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Martin Kuncl

Personal Details

First Name:Martin
Middle Name:
Last Name:Kuncl
Suffix:
RePEc Short-ID:pku528
[This author has chosen not to make the email address public]
http://www.martin-kuncl.info/

Affiliation

(99%) Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

(1%) Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic
http://www.cerge-ei.cz/
RePEc:edi:eiacacz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes 2021-6, Bank of Canada.
  2. Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Production potentielle et taux neutre au Canada : mise à jour de 2021," Staff Analytical Notes 2021-6fr, Bank of Canada.
  3. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.
  4. Martin Kuncl, 2016. "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes 16-12, Bank of Canada.
  5. Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.

Articles

  1. Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.

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. Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes 2021-6, Bank of Canada.

    Cited by:

    1. Thomas J. Carter & Xin Scott Chen & Ali Jaffery & Christopher Hajzler & Jonathan Lachaine & Peter Shannon & Subrata Sarker & Graeme Westwood & Beiling Yan, 2021. "Assessing global potential output growth and the US neutral rate: April 2021," Staff Analytical Notes 2021-5, Bank of Canada.

  2. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.

    Cited by:

    1. Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

  3. Martin Kuncl, 2016. "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes 16-12, Bank of Canada.

    Cited by:

    1. Péter Fáykiss, Márton Nagy and Anikó Szombati, 2017. "Regionally-differentiated debt cap rules: a Hungarian perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 153-178, Bank for International Settlements.
    2. H. Evren Damar & Miguel Molico, 2016. "On the Nexus of Monetary Policy and Financial Stability: Effectiveness of Macroprudential Tools in Building Resilience and Mitigating Financial Imbalances," Discussion Papers 16-11, Bank of Canada.
    3. Scott A. Brave & Jose A. Lopez & Jeremy Kronick, 2020. "Calibrating Macroprudential Policies for the Canadian Mortgage Market," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 570, April.
    4. Péter Fáykiss & Alexandr Palicz & János Szakács & Márton Zsigó, 2018. "Experiences of Debt Cap Regulations in Hungarian Retail Lending," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(1), pages 34-61.
    5. Jeremy Kronick, 2017. "Spendthrifts and Savers: Are Canadians Acting Like they are “House Poor” or “House Rich”?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 482, June.
    6. Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019. "Housing markets and macroeconomic risks," OECD Economics Department Working Papers 1555, OECD Publishing.

  4. Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.

    Cited by:

    1. Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
    2. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.
    3. Anna Grodecka‐Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
    4. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
    5. Lim, Jesslyn & Do, Viet & Vu, Tram, 2020. "Co-opted directors, covenant intensity, and covenant violations," Journal of Corporate Finance, Elsevier, vol. 64(C).
    6. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.

Articles

  1. Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 5 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-MAC: Macroeconomics (5) 2014-04-29 2015-02-28 2016-11-06 2021-05-03 2021-05-03. Author is listed
  2. NEP-BAN: Banking (2) 2014-04-29 2015-02-28. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2014-04-29 2015-02-28. Author is listed
  4. NEP-CTA: Contract Theory & Applications (1) 2014-04-29
  5. NEP-ORE: Operations Research (1) 2014-04-29

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