Thomas Kostka

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

392

CITATIONS
Rank 33,217

SSRN RANKINGS

Top 33,217

in Total Papers Citations

6

Scholarly Papers (5)

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

MIT Sloan Research Paper No. 4962-12
Number of pages: 48 Posted: 12 May 2012
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 256 (99,032)
Citation 3

Abstract:

capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

ECB Working Paper No. 1456
Number of pages: 52 Posted: 20 Aug 2012
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 32 (401,716)
Citation 3

Abstract:

capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

NBER Working Paper No. w18052
Number of pages: 48 Posted: 12 May 2012
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 11 (517,097)
Citation 3

Abstract:

2.

How Informative are the Subjective Density Forecasts of Macroeconomists?

CESifo Working Paper Series No. 3671
Number of pages: 45 Posted: 14 Dec 2011
Geoff Kenny, Thomas Kostka and Federico Masera
European Central Bank (ECB), European Central Bank (ECB) and Universidad Carlos III de Madrid, Department of Economics
Downloads 22 (428,572)
Citation 2

Abstract:

density forecasts, forecast evaluation, real-time data, survey of professional forecasters

3.

Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF

ECB Working Paper No. 1540
Number of pages: 45 Posted: 11 May 2013
Geoff Kenny, Thomas Kostka and Federico Masera
European Central Bank (ECB), European Central Bank (ECB) and Universidad Carlos III de Madrid, Department of Economics
Downloads 21 (409,225)

Abstract:

probability forecasts, forecast evaluation, calibration error, Survey of Professional Forecasters

4.

How Informative are the Subjective Density Forecasts of Macroeconimists?

ECB Working Paper No. 1446
Number of pages: 45 Posted: 27 Jul 2012
Geoff Kenny, Thomas Kostka and Federico Masera
European Central Bank (ECB), European Central Bank (ECB) and Universidad Carlos III de Madrid, Department of Economics
Downloads 21 (418,650)
Citation 1

Abstract:

Forecast evaluation, neglected risks, real-time data, Survey of Professional Forecasters

5.

Density Characteristics and Density Forecast Performance: A Panel Analysis

ECB Working Paper No. 1679
Number of pages: 41 Posted: 05 Jul 2014
Geoff Kenny, Thomas Kostka and Federico Masera
European Central Bank (ECB), European Central Bank (ECB) and Universidad Carlos III de Madrid, Department of Economics
Downloads 8 (475,315)

Abstract:

density forecasting, forecast evaluation, Survey of Professional Forecasters, panel data