Magyar Nemzeti Bank (The Central Bank of Hungary)

For technical questions regarding this series, please contact (Daniella Toth)
Series handle: repec:mnb:wpaper

• 2009/1 A joint macroeconomic-yield curve model for Hungary
  by Zoltán Reppa [Downloadable!]

• 2008/9 An estimated DSGE model of the Hungarian economy
  by Zoltán M. Jakab & Balázs Világi [Downloadable!]
• 2008/8 Do Firms ProvideWage Insurance Against Shocks? – Evidence from Hungary
  by Gábor Kátay [Downloadable!]
• 2008/7 The Elasticity of Taxable Income: Estimates and Flat Tax Predictions Using the Hungarian Tax Changes in 2005
  by Péter Bakos & Péter Benczúr & Dóra Benedek [Downloadable!]
• 2008/6 Driving Factors of Growth in Hungary - a Decomposition Exercise
  by Gábor Kátay & Zoltán Wolf [Downloadable!]
• 2008/5 Oil price shocks: Demand vs Supply in a two-country model
  by Alessia Campolmi [Downloadable!]
• 2008/4 The use of staff policy recommendations in central banks
  by Attila Csajbók [Downloadable!]
• 2008/3 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities
  by Csaba Csávás [Downloadable!]
• 2008/2 Macro stress testing with sector specific bankruptcy models
  by Marianna Valentinyi-Endrész & Zoltán Vásáry [Downloadable!]
• 2008/1 Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?
  by Anna Naszódi [Downloadable!]

• 2007/6 Optimal monetary policy committee size: Theory and cross country evidence
  by Szilárd Erhart & Jose-Luis Vasquez-Paz [Downloadable!]
• 2007/5 Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks
  by Szilárd Benk & Max Gillman & Michal Kejak [Downloadable!]
• 2007/4 How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises
  by Jin-Chuan Duan & András Fülöp [Downloadable!]
• 2007/3 The Hungarian Monetary Transmission Mechanism: an Assessment
  by Balázs Vonnák [Downloadable!]
• 2007/2 Convergence, capital accumulation and the nominal exchange rate
  by Péter Benczúr & István Kónya [Downloadable!]
• 2007/1 A Structural Empirical Analysis of Retail Banking Competition: the Case of Hungary
  by József Molnár & Márton Nagy & Csilla Horváth [Downloadable!]

• 2006/11 Pillar I treatment of concentrations in the banking book – a multifactor approach
  by Zoltán Varsányi [Downloadable!]
• 2006/10 Credit Growth in Central and Eastern Europe: Convergence or Boom?
  by Gergely Kiss & Márton Nagy & Balázs Vonnák [Downloadable!]
• 2006/9 The effect of the MNB’s communication on financial markets
  by Péter Gábriel & Klára Pintér [Downloadable!]
• 2006/8 Customer order flow, information and liquidity on the Hungarian foreign exchange market
  by Áron Gereben & György Gyomai & Norbert Kiss M. [Downloadable!]
• 2006/7 Is there a bank lending channel in Hungary? Evidence from bank panel data
  by Csilla Horváth & Judit Krekó & Anna Naszódi [Downloadable!]
• 2006/6 Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
  by Péter Kondor [Downloadable!]
• 2006/5 Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable
  by Balázs Égert & Ronald MacDonald [Downloadable!]
• 2006/4 How does monetary policy affect aggregate demand? A multimodel approach for Hungary
  by Zoltán M. Jakab & Viktor Várpalotai & Balázs Vonnák [Downloadable!]
• 2006/3 Bank Efficiency in the Enlarged European Union
  by Dániel Holló & Márton Nagy [Downloadable!]
• 2006/2 Layoffs as Part of an Optimal Incentive Mix: Theory and Evidence
  by Anders Frederiksen & Elõd Takáts [Downloadable!]
• 2006/1 Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History
  by Péter Banczúr & Cosmin Ilut [Downloadable!]

