Katarzyna Barbara Budnik

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 19,159

SSRN RANKINGS

Top 19,159

in Total Papers Downloads

5,520

TOTAL CITATIONS
Rank 10,366

SSRN RANKINGS

Top 10,366

in Total Papers Citations

105

Scholarly Papers (25)

1.

Beast: A Model for the Assessment of System-Wide Risks and Macroprudential Policies

ECB Working Paper No. 2023/2855
Number of pages: 239 Posted: 13 Oct 2023
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB) and European Central Bank
Downloads 1,678 (22,668)

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banking sector deleveraging, macroprudential policy, macro stress test, real economy-financial sector feedback loop

2.

Euro Area Labour Markets and the Crisis

ECB Occasional Paper No. 2012/138
Number of pages: 122 Posted: 06 Nov 2012
European Central Bank (ECB), Banco de España, European Central Bank (ECB), University of Amsterdam, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, National Bank of Belgium, Leibniz Universität Hannover, Deutsche Bundesbank, Bank of Estonia, Bank of Estonia, Central Bank and Financial Services Authority of Ireland, Bank of Greece, Banco de España, affiliation not provided to SSRN, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Banque de France, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Banque Centrale du Luxembourg, affiliation not provided to SSRN, affiliation not provided to SSRN, De Nederlandsche Bank - Research Department, De Nederlandsche Bank, Austrian National Bank, Oesterreichische Nationalbank (OeNB), Bank of Portugal, affiliation not provided to SSRN, Bank of Slovenia, National Bank of Slovakia, National Bank of Slovakia, Bank of Finland and Bank of Finland
Downloads 394 (158,045)

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labour demand, labour supply, employment, unemployment, participation, euro area countries, crisis, heterogeneity, labor market flows, working time, wages, collective bargaining, labour market institutions, rigidities, structural unemployment, mismatch, beveridge curve, hysteresis, NAIRU

3.

Migration Flows and Labour Market in Poland

National Bank of Poland Working Paper No. 44
Number of pages: 28 Posted: 14 Apr 2008
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 353 (178,570)
Citation 4

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emigration, labour market flows, labour market, EU enlargement

4.

Macroprudential Regulation in the European Union in 1995-2014: Introducing a New Data Set on Policy Actions of a Macroprudential Nature

ECB Working Paper No. 2123, ISBN: 978-92-899-3228-8
Number of pages: 54 Posted: 17 Jan 2018
Katarzyna Barbara Budnik and Johannes Kleibl
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 295 (216,419)
Citation 5

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macroprudential policy, macroprudential instruments, financial stability, policy assessment

5.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB), Henley Business School - ICMA Centre, Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 263 (243,549)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

6.

Policies in Support of Lending Following the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper No. 2021/257
Number of pages: 57 Posted: 24 May 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB) and Bank of Slovenia
Downloads 255 (251,324)
Citation 13

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7.

Temporary Migration in Theories of International Mobility of Labour

National Bank of Poland Working Paper No. 89
Number of pages: 37 Posted: 04 Aug 2011 Last Revised: 08 Jul 2016
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 224 (285,285)
Citation 2

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temporary migration, migration theory, return migration, remittances

8.

Search Equilibrium with Migration: The Case of Poland

National Bank of Poland Working Paper No. 45
Number of pages: 32 Posted: 28 Apr 2008
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 199 (318,970)

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emigration, integration, labour market, EU enlargement

9.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
European Central Bank (ECB), Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia and Bank of Slovenia
Downloads 170 (367,671)

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banking sector deleveraging, macroprudential policy, macro stress test, real economy-financial sector feedback loop

10.

The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area

ECB Occasional Paper No. 2021/258
Number of pages: 62 Posted: 24 Jul 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), London Business School, European Central Bank (ECB) and Bank of Slovenia
Downloads 169 (369,574)
Citation 9

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The Benefits and Costs of Adjusting Bank Capitalisation: Evidence from Euro Area Countries

Banco de Espana Working Paper No. 1923 (2019)
Number of pages: 65 Posted: 15 Jul 2019
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), National Bank of Belgium, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, Suomen Panki, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank (ECB), Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank of Italy, Central Bank of Cyprus and Central Bank of Ireland
Downloads 114 (510,293)
Citation 48

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence From Euro Area Countries

ECB Working Paper No. 2261
Number of pages: 65 Posted: 15 Apr 2019
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Catholic University of Leuven (KUL) - Department of Economics, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, affiliation not provided to SSRN, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank (ECB), Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Central Bank of Cyprus, Bank of Italy and Central Bank of Ireland
Downloads 52 (814,056)
Citation 1

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

12.

Advancements in Stress-Testing Methodologies for Financial Stability Applications

ECB Occasional Paper No. 2024/348
Number of pages: 100 Posted: 21 May 2024
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Slovenia, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 131 (455,543)

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Basel III, communication, COVID-19 mitigation, economic activity, financial system model, impact assessment, lending, macro-financial scenarios, prudential policies, stress testing, uncertainty, Working Group on Stress Testing

13.

