Kalin Nikolov

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

18

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2,821

CITATIONS
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Top 4,805

in Total Papers Citations

114

Scholarly Papers (18)

1.

Financial Frictions and the Monetary Transmission Mechanism: Theory, Evidence and Policy Implications

ECB Working Paper No. 113
Number of pages: 67 Posted: 14 Jan 2003
London School of Economics & Political Science (LSE) - Department of Economics, Royal Bank of Canada Capital Markets (London) and European Central Bank (ECB)
Downloads 761 (31,461)
Citation 5

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Monetary Policy, Transmission Mechanism, Credit Channel, Bank-lending Channel

2.

Quantitative Easing

Bank of England Quarterly Bulletin, Q2, 2009
Number of pages: 11 Posted: 17 Jun 2009
Bank of England - Monetary Analysis, Bank of England, European Central Bank (ECB), affiliation not provided to SSRN and Bank of England
Downloads 669 (37,463)
Citation 35

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3.
Downloads 367 ( 79,417)
Citation 27

Monetary Policy and Stagflation in the UK

Bank of England Working Paper No. 155
Number of pages: 43 Posted: 15 Oct 2002
Edward Nelson and Kalin Nikolov
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 351 (82,973)
Citation 21

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Monetary Policy and Stagflation in the UK

CEPR Discussion Paper No. 3458
Number of pages: 44 Posted: 03 Sep 2002
Edward Nelson and Kalin Nikolov
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 16 (558,516)
Citation 23
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Output gap, stagflation, monetary policy rules, great inflation

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Banque de France Working Paper No. 533
Number of pages: 63 Posted: 03 Jan 2015
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 153 (190,334)
Citation 67

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Macroprudential policy; Financial frictions; Default risk

Capital Regulation in a Macroeconomic Model with Three Layers of Default

ECB Working Paper No. 1827
Number of pages: 60 Posted: 11 Jul 2015
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 34 (454,071)

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Default risk; Financial frictions; Macroprudential policy

Capital Regulation in a Macroeconomic Model with Three Layers of Default

CEPR Discussion Paper No. DP10316
Number of pages: 58 Posted: 23 Jan 2015
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre and European Central Bank (ECB)
Downloads 0
Citation 2
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Default risk, Financial frictions, Macroprudential policy

Rule-Based Monetary Policy Under Central Bank Learning

Bank of England Working Paper No. 235
Number of pages: 42 Posted: 21 Feb 2005
Kalin Nikolov and Kosuke Aoki
European Central Bank (ECB) and University of Tokyo
Downloads 115 (238,807)
Citation 1

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Monetary policy, learning

Rule-Based Monetary Policy Under Central Bank Learning

CEPR Discussion Paper No. 5056
Number of pages: 40 Posted: 03 Aug 2005
Kosuke Aoki and Kalin Nikolov
University of Tokyo and European Central Bank (ECB)
Downloads 38 (436,476)
Citation 6
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Monetary policy rules, learning

6.
Downloads 127 (220,612)
Citation 70

Winners and Losers in Housing Markets

Number of pages: 56 Posted: 18 Feb 2009
Princeton University - Department of Economics, European Central Bank (ECB) and Imperial College Business School
Downloads 124 (225,547)
Citation 33

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Real estates, Land, Housing Prices, Life cycle, Collateral constraints

Winners and Losers in Housing Markets

CEPR Discussion Paper No. DP7953
Number of pages: 58 Posted: 16 Aug 2010
Princeton University - Department of Economics, Imperial College Business School and European Central Bank (ECB)
Downloads 3 (649,932)
Citation 77
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Collateral constraints., Housing Prices, Land, Life cycle, Real estate

7.

Bubbles, Banks and Financial Stability

ECB Working Paper No. 1495
Number of pages: 52 Posted: 22 Nov 2012
Kosuke Aoki and Kalin Nikolov
University of Tokyo and European Central Bank (ECB)
Downloads 120 (230,266)
Citation 9

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financial stability

8.
Downloads 110 (245,203)
Citation 3

Inflation, Money Demand and Portfolio Choice

Number of pages: 60 Posted: 22 Feb 2014
Kosuke Aoki, Alexander Michaelides and Kalin Nikolov
University of Tokyo, Imperial College Business School and European Central Bank (ECB)
Downloads 88 (286,727)
Citation 1

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Life Cycle Models, Portfolio Choice, Inflation, Money Demand, Stock Market Participation, Uninsurable Labor Income Risk

Inflation, Money Demand and Portfolio Choice

Netspar Discussion Paper No. 02/2014-101
Number of pages: 61 Posted: 22 Dec 2015
Kosuke Aoki, Alexander Michaelides and Kalin Nikolov
University of Tokyo, Imperial College Business School and European Central Bank (ECB)
Downloads 22 (520,223)
Citation 2

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Life cycle models, portfolio choice, Infl‡ation, money demand, stock market participation, uninsurable labor income risk

9.

