Lucyna Górnicka

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

13

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1,281

TOTAL CITATIONS
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Top 32,999

in Total Papers Citations

21

Scholarly Papers (13)

1.

Too-International-to-Fail? Supranational Bank Resolution and Market Discipline

Journal of Banking and Finance, 65 (2016) 41–58, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 13 Nov 2013 Last Revised: 17 Feb 2016
Lucyna Górnicka and Marius Zoican
International Monetary Fund (IMF) and University of Calgary - Haskayne School of Business
Downloads 242 (274,184)
Citation 1

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bank regulation, market discipline, moral hazard, contagion

2.
Downloads 158 (406,468)
Citation 12

Capital Flows at Risk: Taming the Ebbs and Flows

IMF Working Paper No. 19/279
Number of pages: 45 Posted: 23 Jan 2020
Bank for International Settlements, International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - Department of Economics
Downloads 140 (449,787)
Citation 12

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Economic conditions, Exchange markets, Financial crises, Foreign exchange operations, Capital inflows, Capital flows, macroprudential policies, foreign-exchange intervention, capital controls, emerging markets, WP, policy action, capital flow, structural characteristic, inflow, medium term

Capital Flows at Risk: Taming the Ebbs and Flows

CEPR Discussion Paper No. DP15842
Number of pages: 49 Posted: 01 Mar 2021
Bank for International Settlements, International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - Department of Economics
Downloads 18 (1,230,674)
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3.

Central Bank Digital Currency and Bank Disintermediation in a Portfolio Choice Model

IMF Working Paper No. 2023/236
Number of pages: 50 Posted: 29 Nov 2023
Fudan University - School of Management, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 146 (433,908)

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CBDC, banking disintermediation, financial inclusion, monetary policy

4.

Optimal Macroprudential Policy and Asset Price Bubbles

IMF Working Paper No. 19/184
Number of pages: 52 Posted: 23 Sep 2019
International Monetary Fund (IMF), International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 123 (497,780)

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WP, marginal utility, real asset, transition probability, Collateral constraints, rational bubbles, macroprudential regulation, optimal policy, asset price bubble, collateral constraint, credit imbalance, equilibrium asset pricing, bubble component, Collateral, Asset bubbles, Asset prices, Credit, C

5.

Measuring Concentration Risk - A Partial Portfolio Approach

IMF Working Paper No. 16/158
Number of pages: 33 Posted: 09 Dec 2016
Pierpaolo Grippa and Lucyna Górnicka
International Monetary Fund (IMF) - Monetary and Capital Markets Department and International Monetary Fund (IMF)
Downloads 123 (497,780)

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Banking sector, Loan concentration, Credit risk, Capital requirements, Bank regulations, Bank supervision, concentration risk, Basel capital requirements, Pillar 2, Credit VaR

6.

Quarterly Projection Model for Vietnam: A Hybrid Approach for Monetary Policy Implementation

IMF Working Paper No. 2022/125
Number of pages: 36 Posted: 07 Jul 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 99 (584,959)

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Vietnam, Forecasting and Policy Analysis, Quarterly Projection Model, Monetary Policy, Transmission Mechanism, sample forecasting accuracy, impulse response, projection model, monetary policy implementation, forward-looking monetary policy regime, Inflation, Nominal effective exchange rate, Exchange rates, Exchange rate adjustments, Real exchange rates, Global

Leakages from Macroprudential Regulations: The Case of Household-Specific Tools and Corporate Credit

IMF Working Paper No. 2021/113
Number of pages: 35 Posted: 04 Feb 2022
Apoorv Bhargava, Lucyna Górnicka and Peichu Xie
International Monetary Fund (IMF), International Monetary Fund (IMF) and Peking University
Downloads 50 (872,713)

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standards survey, credit vulnerability, leakage effect, credit riskiness, bond credit ratio ma, Credit, Macroprudential policy, Bank credit, Macroprudential policy instruments, Corporate sector, Global

8.

Measuring Output Gap: Is it Worth Your Time?

IMF Working Paper No. 20/24
Number of pages: 29 Posted: 12 Mar 2020
Jiaqian Chen and Lucyna Górnicka
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 88 (630,336)

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Potential output, Supply and demand, Economic theory, Real interest rates, Business cycles, output gaps, real time estimation, business cycles., WP, output gap, supply shock, filter method, type of shock, GFC

9.

Brexit Referendum and Business Investment in the UK

IMF Working Paper No. 18/247
Number of pages: 21 Posted: 14 Jan 2019
Lucyna Górnicka
International Monetary Fund (IMF)
Downloads 84 (648,550)

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Europe, United Kingdom, Brexit referendum, firm investment, uncertainty, trade costs, General, Country and Industry Studies of Trade

10.

Learning About Fiscal Multipliers During the European Sovereign Debt Crisis: Evidence from a Quasi-Natural Experiment

ECB Working Paper No. 2154
Number of pages: 30 Posted: 18 Jun 2018
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 72 (708,438)
Citation 8

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fiscal consolidation, fiscal multipliers, business cycle

11.

Biases in Survey Inflation Expectations: Evidence from the Euro Area

IMF Working Paper No. 2022/205
Number of pages: 51 Posted: 15 Nov 2022
Jiaqian Chen, Lucyna Górnicka and Vaclav Zdarek
International Monetary Fund (IMF), International Monetary Fund (IMF) and European Union - European Commission
Downloads 57 (801,333)

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expectations formation, surveys of expectations, informational rigidities, inflation expectation, survey inflation expectation, responses of inflation expectation, forecasts of inflation, Inflation, Zero lower bound, Oil production, Supply shocks, Global

12.

Corporate Sector Resilience in India in the Wake of the COVID-19 Shock

IMF Working Paper No. 2021/278
Number of pages: 31 Posted: 17 Feb 2022 Last Revised: 01 Mar 2022
Lucyna Górnicka, Sumiko Ogawa and TengTeng Xu
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 39 (951,941)

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13.

Banks and Shadow Banks: Competitors or Complements?

L. Górnicka (2016), Banks and Shadow Banks: Competitors or Complements?, Journal of Financial Intermediation, Volume 27, July 2016, pp. 118-131
Posted: 15 Mar 2014 Last Revised: 18 Oct 2018
Lucyna Górnicka
International Monetary Fund (IMF)

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shadow banking, implicit recourse, special purpose vehicles