The New Macroeconometric Model of the Polish Economy

National Bank of Poland Working Paper No. 62
Number of pages: 83 Posted: 31 Jan 2011
European Central Bank (ECB), National Bank of Poland, National Bank of Poland, Warsaw School of Economics (SGH), National Bank of Poland, National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 125 (472,586)
Citation 9

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14.

Identifying SVARS from Sparse Narrative Instruments: Dynamic Effects of U.S. Macroprudential Policies

Number of pages: 43 Posted: 07 Jan 2020
Katarzyna Barbara Budnik and Gerhard Rünstler
European Central Bank (ECB) and European Central Bank
Downloads 120 (487,835)

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Bayesian proxy VAR, capital requirements, discriminant analysis, mortgage underwriting standards, sign concordance

15.

Capital and Liquidity Buffers and the Resilience of the Banking System in the Euro Area

ECB Working Paper No. 2120, ISBN: 978-92-899-3055-0
Number of pages: 60 Posted: 04 Jan 2018
Katarzyna Barbara Budnik and Paul Bochmann
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 120 (487,835)

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macroprudential policy, monetary policy, capital requirements, liquidity requirements

16.

The Effect of Macroprudential Policies on Credit Developments in Europe 1995-2017

ECB Working Paper No. 20202462
Number of pages: 57 Posted: 28 Aug 2020
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 114 (507,091)

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borrower-based instruments, capital requirements, liquidity requirements, macroprudential policy, monetary policy

17.

Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper Forthcoming
Number of pages: 64 Posted: 18 May 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and Bank of Slovenia
Downloads 112 (513,772)
Citation 8

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COVID-19, impact assessment, banking sector, real-financial feedback mechanism

18.

The Economic Impact of the NPL Coverage Expectations in the Euro Area

ECB Occasional Paper No. 2022/297
Number of pages: 54 Posted: 28 Jul 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and European Central Bank (ECB)
Downloads 100 (557,720)
Citation 2

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banking sector, impact assessment, loan loss provisions, Non-performing loans, real-financial feedback mechanism, regulatory policy

19.

Non-Accelerating Wage Inflation Rate of Unemployment in Poland

National Bank of Poland Working Paper No. 48
Number of pages: 50 Posted: 07 Oct 2008
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 93 (584,714)

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equilibrium unemployment, NAWRU, macromodel, labour market

20.

An Update of the Macroeconometric Model of the Polish Economy Necmod

National Bank of Poland Working Paper No. 64
Number of pages: 74 Posted: 31 Jan 2011
European Central Bank (ECB), National Bank of Poland, National Bank of Poland, National Bank of Poland, National Bank of Poland, National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 82 (630,788)
Citation 3

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Polish economy, macroeconometric model, macroeconomic model

21.

Stress Testing with Multiple Scenarios: A Tale on Tails and Reverse Stress Scenarios

Number of pages: 46 Posted: 29 Apr 2024
Katarzyna Barbara Budnik, David Aikman and Romain Angotti
European Central Bank (ECB), Bank of England and European Central Bank (ECB)
Downloads 79 (644,334)

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macroprudential stress test, multiple scenarios, reverse stress testing, financial stability, banking sector risks, systemic risks

22.

Looking at the Evolution of Macroprudential Policy Stance: A Growth-at-Risk Experiment with a Semi-Structural Model

ECB Occasional Paper No. 2022/301
Number of pages: 36 Posted: 13 Sep 2022
Katarzyna Barbara Budnik, Louis Boucherie and Jiri Panos
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 77 (653,577)

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distance-to-tail metric, growth-at-Risk, lending-at-Risk, macroprudential policy, macroprudential policy stance

23.

Emigration Triggers: International Migration of Polish Workers between 1994 and 2009

National Bank of Poland Working Paper No. 90
Number of pages: 48 Posted: 04 Aug 2011 Last Revised: 08 Jul 2016
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 74 (667,908)
Citation 1

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emigration, EU enlargement, open-door policy, labour market flexibility

24.

Stress Testing with Multiple Scenarios: A Tale on Tails and Reverse Stress Scenarios

ECB Working Paper No. 2024/2941
Number of pages: 54 Posted: 20 May 2024
David Aikman, Romain Angotti and Katarzyna Barbara Budnik
Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 71 (682,981)

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banking sector risks, financial stability, macroprudential stress test, multiple scenarios, reverse stress testing, systemic risks

25.

Do Those Who Stay Work Less? On the Impact of Emigration on the Measured TFP in Poland

National Bank of Poland Working Paper No. 113
Number of pages: 54 Posted: 26 Apr 2012
Katarzyna Barbara Budnik
European Central Bank (ECB)
Downloads 56 (769,433)

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emigration, TFP, labour productivity, efficiency wages, shirking, potential product, gross worker flows, EU enlargement