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Katarzyna Barbara Budnik

Personal Details

First Name:Katarzyna
Middle Name:Barbara
Last Name:Budnik
Suffix:
RePEc Short-ID:pbu220
https://www.ecb.europa.eu/pub/research/authors/profiles/katarzyna-budnik.en.html
Terminal Degree: Kolegium Analiz Ekonomicznych; Szkoła Główna Handlowa w Warszawie (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Aikman, David & Angotti, Romain & Budnik, Katarzyna, 2024. "Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios," Working Paper Series 2941, European Central Bank.
  2. Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
  3. Budnik, Katarzyna & Groß, Johannes & Vagliano, Gianluca & Dimitrov, Ivan & Lampe, Max & Panos, Jiri & Velasco, Sofia & Boucherie, Louis & Jančoková, Martina, 2023. "BEAST: A model for the assessment of system-wide risks and macroprudential policies," Working Paper Series 2855, European Central Bank.
  4. Boucherie, Louis & Budnik, Katarzyna & Panos, Jiri, 2022. "Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model," Occasional Paper Series 301, European Central Bank.
  5. 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 297, European Central Bank.
  6. 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 257, European Central Bank.
  7. 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 258, European Central Bank.
  8. Budnik, Katarzyna, 2020. "The effect of macroprudential policies on credit developments in Europe 1995-2017," Working Paper Series 2462, European Central Bank.
  9. Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
  10. 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 2469, European Central Bank.
  11. 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 226, European Central Bank.
  12. Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny , 2019. "The benefits and costs of adjusting bank capitalisation: evidence from euro area countries," Working Papers 1923, Banco de España.
  13. Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril , 2018. "Systemic liquidity concept, measurement and macroprudential instruments," Occasional Paper Series 214, European Central Bank.
  14. Budnik, Katarzyna & Kleibl, Johannes, 2018. "Macroprudential regulation in the European Union in 1995-2014: introducing a new data set on policy actions of a macroprudential nature," Working Paper Series 2123, European Central Bank.
  15. Budnik, Katarzyna & Bochmann, Paul, 2017. "Capital and liquidity buffers and the resilience of the banking system in the euro area," Working Paper Series 2120, European Central Bank.
  16. Katarzyna Budnik, 2012. "Do those who stay work less? On the impact of emigration on the measured TFP in Poland," NBP Working Papers 113, Narodowy Bank Polski.
  17. Druant, Martine & Vanhala, Juuso & Ktoris, Michalis & Jarvis, Valerie & Bouchet, Muriel & Budnik, Katarzyna & Childs, Claire & Kuttner, Nicole & Spooner, Magdalena & De Mulder, Jan & Bonthuis, Boele &, 2012. "Euro area labour markets and the crisis," Occasional Paper Series 138, European Central Bank.
  18. Katarzyna Budnik, 2011. "Emigration Triggers: International Migration of Polish Workers between 1994 and 2009," NBP Working Papers 90, Narodowy Bank Polski.
  19. Katarzyna Budnik, 2011. "Temporary Migration in Theories of International Mobility of Labour," NBP Working Papers 89, Narodowy Bank Polski.
  20. Katarzyna Budnik & Michal Greszta & Michal Hulej & Oskar Krzesicki & Roza Lewinska & Karol Murawski & Michal Rot & Bartosz Rybaczyk, 2009. "An update of the macroeconometric model of the Polish economy NECMOD," NBP Working Papers 64, Narodowy Bank Polski.
  21. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski.
  22. Katarzyna Budnik, 2008. "Search Equilibrium with Migration: the Case of Poland," NBP Working Papers 45, Narodowy Bank Polski.
  23. Katarzyna Budnik, 2008. "Non-accelerating wage inflation rate of unemployment in Poland," NBP Working Papers 48, Narodowy Bank Polski.
  24. Katarzyna Budnik, 2007. "Migration Flows and Labour Market in Poland," NBP Working Papers 44, Narodowy Bank Polski.

Articles

  1. Katarzyna Budnik & Gerhard Rünstler, 2023. "Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 186-201, March.
  2. Budnik, Katarzyna & Caccia, Andrea & Dimitrov, Ivan & Groß, Johannes, 2022. "Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic," Macroprudential Bulletin, European Central Bank, vol. 17.
  3. Budnik, Katarzyna, 2022. "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, vol. 17.
  4. 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, vol. 14.
  5. Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020. "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, vol. 11.
  6. Budnik, Katarzyna, 2019. "A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework," Macroprudential Bulletin, European Central Bank, vol. 7.
  7. Katarzyna Budnik, 2011. "Temporary migration in theories of international mobility of labour," Bank i Kredyt, Narodowy Bank Polski, vol. 42(6), pages 7-48.
  8. Katarzyna B. Budnik, 2009. "Rationality of Post-Accession Migration," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 57-83.

Chapters

  1. Katarzyna B. Budnik, 2009. "Polish Emigration to the UK After EU Enlargement in 2004: A ‘Natural Experiment’ for Testing the Rationality of Migration Choice," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), The Integration of European Labour Markets, chapter 6, Edward Elgar Publishing.

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 20 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-CBA: Central Banking (17) 2010-01-16 2018-01-01 2018-04-09 2018-10-15 2019-04-22 2019-07-15 2019-07-29 2020-02-03 2020-09-07 2020-10-05 2021-05-24 2021-08-09 2022-08-29 2022-10-17 2023-11-06 2024-06-10 2024-06-17. Author is listed
  2. NEP-EEC: European Economics (14) 2018-01-01 2018-04-09 2018-10-15 2019-04-22 2019-07-15 2019-07-29 2020-09-07 2020-10-05 2021-05-24 2021-08-09 2022-08-29 2022-10-17 2023-11-06 2024-06-10. Author is listed
  3. NEP-BAN: Banking (13) 2018-01-01 2018-04-09 2018-10-15 2019-04-22 2019-07-29 2020-09-07 2020-10-05 2021-08-09 2022-08-29 2022-10-17 2023-11-06 2024-06-10 2024-06-17. Author is listed
  4. NEP-MAC: Macroeconomics (8) 2010-01-16 2018-01-01 2019-07-29 2020-02-03 2020-09-07 2020-10-05 2021-05-24 2021-08-09. Author is listed
  5. NEP-FDG: Financial Development and Growth (7) 2019-04-22 2020-10-05 2021-08-09 2022-08-29 2022-10-17 2023-11-06 2024-06-10. Author is listed
  6. NEP-MON: Monetary Economics (5) 2010-01-16 2018-01-01 2020-09-07 2023-11-06 2024-06-10. Author is listed
  7. NEP-RMG: Risk Management (4) 2021-08-09 2022-10-17 2023-11-06 2024-06-17
  8. NEP-LAB: Labour Economics (3) 2011-08-09 2011-08-09 2012-05-02
  9. NEP-MIG: Economics of Human Migration (3) 2011-08-09 2011-08-09 2012-05-02
  10. NEP-TRA: Transition Economics (3) 2010-01-16 2011-08-09 2012-05-02
  11. NEP-EUR: Microeconomic European Issues (2) 2011-08-09 2012-05-02
  12. NEP-ACC: Accounting and Auditing (1) 2020-10-05
  13. NEP-CMP: Computational Economics (1) 2010-01-16
  14. NEP-ECM: Econometrics (1) 2020-02-03
  15. NEP-EFF: Efficiency and Productivity (1) 2012-05-02
  16. NEP-ETS: Econometric Time Series (1) 2020-02-03

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