IDEAS home Printed from https://ideas.repec.org/d/bsigvsi.html

Publications

by members of

Banka Slovenije

Bank of Slovenia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Drenkovska, Marija & Lenarčič, Črt, 2025, "Financial markets stress indicator for Slovenia (FIMSIS)," MPRA Paper, University Library of Munich, Germany, number 125551, Jul.

2024

  1. Behn, Markus & Cornacchia, Wanda & Forletta, Marco & Jarmulska, Barbara & Perales, Cristian & Ryan, Ellen & Serra, Diogo & Tereanu, Eugen & Tumino, Marcello & Abreu, Daniel & Ciampi, Francesco & Ciocc, 2024, "The sectoral systemic risk buffer: general issues and application to residential real estate-related risks," Occasional Paper Series, European Central Bank, number 352, Jun.
  2. Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Kostas Mavromatis & Niki Papadopoulou & Edgar Silgado-Gómez, 2024, "Green Transition in the euro area: Domestic and global factors," BCL working papers, Central Bank of Luxembourg, number 190, Sep.
  3. Lavrič, Mitja & Lenarčič, Črt, 2024, "Why is the LSTI ratio increasing? Explaining factors of synthetic LSTI dynamics," MPRA Paper, University Library of Munich, Germany, number 122036, Aug.

2023

  1. Arigoni, Filippo & Lenarcic, Crt, 2023, "Foreign economic policy uncertainty shocks and real activity in the Euro area," Research Technical Papers, Central Bank of Ireland, number 7/RT/23, Aug.
  2. Damjanović, Milan & Lenarčič, Črt, 2023, "Constructing a house price misalignment indicator: revisited and revamped," MPRA Paper, University Library of Munich, Germany, number 118489, Sep.

2022

  1. Reichold, Karsten & Wagner, Martin & Damjanovic, Milan & Drenkovska, Marija, 2022, "Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States," IHS Working Paper Series, Institute for Advanced Studies, number 40, Jun.
  2. Lenarčič, Črt, 2022, "Drivers of household arrears: an euro area country panel data analysis," MPRA Paper, University Library of Munich, Germany, number 114558, Jul.
  3. Budnik, Katarzyna & Dimitrov, Ivan & Groß, Johannes & Kusmierczyk, Piotr & Lampe, Max & Vagliano, Gianluca & Volk, Matjaz, 2022, "The economic impact of the NPLcoverage expectations in the euro area," Occasional Paper Series, European Central Bank, number 297, Jul.

2021

  1. Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021, "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers, Central Bank of Luxembourg, number 156, Oct.
  2. Lenarčič, Črt, 2021, "Estimating business and financial cycles in Slovenia," MPRA Paper, University Library of Munich, Germany, number 109977, Oct.
  3. Budnik, Katarzyna & Dimitrov, Ivan & Groß, Johannes & Jančoková, Martina & Lampe, Max & Sorvillo, Bianca & Stular, Anze & Volk, Matjaz, 2021, "Policies in support of lending following the coronavirus (COVID 19) pandemic," Occasional Paper Series, European Central Bank, number 257, May.
  4. Budnik, Katarzyna & Dimitrov, Ivan & Giglio, Carla & Groß, Johannes & Lampe, Max & Sarychev, Andrei & Tarbé, Matthieu & Vagliano, Gianluca & Volk, Matjaz, 2021, "The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area," Occasional Paper Series, European Central Bank, number 258, Jul.

2020

  1. Lenarčič, Črt & Papadopoulos, Georgios, 2020, "Determinants of firm investment: Evidence from Slovenian firm-level data," MPRA Paper, University Library of Munich, Germany, number 100478, Apr.
  2. Lenarčič, Črt & Ganesh, Sowmya Gayathri, 2020, "Calculation methodology of the effective exchange rate in Slovenia," MPRA Paper, University Library of Munich, Germany, number 100645, May.
  3. Lenarčič, Črt & Masten, Igor, 2020, "Is there a Harrod-Balassa-Samuelson effect? New panel data evidence from 28 European countries," MPRA Paper, University Library of Munich, Germany, number 100647, May.
  4. Arigoni, Filippo & Lenarčič, Črt, 2020, "The impact of trade policy uncertainty shocks on the Euro Area," MPRA Paper, University Library of Munich, Germany, number 100832, Jun.
  5. Arigoni, Filippo & Breznikar, Miha & Lenarčič, Črt & Maletič, Matjaž, 2020, "Impact of fiscal measures in response to the COVID-19 pandemic on small-open economies: lessons from Slovenia," MPRA Paper, University Library of Munich, Germany, number 104474, Dec.
  6. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz, 2020, "Banking euro area stress test model," Working Paper Series, European Central Bank, number 2469, Sep.

2019

  1. Lenarčič, Črt, 2019, "Inflation – Harrod-Balassa-Samuelson effect in a DSGE model setting," MPRA Paper, University Library of Munich, Germany, number 101199.
  2. Lenarčič, Črt, 2019, "Complementaries and Tensions between Monetary and Macroprudential Policies in an Estimated DSGE Model (Application to Slovenia)," MPRA Paper, University Library of Munich, Germany, number 104486, Jul.
  3. Lenarčič, Črt, 2019, "Unit Labour Cost and Unit Capital Cost Indicators in Slovenia and the Other Euro Area Countries," MPRA Paper, University Library of Munich, Germany, number 110865, Sep.
  4. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi, 2019, "Macroprudential stress test of the euro area banking system," Occasional Paper Series, European Central Bank, number 226, Jul.

