Srecko Zimic

European Central Bank (ECB) - Directorate General Research

Economist

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

156

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Animal Spirits, Fundamental Factors and Business Cycle Fluctuations

ECB Working Paper No. 1953
Number of pages: 54 Posted: 17 Sep 2016
Stéphane Dées and Srecko Zimic
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 62 (363,723)

Abstract:

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Technology shocks, Noise shocks, Animal spirits, Business Cycles, Identification, Structural Vector Autoregression, Kalman Filter, Signal-extraction problem

2.

Interest Rates and Foreign Spillovers

ECB Working Paper No. 2221
Number of pages: 51 Posted: 16 Jan 2019
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 26 (505,608)

Abstract:

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money market rates, spillovers, event-study, magnitude restrictions, SVAR

3.

Spillovers Among Sovereign Debt Markets: Identification by Absolute Magnitude Restrictions

ECB Working Paper No. 2055
Number of pages: 57 Posted: 16 May 2017
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 26 (505,608)
Citation 2

Abstract:

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spillovers, contagion, connectedness, fragmentation, sovereign risk, SVAR identification

4.

Introducing ECB-Base: The Blueprint of the New ECB Semi-Structural Model for the Euro Area

ECB Working Paper No. 2315
Number of pages: 123 Posted: 16 Sep 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 22 (528,754)

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euro area, forecasting, monetary policy, Semi-structural model, simulations

5.

Sources of borrowing and fiscal multipliers

ECB Working Paper No. 2209
Number of pages: 49 Posted: 04 Dec 2018
Romanos Priftis and Srecko Zimic
European Union - European Commission and European Central Bank (ECB) - Directorate General Research
Downloads 20 (540,807)

Abstract:

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fiscal multipliers, structural vector autoregressions, sign restrictions, proxy-SVAR, investment crowding in, debt financing, small open-economy model