• 2005/07 Location of manufacturing FDI in Hungary: How important are inter-company relationships?
  by Gábor Békés [Downloadable!]
• 2005/06 Exchange Rate Smoothing in Hungary
  by Péter Karádi [Downloadable!]
• 2005/05 A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members
  by Zsolt Darvas & Gabor Vadas [Downloadable!]
• 2005/04 Mind the Gap – International Comparison of Cyclical Adjustment of the Budget
  by Gábor P. Kiss & Gábor Vadas [Downloadable!]
• 2005/03 Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic
  by Zsolt Darvas & Andrew K. Rose & György Szapáry [Downloadable!]
• 2005/02 Economic Fluctuations in Central and Eastern Europe - the Facts
  by Péter Benczúr & Attila Rátfai [Downloadable!]
• 2005/01 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
  by Balázs Vonnák [Downloadable!]

• 2004/12 Investment Behavior, User Cost and Monetary Policy Transmission - the Case of Hungary
  by Gábor Kátay & Zoltán Wolf [Downloadable!]
• 2004/11 Structural breaks and financial risk management
  by Marianna Valentinyi-Endrész [Downloadable!]
• 2004/9 Competition in the Hungarian Banking Market
  by Csaba Móré & Márton Nagy [Downloadable!]
• 2004/8 Interest rate pass-through in Hungary
  by Csilla Horváth & Judit Krekó & Anna Naszódi [Downloadable!]
• 2004/7 Mind the Gap – Watch the Ways of Cyclical Adjustment of the Budget Balance
  by Gábor P. Kiss & Gábor Vadas [Downloadable!]
• 2004/6 Fiscal Policy, Business Cycles and Labor-Market Fluctuations
  by Florin O. Bilbiie & Roland Straub [Downloadable!]
• 2004/5 Dual inflation and real exchange rate in new open economy macroeconomics
  by Balázs Világi [Downloadable!]
• 2004/4 The Stability and Growth Pact from the Perspective of the New Member States
  by Gábor Orbán & György Szapáry [Downloadable!]
• 2004/3 Estimating the Impact of SBTC on Input Demand Elasticities in Hungary
  by Hajnalka Tarjáni [Downloadable!]
• 2004/2 Target zone rearrangements and exchange rate behavior in an options-based model
  by Anna Naszódi [Downloadable!]
• 2004/1 Business Cycle Synchronisation in the Enlarged EU: Comovements in the New and Old Members
  by Zsolt Darvas & György Szapáry [Downloadable!]

• 2003/13 Analyzing Fiscal Policy and Growth with a Calibrated Macro Model
  by Péter Benczúr & András Simon & Viktor Várpalotai [Downloadable!]
• 2003/12 Relationship between Market Structure and Bank Performance: Empirical Evidence for Central and Eastern Europe
  by Csaba Móré & Márton Nagy [Downloadable!]
• 2003/11 The Optimal Euro Conversion Rate in a Stochastic Dynamic General Equilibrium Model
  by Balázs Világi [Downloadable!]
• 2003/10 The Role of Foreign Banks in Five Central and Eastern European Countries
  by Katalin Mérõ & Marianna Endrész Valentinyi [Downloadable!]
• 2003/9 Real Effects of Nominal shocks: a 2-sector Dynamic Model with Slow Capital Adjustment and Money-in-the-utility
  by Péter Benczúr [Downloadable!]
• 2003/8 Univariate Potential Output Estimations for Hungary
  by Zsolt Darvas & Gábor Vadas [Downloadable!]
• 2003/7 Capital Stock Estimation in Hungary: A Brief Description of Methodolgy and Results
  by Gábor Pula [Downloadable!]
• 2003/6 Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach
  by Gábor Vadas [Downloadable!]
• 2003/5 Explaining the Exchange Rate Pass-Through in Hungary: Simulations with the NIGEM Model
  by Zoltán M. Jakab & Mihály András Kovács [Downloadable!]
• 2003/4 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
  by Viktor Várpalotai [Downloadable!]
• 2003/1 The behavior of the nominal exchange rate at the beginning of disinflations
  by Péter Benczúr [Downloadable!]