2018

  1. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018, "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series, European Central Bank, number 205, Jan.
  2. Lenarčič, Črt, 2018, "Oil shocks and the excise duty tax in a DSGE model setting," MPRA Paper, University Library of Munich, Germany, number 109982, Nov.
  3. Sivec, Vasja & Volk, Matjaz & Chen, Yi-An, 2018, "Empirical Evidence on the Effectiveness of Capital Buffer Release," MPRA Paper, University Library of Munich, Germany, number 84323, Jan, revised 02 Jan 2018.

2017

  1. Sivec, Vasja & Volk, Matjaz, 2017, "Bank Response to Policy Related Changes in Capital Requirements," MPRA Paper, University Library of Munich, Germany, number 83058, Nov.

2016

  1. Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016, "A Primer on Slovene House Prices Forecast," MPRA Paper, University Library of Munich, Germany, number 103552, May.

2015

  1. Lenarčič, Črt & Damjanović, Milan, 2015, "Slovene Residential Property Prices Misalignment with Fundamentals," MPRA Paper, University Library of Munich, Germany, number 101198, Dec.

Journal articles

2026

  1. Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Mavromatis, Kostas & Papadopoulou, Niki & Silgado-Gómez, Edgar, 2026, "Green transition in the euro area: Domestic and global factors," European Economic Review, Elsevier, volume 182, issue C, DOI: 10.1016/j.euroecorev.2025.105206.
  2. Pavlič, Domen & Volk, Matjaž & Marinč, Matej, 2026, "When faced with reality: How extreme weather events influence bank lending," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103148.
  3. Matjaž Volk, 2026, "Do unrealized bank losses affect loan pricing?," Applied Economics Letters, Taylor & Francis Journals, volume 33, issue 5, pages 697-701, March, DOI: 10.1080/13504851.2024.2388852.

2025

  1. Filippo Arigoni & Miha Breznikar & Črt Lenarčič & Matjaž Maletič, 2025, "Impact of Fiscal Measures in Response to the COVID-19 Pandemic on Small-Open Economies: Lessons from Slovenia," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 51, issue 4, pages 553-582, October, DOI: 10.1057/s41302-025-00301-z.
  2. Matjaž Volk, 2025, "Is the ECB Monetary tightening effective? The role of bank funding and asset structure," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 4, pages 460-463, February, DOI: 10.1080/13504851.2023.2275217.

2024

  1. Volk, Matjaž, 2024, "The transmission of targeted monetary policy to bank credit supply," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 104-112, DOI: 10.1016/j.qref.2024.01.003.

2023

  1. Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023, "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, volume 77, issue C, DOI: 10.1016/j.jmacro.2023.103551.
  2. Vasja Sivec & Matjaz Volk, 2023, "Empirical Evidence on the Effectiveness of Capital Buffer Release," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 3, pages 139-173, August.

2021

  1. Budnik, Katarzyna & Dimitrov, Ivan & Groß, Johannes & Lampe, Max & Volk, Matjaz, 2021, "Macroeconomic impact of Basel III finalisation on the euro area," Macroprudential Bulletin, European Central Bank, volume 14.
  2. Brezigar-Masten, Arjana & Masten, Igor & Volk, Matjaž, 2021, "Modelin-g credit risk with a Tobit model of days past due," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105984.
  3. Sivec, Vasja & Volk, Matjaž, 2021, "Bank response to policy-related changes in capital requirements," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 868-877, DOI: 10.1016/j.qref.2019.04.013.

2020

  1. Crt Lenarcic & Sowmya Gayathri Ganesh, 2020, "Calculation Methodology of the Effective Exchange Rate in Slovenia," Journal of Innovative Business and Management, DOBA University of Applied Sciences, Maribor, Slovenia, volume 12, issue 2, pages 20-37, DOI: 10.32015/JIBM.2020.12.2.3.20-37.
  2. Crt Lenarcic & Georgios Papadopoulos, 2020, "Determinants of Firm Investment: Evidence from Slovenian Firm-Level Data," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 18, issue 2, pages 159-180.
  3. Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020, "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, volume 11.

2019

  1. Črt Lenarčič, 2019, "Unit Labour Cost and Unit Capital Cost Indicators in Slovenia and the Other Euro Area Countries," Journal of Innovative Business and Management, DOBA University of Applied Sciences, Maribor, Slovenia, volume 11, issue 2, DOI: 10.32015/JIBM/2019-11-2-1.

2018

  1. Črt Lenarčič, 2018, "Oil Shocks and the Excise Duty Tax in a DSGE Model Setting," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue 2, pages 49-69, November, DOI: 10.2478/zireb-2018-0014.

2017

  1. J. Prašnikar & T. Redek & M. Drenkovska, 2017, "Survival of the fittest: an evolutionary approach to an export-led model of growth," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 30, issue 1, pages 184-206, January, DOI: 10.1080/1331677X.2017.1305796.

2016

  1. Dees, S. & Gaiduchevici, G. & Grodzicki, M. & Gross, M. & Hilberg, B. & Maliszewski, K. & Rancoita, E. & Silva, R. & Testi, S. & Venditti, F. & Volk, M., 2016, "Macroprudential effects of systemic bank stress," Macroprudential Bulletin, European Central Bank, volume 2.

2014

  1. Matjaž Volk & Polona Trefalt, 2014, "Access to Credit as a Growth Constraint," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 29-39, DOI: 10.7172/2353-6845.jbfe.2014.1.2.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.