeti Bank
Downloads 289 (102,561)
Citation 19

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business cycle synchronization, consumption-correlation puzzle, EMU, new EU members, OCA endogeneity

2.

A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members

Magyar Nemzeti Bank Working Paper No. 2005/5
Number of pages: 38 Posted: 02 Sep 2005
Zsolt Darvas and Gabor Vadas
Budapest University of Economic Sciences and Public Administration and National Bank of Hungary
Downloads 111 (241,239)
Citation 4

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Combination, detrending, new EU members, OCA, output gap, revision

3.

Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates

Corvinus University of Budapest, Mathematical Economics and Economic Analysis Working Paper No. 2007/5
Number of pages: 49 Posted: 22 May 2007
Zsolt Darvas and Zoltán Schepp
Budapest University of Economic Sciences and Public Administration and University of Pecs
Downloads 100 (259,446)

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bootstrap, forecasting performance, out of sample, random walk, VECM

4.

Long Maturity Forward Rates of Major Currencies are Stationary

Corvinus University of Budapest, Dept. of Mathematical Economics and Economic Analysis Working Paper No. 2006/3
Number of pages: 8 Posted: 08 Jan 2007
Zsolt Darvas and Zoltán Schepp
Budapest University of Economic Sciences and Public Administration and University of Pecs
Downloads 72 (317,206)
Citation 1

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forward exchange rate, unit root tests

5.

Reforms to the European Union Financial Supervisory and Regulatory Architecture and Their Implications for Asia

ADBI Working Paper No. 615
Number of pages: 35 Posted: 05 Jan 2017
Zsolt Darvas, Dirk Schoenmaker and Nicolas Veron
Budapest University of Economic Sciences and Public Administration, Rotterdam School of Management, Erasmus University and Bruegel
Downloads 46 (393,185)

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Financial Regulation; Banking Union; European Union; Banking Crisis

Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic

NBER Working Paper No. w11580
Number of pages: 37 Posted: 17 Oct 2005 Last Revised: 24 Aug 2010
Zsolt Darvas, Andrew Kenan Rose and Gyorgy Szapary
Budapest University of Economic Sciences and Public Administration, University of California - Haas School of Business and Magyar Nemzeti Bank
Downloads 26 (490,486)
Citation 18

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Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic

CEPR Discussion Paper No. 5188
Number of pages: 39 Posted: 01 Sep 2005
Zsolt Darvas, Andrew Kenan Rose and Gyorgy Szapary
Budapest University of Economic Sciences and Public Administration, University of California - Haas School of Business and Magyar Nemzeti Bank
Downloads 17 (546,209)
Citation 18
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European, monetary, union, policy, Maastricht, criteria, optimum, Mundell

7.

Institutional Investors and Development of Europe’s Capital Markets

Chapter 18 in D. Busch, E. Avgouleas and G. Ferrarini (eds), Capital Markets Union in Europe, Oxford University Press, Oxford, 2018
Number of pages: 19 Posted: 18 Oct 2018
Zsolt Darvas and Dirk Schoenmaker
Budapest University of Economic Sciences and Public Administration and Rotterdam School of Management, Erasmus University
Downloads 32 (447,597)

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Institutional Investors, International Investments, Portfolio Choice, Home Bias

8.

Business Cycle Sychronization in the Enlarged EU

CEPR Discussion Paper No. 5179
Number of pages: 50 Posted: 25 Aug 2005
Zsolt Darvas and Gyorgy Szapary
Budapest University of Economic Sciences and Public Administration and Magyar Nemzeti Bank
Downloads 19 (515,589)
Citation 12
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Business cycle synchronization, consumption-correlation puzzle, EMU, new EU members, OCA endogeneity

9.

Exchange Rate Pass-Through and Real Exchange Rate in EU Candidate Countries

Bundesbank Series 1 Discussion Paper No. 2001,10
Number of pages: 76 Posted: 08 Jun 2016
Zsolt Darvas
Budapest University of Economic Sciences and Public Administration
Downloads 7 (585,732)
Citation 19

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10.

Estimation Bias and Inference in Overlapping Auto-regressions: Implications for the Target-Zone Literature

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 1, pp. 1-22, February 2008
Number of pages: 22 Posted: 18 Jan 2008
Zsolt Darvas
Budapest University of Economic Sciences and Public Administration
Downloads 7 (585,732)
Citation 2
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11.

Capital Stock and Economic Development in Hungary

Economics of Transition, Vol. 8, No. 1, March 2000
Posted: 07 Jul 2002
Zsolt Darvas and Andras Simon
Budapest University of Economic Sciences and Public Administration and Magyar Nemzeti Bank - Economics & Research Department

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12.

Spurious Correlation in Exchange Rate Target Zone Modelling: Testing the Drift Adjustment Method on the U.S. Dollar, Random Walk and Chaos

CEPR Discussion Paper Series No. 1890
Posted: 12 Nov 1998
Zsolt Darvas
Budapest University of Economic Sciences and Public Administration

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