Benefits and Costs of Liquidity Regulation

ECB Working Paper No. 2169
Number of pages: 67 Posted: 19 Jul 2018
European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), ECB -Financial Research Division and Federal Reserve Board
Downloads 84 (292,686)

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Banking, Liquidity regulation, Capital requirements, Central bank, Lender-of-last-resort

10.

Optimal Dynamic Capital Requirements

Number of pages: 31 Posted: 14 Nov 2017
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 70 (325,292)
Citation 11

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Macroprudential policy; Bank fragility; Capital requirements; Financial frictions; Default risk

11.

A Model of Borrower Reputation as Intangible Collateral

ECB Working Paper No. 1490
Number of pages: 44 Posted: 21 Nov 2012
Kalin Nikolov
European Central Bank (ECB)
Downloads 36 (435,264)
Citation 1

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collateral constraints, aggregate fluctuations

12.

A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty

Bank of England Working Paper No. 414
Number of pages: 74 Posted: 18 Mar 2011
Leonard N. Stern School of Business - Department of Economics, London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), Federal Reserve Bank of Richmond, European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 35 (439,425)
Citation 9

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13.
Downloads 31 (456,886)
Citation 1

Bank Capital in the Short and in the Long Run

Number of pages: 42 Posted: 01 Aug 2018
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 21 (526,582)
Citation 1

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Macroprudential Policy, Bank Fragility, Financial Frictions, Default Risk, Effective Lower Bound, Transition Dynamics

Bank Capital in the Short and in the Long Run

ECB Working Paper No. 2286 (2019); ISBN 978-92-899-3548-7
Number of pages: 35 Posted: 29 May 2019
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 10 (598,646)

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macroprudential policy, default risk, effective lower bound, transitional dynamics

Bank Capital in the Short and in the Long Run

CEPR Discussion Paper No. DP13152
Number of pages: 45 Posted: 17 Sep 2018
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
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Bank Fragility, Default Risk, effective lower bound, Financial Frictions, macroprudential policy, Transition Dynamics

14.

UK Inflation in the 1970s and 1980s: The Role of Output Gap Mismeasurement

CEPR Discussion Paper No. 2999
Number of pages: 53 Posted: 29 Oct 2001
Edward Nelson and Kalin Nikolov
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 21 (509,558)
Citation 27
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Output gap, potential output, great inflation, Taylor rule, UK monetary policy, interest rate rules, real-time data, inflation targeting

15.

Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty

NBER Working Paper No. w19278
Number of pages: 58 Posted: 10 Aug 2013
Russell Cooper and Kalin Nikolov
University of Texas at Austin - Department of Economics and European Central Bank (ECB)
Downloads 17 (532,650)

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Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty

ECB Working Paper No. 2195
Number of pages: 66 Posted: 14 Nov 2018
Russell Cooper and Kalin Nikolov
Pennsylvania State University, College of the Liberal Arts - Department of Economic and European Central Bank (ECB)
Downloads 15 (565,101)
Citation 10

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sovereign default, sovereign-banking loop

Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty

International Economic Review, Vol. 59, Issue 4, pp. 1905-1925, 2018
Number of pages: 21 Posted: 14 Nov 2018
Russell Cooper and Kalin Nikolov
Pennsylvania State University, College of the Liberal Arts - Department of Economic and European Central Bank (ECB)
Downloads 1 (675,648)
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17.

Collateral Amplification Under Complete Markets

ECB Working Paper No. 1716
Number of pages: 31 Posted: 16 Aug 2014
Kalin Nikolov
European Central Bank (ECB)
Downloads 16 (538,334)
Citation 2

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collateral constraints, amplification

18.

Equity Versus Bail-In Debt in Banking: An Agency Perspective

CEPR Discussion Paper No. DP12104
Number of pages: 46 Posted: 26 Jun 2017
Caterina Mendicino, Kalin Nikolov and Javier Suarez
Bank of Portugal, European Central Bank (ECB) and Centre for Monetary and Financial Studies (CEMFI)
Downloads 1 (643,712)
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agency problems, bail-in debt, Bank Regulation, loss absorbing capacity, risk shifting