Davor Kunovac

Croatian National Bank

Croatia

SCHOLARLY PAPERS

4

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829

SSRN CITATIONS
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19

CROSSREF CITATIONS

9

Scholarly Papers (4)

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, Banque de France, Central Bank of Ireland, 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 256 (212,852)
Citation 10

Abstract:

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

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

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, 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, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 113 (433,762)
Citation 2

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

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 235 (232,682)
Citation 24

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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 151 (345,395)

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

4.

A New Optimum Currency Area Index for the Euro Area

ECB Working Paper No. 2022/2730
Number of pages: 44 Posted: 24 Sep 2022
Croatian National Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 74 (571,602)

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economic convergence, optimum currency area, symmetric and asymmetric shocks