• 2002/5 CEC5: On The Estimated Size of the Balassa-Samuelson Effect in CEC5 Countries
  by András Mihály Kovács (ed.) [Downloadable!]
• 2002/3 Hungary in the NIGEM model
  by Zoltán M. Jakab & András Mihály Kovács [Downloadable!]

• 2001/5 Banking Sector Reform in Hungary: Lessons Learned, Current Trends and Prospects
  by György Szapáry [Downloadable!]
• 2001/4 Financial Stability, Monetary Policy and Integration: Policy Choices for Transition Economies
  by János Vincze [Downloadable!]
• 2001/3 On Price Level Stability, Real Interest Rates and Core Inflation
  by János Vincze & Sándor Valkovszky [Downloadable!]
• 2001/2 Liquidity Constraints and Consumer Impatience
  by János István Tóth & Zsófia Árvai [Downloadable!]
• 2001/1 Optimal Indebtendness of a Small Open Economy with Precautionary Behavior
  by András Simon & Viktor Várpalotai [Downloadable!]

• 2000/9 Potential Output and Foreign Trade in Small Open Economies
  by András Simon & Zsolt Darvas [Downloadable!]
• 2000/8 Savings of Hungarian Households 1995 – 2000
  by Zsófia Árvai & Péter Menczel [Downloadable!]
• 2000/7 Maastricht and the Choice of Exchange Rate Regime in Transition Countries During The Run-Up to EMU
  by György Szapáry [Downloadable!]
• 2000/6 Financial crises in transition countries: models and facts
  by Zsófia Árvai & János Vincze [Downloadable!]
• 2000/5 What are Consumer Price Statistics Good for?
  by Barnabás Ferenczi & Sándor Valkovszky & János Vincze [Downloadable!]
• 2000/4 Forecasting Hungarian Export Volume
  by Zoltán M. Jakab & Mihály András Kovács & Szabolcs Lõrincz [Downloadable!]
• 2000/2 Estimates of and Problems with Core Inflation in Hungary
  by Sándor Valkovszky & János Vincze [Downloadable!]
• 2000/1 How Far has Trade Integration Advanced? An analysis of actual and potential trade of three Central and Eastern European countries
  by Zoltán M. Jakab & Mihály András Kovács & András Oszlay [Downloadable!]

• 1999/10 Financial Contagion under Different Exchange Rate Regimes
  by Zsolt Darvas & György Szapáry [Downloadable!]
• 1999/8 Changes in the Implicit Debt Burden of the Hungarian Social Security System
  by Péter Benczúr [Downloadable!]
• 1999/7 Information in T-bill Auction Bid Distributions
  by Attila Csajbók [Downloadable!]
• 1999/6 Determinants of Real Exchange Rate Fluctuations in Hungary
  by Zoltán M. Jakab & Mihály András Kovács [Downloadable!]
• 1999/5 Labour market developments in Hungary from a Central Bank perspective Stylised Facts
  by Barnabás Ferenczi [Downloadable!]
• 1999/3 Capital Stock and Economic Development in Hungary
  by Zsolt Darvas & András Simon [Downloadable!]
• 1999/1 Leverage and foreign ownership in Hungary
  by Ágnes Csermely & János Vincze [Downloadable!]

• 1998/5 Fiscal Consolidation, Public Debt Containment and Disinflation – (Hungary’s Experience in Transition)
  by Gyula Barabás & István Hamecz & Judit Neményi [Downloadable!]
• 1998/4 The Role of General Government in Hungary
  by Gábor P. Kiss [Downloadable!]
• 1998/3 The components of the real exchange rate in Hungary
  by Mihály András Kovács & András Simon [Downloadable!]
• 1998/2 Zero-coupon yield curve estimation from a central bank perspective
  by Attila Csajbók [Downloadable!]

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-11-13.