Davor Kunovac

Croatian National Bank

Croatia

SCHOLARLY PAPERS

4

DOWNLOADS

155

CITATIONS

0

Scholarly Papers (4)

1.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 74 (301,947)

Abstract:

Loading...

financial cycles, synchronicity, real-time estimates, DSGE models

2.

Exchange Rate Pass-Through in the Euro Area

ECB Working Paper No. 2003
Number of pages: 62 Posted: 03 Feb 2017
Mariarosaria Comunale and Davor Kunovac
Bank of Lithuania - Economics Department and Croatian National Bank
Downloads 61 (334,688)

Abstract:

Loading...

exchange rate pass-through, import prices, consumer prices, inflation, bayesian vectorautoregression

3.

Financial Cycles in Euro Area Economies: A Cross-Country Perspective

Deutsche Bundesbank Discussion Paper No. 04/2018
Number of pages: 36 Posted: 28 Mar 2018
Davor Kunovac, Martin Mandler and Michael Scharnagl
Croatian National Bank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 19 (499,387)

Abstract:

Loading...

financial cycles, band-pass filter, principal components, wavelet analysis

4.

Are Sovereign Credit Ratings Overrated?

Comparative Economic Studies, Vol. 59, Issue 2, 2017
Number of pages: 33 Posted: 24 Apr 2018
Davor Kunovac and Rafael Ravnik
Croatian National Bank and Croatian National Bank
Downloads 1 (609,693)
  • Add to Cart

Abstract:

Loading...

sovereign credit ratings, borrowing cost, macroeconomic and fiscal fundamentals