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Alexandra Varadi

Personal Details

First Name:Alexandra
Middle Name:
Last Name:Varadi
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In ASCII letters:
RePEc Short-ID:pva934
[This author has chosen not to make the email address public]

Affiliation

(50%) Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

(50%) Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Philippe Bracke & Matthew Everitt & Martina Fazio & Alexandra Varadi, 2024. "When refinancing meets monetary tightening: heterogeneous impacts on spending and debt via mortgage modifications," Bank of England Staff Working Paper series 1105, Bank of England.
  2. Bruno Albuquerque & Alexandra Varadi, 2022. "Consumption Effects of Mortgage Payment Holidays: Evidence during the COVID-19 Pandemic," IMF Working Papers 2022/044, International Monetary Fund.
  3. Bruno Albuquerque & Alexandra Varadi, 2022. "Consumption effects of mortgage payment," Bank of England Staff Working Paper series 963, Bank of England.
  4. Stephen Millard & Margarita Rubio & Alexandra Varadi, 2021. "The macroprudential toolkit: effectiveness and interactions," Bank of England Staff Working Paper series 902, Bank of England.
  5. Alexandra Varadi, 2021. "Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects," Bank of England Staff Working Paper series 927, Bank of England.
  6. Stephen Millard, & Margarita Rubio & Alexandra Varadi, 2020. "The impact of Covid-19 on productivity," Discussion Papers 2020/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  7. Iren Levina & Robert Sturrock & Alexandra Varadi & Gavin Wallis, 2019. "Modelling the distribution of mortgage debt," Bank of England Staff Working Paper series 808, Bank of England.
  8. Stephen Millard & Alexandra Varadi & Eran Yashiv, 2018. "Shock transmission and the interaction of financial and hiring frictions," Bank of England Staff Working Paper series 769, Bank of England.
  9. David Aikman & Jonathan Bridges & Stephen Burgess & Richard Galletly & Iren Levina & Cian O'Neill & Alexandra Varadi, 2018. "Measuring risks to UK financial stability," Bank of England Staff Working Paper series 738, Bank of England.

Articles

  1. Bruno Albuquerque & Alexandra Varadi, 2025. "Role of Government Policies in Smoothing Borrowers’ Spending during Stress: Evidence from UK Mortgage Moratoria," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(4), pages 1259-1301, December.
  2. Varadi, Alexandra, 2024. "Identifying the transmission channels of credit supply shocks to household debt: Price and non-price effects," European Economic Review, Elsevier, vol. 166(C).
  3. Stephen Millard & Margarita Rubio & Alexandra Varadi, 2024. "The Macroprudential Toolkit: Effectiveness and Interactions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 335-384, April.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Stephen Millard & Margarita Rubio & Alexandra Varadi, 2021. "The macroprudential toolkit: effectiveness and interactions," Bank of England Staff Working Paper series 902, Bank of England.

    Mentioned in:

    1. The macroprudential toolkit: effectiveness and interactions
      by Christian Zimmermann in NEP-DGE blog on 2021-01-26 18:45:13

Working papers

  1. Philippe Bracke & Matthew Everitt & Martina Fazio & Alexandra Varadi, 2024. "When refinancing meets monetary tightening: heterogeneous impacts on spending and debt via mortgage modifications," Bank of England Staff Working Paper series 1105, Bank of England.

    Cited by:

    1. Andreas Fuster & Virginia Gianinazzi & Andreas Hackethal & Philip Schnorpfeil & Michael Weber & Michael Weber, 2026. "The Response of Debtors to Rate Changes," CESifo Working Paper Series 12417, CESifo.
    2. Möhlmann, Axel & Vogel, Edgar, 2025. "When unemployment hits mortgage loans," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325418, Verein für Socialpolitik / German Economic Association.
    3. Bonfim, Diana & Moretti, Laura & Auer, Simone & Bandoni, Emil & Briglevics, Tamás & Ferrando, Annalisa & De Jonghe, Olivier & Kho, Stephen & Mendicino, Caterina & Rodriguez-Moreno, Maria & S. Moura, A, 2026. "Monetary policy transmission through the financial system to households," Occasional Paper Series 390, European Central Bank.

  2. Bruno Albuquerque & Alexandra Varadi, 2022. "Consumption Effects of Mortgage Payment Holidays: Evidence during the COVID-19 Pandemic," IMF Working Papers 2022/044, International Monetary Fund.

    Cited by:

    1. Hodula, Martin & Pfeifer, Lukáš & Pacoň, David, 2026. "Payment holidays, credit risk, and borrower-based limits: Insights from the Czech mortgage market," Emerging Markets Review, Elsevier, vol. 72(C).
    2. Camilo Gómez & Daniela Rodríguez-Novoa, 2024. "Firm Support Measures, Credit Payment Behavior, and Credit Risk," IHEID Working Papers 03-2024, Economics Section, The Graduate Institute of International Studies.
    3. Albuquerque, Bruno & Green, Georgina, 2023. "Financial concerns and the marginal propensity to consume in COVID times: Evidence from UK survey data," Journal of Macroeconomics, Elsevier, vol. 78(C).
    4. Thomas F Crossley & Paul Fisher & Hamish Low & Peter Levell, 2023. "A year of COVID: the evolution of labour market and financial inequalities through the crisis," Oxford Economic Papers, Oxford University Press, vol. 75(3), pages 589-612.

  3. Bruno Albuquerque & Alexandra Varadi, 2022. "Consumption effects of mortgage payment," Bank of England Staff Working Paper series 963, Bank of England.

