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Victor Bystrov

Personal Details

First Name:Victor
Middle Name:
Last Name:Bystrov
Suffix:
RePEc Short-ID:pby15
[This author has chosen not to make the email address public]

Affiliation

Instytutu Ekonomii
Wydział Ekonomiczno-Socjologiczny
Uniwersytet Łódzki

Łódź, Poland
http://www.ke.uni.lodz.pl/

:


RePEc:edi:kelodpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
  2. Bystrov, Victor & Mackewicz, Michał, 2016. "Recurrent explosive behaviour of debt-to-GDP ratio," MPRA Paper 75203, University Library of Munich, Germany.
  3. Bystrov, Victor, 2013. "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper 49683, University Library of Munich, Germany.
  4. Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
  5. Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
  6. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers 10-07, Department of Economics, University of Birmingham.
  7. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies," Working Papers 025, COMISEF.
  8. Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.

Articles

  1. Bystrov, Victor & Staszewska-Bystrova, Anna & Rutkowski, Daniel & Hermanowski, Tomasz, 2015. "Effects of DRG-based hospital payment in Poland on treatment of patients with stroke," Health Policy, Elsevier, vol. 119(8), pages 1119-1125.
  2. Victor Bystrov, 2014. "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
  3. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  4. Bystrov, Victor & di Salvatore, Antonietta, 2013. "Martingale approximation of eigenvalues for common factor representation," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 233-237.
  5. Victor Bystrov & Anna Staszewska-Bystrova, 2010. "On the power of direct tests for rational expectations against the alternative of constant gain learning," Bank i Kredyt, Narodowy Bank Polski, vol. 41(6), pages 71-84.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.

    Cited by:

    1. Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
    2. Apergis, Nicholas & Cooray, Arusha, 2015. "Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 155-172.
    3. Staszewska-Bystrova Anna, 2013. "Modified Scheffé’s Prediction Bands," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(5-6), pages 680-690, October.
    4. Enzo Cassino, 2012. "Modelling New Zealand mortgage interest rates?," Reserve Bank of New Zealand Analytical Notes series AN2012/10, Reserve Bank of New Zealand.
    5. Gopalan, Sasidaran & Rajan, Ramkishen S., 2017. "Does foreign bank presence affect interest rate pass-through in emerging and developing economies?," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 373-392.
    6. Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series DP2015/03, Reserve Bank of New Zealand.
    7. Victor Bystrov, 2014. "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
    8. S. Avouyi-Dovi & G. Horny & P. Sevestre, 2015. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working papers 547, Banque de France.
    9. Arvid Raknerud & Bjørn Helge Vatne, 2013. "The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata," Discussion Papers 742, Statistics Norway, Research Department.
    10. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
    11. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers 486, Bank for International Settlements.
    12. Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar, 2018. "Bank funding costs in a rising interest rate environment," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 164-186.
    13. Egorova, Aleksei V. & Borzykh, Olga A., 2018. "Asymmetric Interest Rate Pass-Through in Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 92-121, February.

  2. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers 10-07, Department of Economics, University of Birmingham.

    Cited by:

    1. Petrevski, Goran & Bogoev, Jane, 2012. "Interest rate pass-through in South East Europe: An empirical analysis," Economic Systems, Elsevier, vol. 36(4), pages 571-593.
    2. Danilo Liberati, 2014. "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers) 986, Bank of Italy, Economic Research and International Relations Area.
    3. Aurélien Leroy & Yannick Lucotte, 2016. "Structural and Cyclical Determinants of Bank Interest-Rate Pass-Through in the Eurozone," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(2), pages 196-225, June.
    4. Kwapil, Claudia & Scharler, Johann, 2013. "Expected monetary policy and the dynamics of bank lending rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 542-551.
    5. Egorova, Aleksei V. & Borzykh, Olga A., 2018. "Asymmetric Interest Rate Pass-Through in Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 92-121, February.
    6. Uchino, Taisuke, 2014. "Bank deposit interest rate pass-through and geographical segmentation in Japanese banking markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 37-51.

  3. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies," Working Papers 025, COMISEF.

    Cited by:

    1. David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 107/2012, Università di Perugia, Dipartimento Economia.
    2. Jan Bruha, 2011. "Retail Credit Premiums and Macroeconomic Developments," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2010/2011, chapter 0, pages 133-140 Czech National Bank, Research Department.
    3. Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.

Articles

  1. Bystrov, Victor & Staszewska-Bystrova, Anna & Rutkowski, Daniel & Hermanowski, Tomasz, 2015. "Effects of DRG-based hospital payment in Poland on treatment of patients with stroke," Health Policy, Elsevier, vol. 119(8), pages 1119-1125.

    Cited by:

    1. Melberg, Hans Olav & Beck Olsen, Camilla & Pedersen, Kine, 2016. "Did hospitals respond to changes in weights of Diagnosis Related Groups in Norway between 2006 and 2013?," Health Policy, Elsevier, vol. 120(9), pages 992-1000.
    2. Buczak-Stec, Elżbieta & Goryński, Paweł & Nitsch-Osuch, Aneta & Kanecki, Krzysztof & Tyszko, Piotr, 2017. "The impact of introducing a new hospital financing system (DRGs) in Poland on hospitalisations for atherosclerosis: An interrupted time series analysis (2004–2012)," Health Policy, Elsevier, vol. 121(11), pages 1186-1193.

  2. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October. See citations under working paper version above.
  3. Bystrov, Victor & di Salvatore, Antonietta, 2013. "Martingale approximation of eigenvalues for common factor representation," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 233-237.

    Cited by:

    1. Elhiwi, Majdi, 2014. "Default barrier intensity model for credit risk evaluation," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 125-131.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (4) 2006-09-11 2010-03-28 2010-04-17 2012-03-08
  2. NEP-EEC: European Economics (3) 2010-03-28 2012-03-08 2017-11-26
  3. NEP-MAC: Macroeconomics (3) 2006-09-11 2016-11-27 2017-11-26
  4. NEP-CBA: Central Banking (2) 2010-03-28 2017-11-26
  5. NEP-ECM: Econometrics (2) 2006-09-11 2012-04-03
  6. NEP-MON: Monetary Economics (2) 2012-03-08 2017-11-26
  7. NEP-BAN: Banking (1) 2012-03-08
  8. NEP-PBE: Public Economics (1) 2016-11-27
  9. NEP-TRA: Transition Economics (1) 2006-09-11

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