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Information about:
Zsolt Darvas

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Zsolt Darvas in registering through RePEc. If you are Zsolt Darvas , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Zsolt
Middle Name:
Last Name: Darvas
Suffix:

RePEc Short-ID: pda162

Email:
Homepage: http://www.uni-corvinus.hu/darvas/
Postal Address: Department of Mathematical Economics and Economic Analysis Corvinus University Budapest Fővám tér 8. Budapest 1093 Hungary
Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Magyar Közgazdaságtudományi Egyesület
  2. Hungarian economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Zsolt Darvas & György Szapáry, 2008. "Euro Area Enlargement and Euro Adoption Strategies," Working Papers 0801, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest. [Downloadable!]

  2. Zsolt Darvas, 2008. "Leveraged carry trade portfolios," Working Papers 0802, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 18 Jun 2008. [Downloadable!]

  3. Zsolt Darvas & Zoltán Schepp, 2007. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers 0705, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest. [Downloadable!]

  4. Zsolt Darvas & Balázs Varga, 2007. "Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models," Money Macro and Finance (MMF) Research Group Conference 2006 137, Money Macro and Finance Research Group. [Downloadable!]

  5. Zsolt Darvas, 2007. "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers 0701, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest. [Downloadable!]
    Published as:

  6. Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2006. "Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates," DNB Working Papers 098, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:

  7. Zsolt Darvas & Zoltán Schepp, 2006. "Long maturity forward rates of major currencies are stationary," Working Papers 0603, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest. [Downloadable!]

  8. Darvas, Zsolt & Szapáry, György, 2005. "Business Cycle Sychronization in the Enlarged EU," CEPR Discussion Papers 5179, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  9. Zsolt Darvas & Andrew K. Rose & György Szapáry, 2005. "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic," NBER Working Papers 11580, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  10. Zsolt Darvas & Gabor Vadas, 2005. "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," MNB Working Papers 2005/05, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
    Other versions:

  11. Gabor Vadas & Zsolt Darvas, 2005. "Univariate Potential Output Estimations for Hungary," Macroeconomics 0512009, EconWPA. [Downloadable!]
    Other versions:

  12. Zsolt Darvas & György Szapáry, 2004. "Business Cycle Synchronisation in the Enlarged EU: Comovements in the New and Old Members," MNB Working Papers 2004/1, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

  13. Zsolt Darvas, 2003. "Analysis of large real exchange rate appreciation episodes," MNB Background Studies (discontinued) 2003/2, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

  14. Darvas, Zsolt, 2001. "Exchange rate pass-through and real exchange rate in EU candidate countries," Discussion Paper Series 1: Economic Studies 2001,10, Deutsche Bundesbank, Research Centre. [Downloadable!]

  15. András Simon & Zsolt Darvas, 2000. "Potential Output and Foreign Trade in Small Open Economies," MNB Working Papers 2000/9, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

  16. Zsolt Darvas & György Szapáry, 1999. "Financial Contagion under Different Exchange Rate Regimes," MNB Working Papers 1999/10, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

  17. Zsolt Darvas & András Simon, 1999. "Capital Stock and Economic Development in Hungary," MNB Working Papers 1999/3, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
    Published as:

  18. Darvas, Zsolt, 1998. "Spurious Correlation in Exchange Rate Target Zone Modelling: Testing the Drift Adjustment Method on the US Dollar, Random Walk and Chaos," CEPR Discussion Papers 1890, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  19. Darvas, Zsolt, 1996. "Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary," CEPR Discussion Papers 1307, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Articles

  1. Zsolt Darvas, 2008. "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target-Zone Literature," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 1-22, 02. [Downloadable!] (restricted)
    Other versions:

  2. Zsolt Darvas & György Szapáry, 2008. "Business Cycle Synchronization in the Enlarged EU," Open Economies Review, Springer, vol. 19(1), pages 1-19, February. [Downloadable!] (restricted)
    Other versions:

  3. Zsolt M. Darvas & András Simon, 2000. "Capital Stock and Economic Development in Hungary," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 8(1), pages 197-223, March. [Downloadable!] (restricted)
    Other versions:

  4. Darvas, Zsolt & Szapary, Gyorgy, 2000. "Financial Contagion in Five Small Open Economies: Does the Exchange Rate Regime Really Matter?," International Finance, Blackwell Publishing, vol. 3(1), pages 25-51, April. [Downloadable!] (restricted)

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2006-04-29 2007-01-14 2007-02-17 2007-04-09 2007-05-26 2008-03-08 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2005-09-11
  3. NEP-ECM: Econometrics (4) 2007-01-14 2007-02-17 2007-03-17 2007-05-26 Author is listed
  4. NEP-EEC: European Economics (7) 2005-09-11 2005-09-29 2005-09-29 2005-12-01 2006-01-01 2007-02-17 2008-03-08 Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2005-12-01 2007-01-14 2007-03-17
  6. NEP-FMK: Financial Markets (2) 2006-04-29 2007-04-09
  7. NEP-FOR: Forecasting (1) 2007-05-26
  8. NEP-IFN: International Finance (5) 2006-04-29 2007-01-14 2007-03-17 2007-04-09 2007-05-26 Author is listed
  9. NEP-MAC: Macroeconomics (13) 2005-09-11 2005-09-29 2005-09-29 2005-12-01 2005-12-20 2006-01-01 2006-04-29 2007-01-14 2007-01-14 2007-02-17 2007-04-09 2007-05-26 2008-03-08 Author is listed
  10. NEP-MON: Monetary Economics (4) 2006-04-29 2007-02-17 2007-05-26 2008-03-08 Author is listed
  11. NEP-PBE: Public Economics (3) 2005-09-11 2005-09-29 2007-01-14
  12. NEP-TRA: Transition Economics (4) 2005-09-29 2005-12-01 2005-12-20 2007-01-14 Author is listed
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This page was last updated on 2008-8-4.

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