Roman Horvath

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

IOS Regensburg

Landshuter Str. 4

Regensburg, 93047

Germany

Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)

250, rue Albert Einstein

Valbonne, 06560

France

University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE)

Lyon

France

SCHOLARLY PAPERS

27

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SSRN CITATIONS
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Top 8,670

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83

CROSSREF CITATIONS

67

Scholarly Papers (27)

1.

Bank Capital and Liquidity Creation: Granger-Causality Evidence

ECB Working Paper No. 1497
Number of pages: 32 Posted: 15 Dec 2012
Roman Horvath, Jakub Seidler and Laurent Weill
Charles University in Prague, Czech National Bank (CNB) and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Downloads 158 (237,273)
Citation 5

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Bank capital, Liquidity creation, Basel III

Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data

Number of pages: 31 Posted: 05 Oct 2007
Jarko Fidrmuc and Roman Horvath
Zeppelin University Friedrichshafen and Charles University in Prague
Downloads 121 (293,523)
Citation 1

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exchange rates, target zones, ERM II, inflation targeting, GARCH

Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data

Economic Systems, Vol. 32, No. 1, 2008
Posted: 14 Mar 2008
Jarko Fidrmuc and Roman Horvath
Zeppelin University Friedrichshafen and Charles University in Prague

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Exchange rates, Target zones, ERM II, Inflation targeting, GARCH

What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence

Number of pages: 42 Posted: 29 Aug 2015
Iftekhar Hasan, Roman Horvath and Jan Mares
Fordham University, Charles University in Prague and Czech Republic - Ministry of Finance of the Czech Republic
Downloads 58 (460,280)
Citation 1

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Finance, Growth, Bayesian Model Averaging

What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence

World Bank Policy Research Working Paper No. 7645
Number of pages: 59 Posted: 20 Apr 2016
Iftekhar Hasan, Roman Horvath and Jan Mares
Fordham University, Charles University in Prague and Czech Republic - Ministry of Finance of the Czech Republic
Downloads 48 (501,996)

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Financial Economics, Finance and Development

Financial Development and Economic Growth: A Meta-Analysis

William Davidson Institute Working Paper No. 1045
Number of pages: 33 Posted: 30 Jul 2013
Petra Valickova, Tomas Havranek and Roman Horvath
Charles University in Prague, Charles University in Prague and Charles University in Prague
Downloads 102 (331,204)
Citation 4

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finance, development, growth, meta-analysis

Financial Development and Economic Growth: A Meta‐Analysis

Journal of Economic Surveys, Vol. 29, Issue 3, pp. 506-526, 2015
Number of pages: 21 Posted: 22 Jun 2015
Petra Valickova, Tomas Havranek and Roman Horvath
Charles University in Prague, Charles University in Prague and Charles University in Prague
Downloads 0
Citation 19
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Development, Finance, Growth, Meta‐analysis

Reform Redux: Measurement, Determinants and Reversals

Number of pages: 71 Posted: 25 Apr 2006
Nauro F. Campos and Roman Horvath
University College London and Charles University in Prague
Downloads 88 (364,436)

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reform, liberalization, privatization, political economy, transition

Reform Redux: Measurement, Determinants and Reversals

Number of pages: 72 Posted: 28 Jul 2006
Nauro F. Campos and Roman Horvath
University College London and Charles University in Prague
Downloads 13 (727,292)
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Reform, privatization, political economy, transition

6.

Cross-Country Heterogeneity in Intertemporal Substitution

William Davidson Institute Working Paper No. 1056
Number of pages: 41 Posted: 15 Sep 2013
Charles University in Prague, Charles University in Prague, Charles University in Prague and Czech National Bank (CNB)
Downloads 93 (349,002)
Citation 49

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elasticity of intertemporal substitution, consumption, meta-analysis, Bayesian model averaging

7.

Inflation Differentials in EU New Member States: An Empirical Evidence

William Davidson Institute Working Paper No. 937
Number of pages: 17 Posted: 07 Dec 2008
Roman Horvath and Kamila Koprnicka
Charles University in Prague and Czech National Bank (CNB)
Downloads 87 (363,867)
Citation 1

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inflation differentials, price convergence, exchange rate, New EU members, panel

8.

The Effects of Monetary Policy in the Czech Republic: An Empirical Study

CERGE-EI Working Paper No. 339, William Davidson Institute Working Paper No. 922
Number of pages: 29 Posted: 01 Apr 2008
Magdalena Morgese Borys and Roman Horvath
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague
Downloads 82 (377,090)
Citation 1

Abstract:

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monetary policy transmission, VAR, real-time data, sectoral prices

9.

Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis

William Davidson Institute Working Paper No. 962
Number of pages: 11 Posted: 15 Oct 2009
Roman Horvath and Radovan Fiser
Charles University in Prague and affiliation not provided to SSRN
Downloads 81 (379,877)

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central bank communication, exchange rate, GARCH

10.

Price Setting and Market Structure: An Empirical Analysis of Micro Data

William Davidson Institute Working Paper No. 938
Number of pages: 37 Posted: 08 Dec 2008
Fabrizio Coricelli and Roman Horvath
University of Siena - Department of Political and International Sciences and Charles University in Prague
Downloads 72 (406,064)
Citation 5

Abstract:

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price setting, market structure, emerging markets

11.

Financial Accelerator Effects in the Balance Sheets Of Czech Firms

William Davidson Institute Working Paper No. 847
Number of pages: 26 Posted: 20 Nov 2006
Roman Horvath
Charles University in Prague
Downloads 72 (406,064)
Citation 3

Abstract:

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balance sheet channel, financial accelerator, interest rates, monetary policy

12.

Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence

Number of pages: 39 Posted: 22 Aug 2017 Last Revised: 18 Nov 2021
Roman Horvath, Eva Horvatova and Maria Siranova
Charles University in Prague, affiliation not provided to SSRN and University of Economics in Bratislava
Downloads 67 (422,054)

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13.

How Bank Competition Influence Liquidity Creation

Number of pages: 23 Posted: 31 Dec 2015
Roman Horvath and Laurent Weill
Charles University in Prague and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Downloads 66 (425,434)
Citation 1

Abstract:

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G21

14.

Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model

William Davidson Institute Working Paper No. 1035
Number of pages: 26 Posted: 14 Dec 2012
Dritan Gjika and Roman Horvath
Charles University in Prague - Department of Economics and Charles University in Prague
Downloads 66 (425,434)
Citation 5

Abstract:

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stock market comovements, Central Europe, financial crisis

International Stock Market Integration: Central and South Eastern Europe Compared

William Davidson Institute Working Paper No. 1028
Number of pages: 20 Posted: 06 Jun 2012
Roman Horvath and Dragan Petrovski
Charles University in Prague and Independent
Downloads 53 (480,290)
Citation 7

Abstract:

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stock market comovements, Central and South Eastern

International Stock Market Integration: Central and South Eastern Europe Compared

Economic Systems, Vol. 37, No. 1, 2013
Posted: 26 Feb 2015
Roman Horvath and Dragan Petrovski
Charles University in Prague and Independent

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Stock market comovements, Central and South Eastern Europe, GARCH

16.

How Important are Foreign Shocks in Small Open Economy? The Case of Slovakia

William Davidson Institute Working Paper No. 933
Number of pages: 25 Posted: 07 Dec 2008
Roman Horvath
Charles University in Prague
Downloads 49 (488,816)

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small open economy, foreign shocks, monetary policy, Slovakia, euro area

17.

What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence

Number of pages: 42 Posted: 21 Oct 2015
Roman Horvath, Iftekhar Hasan and Jan Mares
Charles University in Prague, Fordham University and Czech Republic - Ministry of Finance of the Czech Republic
Downloads 47 (497,532)
Citation 1

Abstract:

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C11, G10, O40, finance, growth, Bayesian model averaging

18.

Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic

William Davidson Institute Working Paper No. 848
Number of pages: 27 Posted: 21 Nov 2006
Roman Horvath
Charles University in Prague
Downloads 46 (501,941)
Citation 3

Abstract:

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equilibrium interest rates, Taylor rule, augmented Kalman filter

19.

Exchange Market Pressures During the Financial Crisis: A Bayesian Model Averaging Evidence

Number of pages: 27 Posted: 05 Jul 2013
Martin Feldkircher, Roman Horvath and Marek Rusnák
Oesterreichische Nationalbank (OeNB), Charles University in Prague and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 39 (534,378)
Citation 2

Abstract:

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exchange market pressures, financial crisis

20.

How to Solve the Price Puzzle? A Meta-Analysis

CERGE-EI Working Paper No. 446
Number of pages: 42 Posted: 12 Oct 2011
Marek Rusnák, Tomas Havranek and Roman Horvath
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague and Charles University in Prague
Downloads 31 (576,765)
Citation 19

Abstract:

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Monetary policy transmission, Price puzzle, Meta-analysis, Publication selection bias

21.

On the Reversibility of Structural Reforms

Number of pages: 18 Posted: 05 May 2012
Nauro F. Campos and Roman Horvath
University College London and Charles University in Prague
Downloads 18 (663,338)

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reform reversals, price liberalization, trade liberalization, privatization, political economy

22.

Price Setting Behaviour: Micro Evidence on Slovakia

Number of pages: 43 Posted: 20 Apr 2006
Fabrizio Coricelli and Roman Horvath
University of Siena - Department of Political and International Sciences and Charles University in Prague
Downloads 15 (685,381)
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Inflation, inflation persistence, price dispersion, price stickiness, staggered price models

23.

Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy

Number of pages: 37 Posted: 19 May 2009
Jan Babecký, Fabrizio Coricelli and Roman Horvath
Czech National Bank (CNB), University of Siena - Department of Political and International Sciences and Charles University in Prague
Downloads 4 (771,686)
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inflation dynamics, inflation targeting, persistence

24.

The Interest Rate Spreads in the Czech Republic: Different Loans, Different Determinants?

Economic Systems, Vol. 38, No. 1, 2014
Posted: 17 Oct 2015
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Charles University in Prague and Czech National Bank (CNB)Charles University in Prague - Department of Economics

Abstract:

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Interest rate spreads, Banks, Financial crisis, Czech Republic

25.

Heterogeneity in Bank Pricing Policies: The Czech Evidence

Economic Systems, Vol. 36, No. 1, 2012
Posted: 26 Mar 2012
Roman Horvath and Anca Maria Podpiera
Charles University in Prague and World Bank

Abstract:

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Monetary transmission, Financial structure, Bank pricing policies

26.

Does Money Help Predict Inflation? An Empirical Assessment for Central Europe

Economic Systems, Vol. 35, No. 4, 2011
Posted: 13 Mar 2012
Roman Horvath, Lubos Komarek and Filip Rozsypal
Charles University in Prague, Czech National Bank and London School of Economics & Political Science (LSE)

Abstract:

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Money, Inflation, Forecasting, Central Europe

27.

Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy

CERGE-EI Working Paper Series No. 353
Posted: 14 Oct 2009
Jan Babetski, Fabrizio Coricelli and Roman Horvath
Center For Econ Research & Grad Education, and Econ Institute, Prague (CERGE-EI), University of Siena - Department of Political and International Sciences and Charles University in Prague

Abstract:

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inflation dynamics, persistence, inflation targeting