Thomas Kostka

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

573

SSRN RANKINGS

Top 33,051

in Total Papers Citations

6

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Scholarly Papers (7)

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 268 (111,149)

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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 33 (455,890)

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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 Last Revised: 24 May 2012
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 12 (581,076)

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2.

From Carry Trades to Curvy Trades

ECB Working Paper No. 2149
Number of pages: 41 Posted: 08 May 2018
Ferdinand Dreher, Johannes Gräb and Thomas Kostka
University of Groningen, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 105 (252,030)

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currency carry trades, yield curve, Nelson-Siegel factors

3.

Predicting Risk Premia in Short-Term Interest Rates and Exchange Rates

ECB Working Paper No. 2131, ISBN: 978-92-899-3236-3
Number of pages: 29 Posted: 28 Feb 2018
Johannes Gräb and Thomas Kostka
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 56 (362,266)

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exchange rates, interest rates, risk premia, yield curve, predictability

4.

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 29 (463,509)

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

5.

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 27 (473,469)

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

6.

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 25 (484,102)

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

7.

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 18 (523,548)

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