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Lorant Kaszab

Central Bank of Hungary

SCHOLARLY PAPERS

7

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614

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Scholarly Papers (7)

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1.

From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism

Number of pages: 54 Posted: 11 Dec 2022 Last Revised: 26 Sep 2023
Ales Marsal, Katrin Rabitsch and Lorant Kaszab
National Bank of Slovakia, Vienna University of Economics and Business and Central Bank of Hungary
Downloads 227 (337,699)

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Determinacy, stability; price dispersion; monetary policy; nonlinear solution methods; macro-finance

2.

Asset Prices, Growth and Endogenous Wage Inertia

Downloads 124 (600,462)

Asset Prices, Growth and Endogenous Wage Inertia

Number of pages: 45 Posted: 20 May 2025
Joseph D. Alba, Ammu George and Lorant Kaszab
Nanyang Technological University, Queens University Belfast and Central Bank of Hungary
Downloads 55 (1,060,784)

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G12, J64, O30, O41, J31, J50 Endogenous growth, Wage Inertia, Nash bargaining, Alternating offer bargaining, Unemployment, Long-run risk, Asset pricing JEL classification: G12, J64, O30, O41, J31, J50

Asset Prices, Growth and Endogenous Wage Inertia

Number of pages: 45 Posted: 26 May 2025
Joseph D. Alba, Ammu George and Lorant Kaszab
Nanyang Technological University, Queens University Belfast and Central Bank of Hungary
Downloads 40 (1,224,220)

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G12, J64, O30, O41, J31

Asset Prices, Growth and Endogenous Wage Inertia

Number of pages: 50 Posted: 26 Sep 2025
Joseph D. Alba, Ammu George, Lorant Kaszab and Taojun Xie
Nanyang Technological University, Queens University Belfast, Central Bank of Hungary and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 29 (1,385,838)

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Endogenous growth, Wage Inertia, Nash bargaining, Alternating offer bargaining, Unemployment, Long-run risk, Asset pricing

3.

The Endogenous Growth-Asset Pricing Nexus Revisited with Closed-Form Solution

Number of pages: 14 Posted: 23 Apr 2024
Palma Filep-Mosberger and Lorant Kaszab
Central Bank of Hungary and Central Bank of Hungary
Downloads 75 (852,604)

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endogenous growth, loglinear-lognormal solution, asset pricing, equity premium, third-order perturbation

4.

Asset Pricing Implications of Patent Obsolescence in Endogenous Growth Models

Number of pages: 12 Posted: 19 Feb 2024
Palma Filep-Mosberger, Lorant Kaszab and Zhou Ren
Central Bank of Hungary, Central Bank of Hungary and Vienna Graduate School of Finance (VGSF)
Downloads 62 (951,658)

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endogenous growth, patent obsolescence, asset pricing, equity premium.

5.

Spillover Effects of Foreign Currency Loans: The Role of the Bank Lending Channel

Number of pages: 58 Posted: 05 Dec 2024
Zhou Ren, Palma Filep-Mosberger and Lorant Kaszab
Vienna Graduate School of Finance (VGSF), Central Bank of Hungary and Central Bank of Hungary
Downloads 47 (1,109,210)

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bank lending, exchange rate shock, currency mismatch, FX loans, creditregistry

6.

The Endogenous Growth and Asset Prices Nexus Revisited with Closed-Form Solution

Number of pages: 15 Posted: 09 May 2024
Lorant Kaszab and Palma Filep-Mosberger
Central Bank of Hungary and Central Bank of Hungary
Downloads 40 (1,183,237)

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endogenous growth, loglinear-lognormal solution, asset pricing, equity premium, third-order perturbation

7.

Asset Pricing with Free Entry and Exit of Firms

Number of pages: 13 Posted: 07 Mar 2022
Lorant Kaszab, Ales Marsal and Katrin Rabitsch
Central Bank of Hungary, National Bank of Slovakia and Vienna University of Economics and Business
Downloads 39 (1,196,171)

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firm entry-exit, risk premium