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Publications

by alumni of

Graduate School of Economics, Finance and Management (GSEFM)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Marie-Hélène Gagnon & Céline Gimet & Uros Herman, 2026, "Macroprudential Policies and Inequalities in Europe: The Role of Household Portfolio Composition," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2617, Jun.

2023

  1. Uroš Herman & Matija Lozej, 2023, "Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2334, Dec.

2022

  1. Uroš Herman & Tobias Krahnke, 2022, "Determinants and Effects of Countries’ External Capital Structure: A Firm-Level Analysis," IMF Working Papers, International Monetary Fund, number 2022/038, Feb.

2016

  1. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016, "Savings and investment behaviour in the euro area," Occasional Paper Series, European Central Bank, number 167, Jan.
  2. 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.
  3. Mateja Gabrijelčič & Uroš Herman & Andreja Lenarčič, 2016, "Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data," Working Papers, European Stability Mechanism, number 15, Jul.

2013

  1. De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013, "Corporate finance and economic activity in the euro area," Occasional Paper Series, European Central Bank, number 151, Aug.

Journal articles

2025

  1. Ying Lun Cheung, 2025, "Inference on matrix-valued factor models under a fixed time horizon," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 10, pages 1518-1540, November, DOI: 10.1080/07474938.2025.2527621.
  2. Uroš Herman & Andreja Lenarčič & Mateja Gabrijelčič, 2025, "Firm performance and (foreign) debt financing before and during the global financial crisis: evidence from firm-level data," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-35, December, DOI: 10.1057/s41283-025-00170-y.

2024

  1. Ying Lun Cheung, 2024, "Identification of matrix-valued factor models," Economics Bulletin, AccessEcon, volume 44, issue 2, pages 550-556.
  2. Cheung, Ying Lun, 2024, "Avoiding jumps in the rotation matrix of time-varying factor models," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105869.
  3. Binder, Michael & Cheung, Ying Lun & Georgiadis, Georgios & Sharma, Sunil, 2024, "Institutions, international financial integration, and output growth," Journal of Economic Behavior & Organization, Elsevier, volume 219, issue C, pages 450-472, DOI: 10.1016/j.jebo.2024.01.015.
  4. Ying Lun Cheung, 2024, "Identification of Time-Varying Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 76-94, January, DOI: 10.1080/07350015.2022.2151449.

2022

  1. Ying Lun Cheung, 2022, "Long Memory Factor Model: On Estimation of Factor Memories," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 756-769, April, DOI: 10.1080/07350015.2020.1867559.

2021

  1. Herman, Uroš & Lozej, Matija, 2021, "Cross-border bank funding and lending in a monetary union: Evidence from Slovenia," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102376.

2020

  1. Cheung, Ying Lun, 2020, "Nonstationarity-extended Whittle estimation with discontinuity: A correction," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108914.
  2. Ying Lun Cheung & Uwe Hassler, 2020, "Whittle-type estimation under long memory and nonstationarity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 3, pages 363-383, September, DOI: 10.1007/s10182-019-00358-0.

Chapters

2014

  1. Boštjan Jazbec & Uroš Herman & Matija Lozej, 2014, "Synchronization and decoupling of cycles in Slovenia," Chapters, Edward Elgar Publishing, chapter 6, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé, "Financial Cycles and the Real Economy".

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