    Cited by:

    1. Camilo Gómez & Daniela Rodríguez-Novoa, 2024. "Firm Support Measures, Credit Payment Behavior, and Credit Risk," IHEID Working Papers 03-2024, Economics Section, The Graduate Institute of International Studies.
    2. Martin Hodula & Lukas Pfeifer, 2025. "Payment Holidays, Credit Risk, and Borrower-Based Limits: Insights from the Czech Mortgage Market," Working Papers 2025/1, Czech National Bank, Research and Statistics Department.
    3. Thomas F Crossley & Paul Fisher & Hamish Low & Peter Levell, 2023. "A year of COVID: the evolution of labour market and financial inequalities through the crisis," Oxford Economic Papers, Oxford University Press, vol. 75(3), pages 589-612.

  4. Stephen Millard & Margarita Rubio & Alexandra Varadi, 2021. "The macroprudential toolkit: effectiveness and interactions," Bank of England Staff Working Paper series 902, Bank of England.

    Cited by:

    1. Varadi, Alexandra, 2024. "Identifying the transmission channels of credit supply shocks to household debt: Price and non-price effects," European Economic Review, Elsevier, vol. 166(C).
    2. Busato, Francesco & Ferrara, Maria & Varlese, Monica, 2022. "Disinflation Costs and Macroprudential Policies: Real and Welfare Effects," MPRA Paper 112272, University Library of Munich, Germany.
    3. Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    4. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2025. "The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
    5. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    6. Eddie Gerba & Petros Katsoulis, 2021. "The repo market under Basel III," Bank of England Staff Working Paper series 954, Bank of England.
    7. Iacoviello, Matteo & Nunes, Ricardo & Prestipino, Andrea, 2026. "Optimal credit market policy," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    8. Nyholm, Juho & Voutilainen, Ville, 2021. "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review 2/2021, Bank of Finland.

  5. Alexandra Varadi, 2021. "Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects," Bank of England Staff Working Paper series 927, Bank of England.

    Cited by:

    1. Dongxue Wang & Yugang He, 2024. "The Mathematical Simulation of South Korea’s Financial and Economic Impacts from Real Estate Bubbles: Lessons from the China Evergrande Collapse," Mathematics, MDPI, vol. 12(19), pages 1-24, September.

  6. Iren Levina & Robert Sturrock & Alexandra Varadi & Gavin Wallis, 2019. "Modelling the distribution of mortgage debt," Bank of England Staff Working Paper series 808, Bank of England.

    Cited by:

    1. Jiri Gregor & Hana Hejlova, 2020. "The household stress test," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank, Research and Statistics Department.

  7. David Aikman & Jonathan Bridges & Stephen Burgess & Richard Galletly & Iren Levina & Cian O'Neill & Alexandra Varadi, 2018. "Measuring risks to UK financial stability," Bank of England Staff Working Paper series 738, Bank of England.

    Cited by:

    1. Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics 2156, Faculty of Economics, University of Cambridge.
    2. Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).
    3. Thi Huyen Tran & Robert Ślepaczuk, 2022. "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers 2022-30, Faculty of Economic Sciences, University of Warsaw.
    4. David Aikman & Jonathan Bridges & Sinem Hacioglu Hoke & Cian O’Neill & Akash Raja, 2019. "Credit, capital and crises: a GDP-at-Risk approach," Bank of England Staff Working Paper series 824, Bank of England.
    5. Wang, Bo & Li, Haoran, 2021. "Downside risk, financial conditions and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    6. Varadi, Alexandra, 2024. "Identifying the transmission channels of credit supply shocks to household debt: Price and non-price effects," European Economic Review, Elsevier, vol. 166(C).
    7. Tihana Skrinjaric, 2024. "Macroprudential policy stance assessment: the case of Croatia," Public Sector Economics, Institute of Public Finance, vol. 48(4), pages 421-463.
    8. Bholat, David & Broughton, Nida & Ter Meer, Janna & Walczak, Eryk, 2019. "Enhancing central bank communications using simple and relatable information," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 1-15.
    9. Chua, Yeow Hwee & Hong, Zu Yao, 2026. "Tail risk and expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 242(C).
    10. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    11. Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
    12. Tarkocin, Coskun & Donduran, Murat, 2024. "Constructing early warning indicators for banks using machine learning models," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
    13. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
    14. Jonathan Bridges & Georgina Green & Mark Joy, 2021. "Credit, crises and inequality," Bank of England Staff Working Paper series 949, Bank of England.
    15. Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
    16. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    17. Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
    18. Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank, Research and Statistics Department.
    19. Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank, Research and Statistics Department.
    20. Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.
    21. Wang, Bo & Xiao, Yang, 2023. "The term effect of financial cycle variables on GDP growth," Journal of International Money and Finance, Elsevier, vol. 139(C).

Articles

  1. Varadi, Alexandra, 2024. "Identifying the transmission channels of credit supply shocks to household debt: Price and non-price effects," European Economic Review, Elsevier, vol. 166(C).
    See citations under working paper version above.
  2. Stephen Millard & Margarita Rubio & Alexandra Varadi, 2024. "The Macroprudential Toolkit: Effectiveness and Interactions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 335-384, April.
    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 9 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-BAN: Banking (6) 2018-08-13 2019-08-12 2021-01-25 2021-07-12 2021-07-19 2022-03-28. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2018-08-13 2018-12-17 2021-01-25 2021-07-12 2021-07-19 2022-03-28. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (6) 2019-08-12 2021-01-25 2021-07-12 2022-03-28 2022-04-18 2025-03-03. Author is listed
  4. NEP-CBA: Central Banking (3) 2021-01-25 2021-07-19 2025-03-03. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (3) 2018-12-17 2021-01-25 2021-07-19. Author is listed
  6. NEP-FDG: Financial Development and Growth (2) 2021-01-25 2021-07-19
  7. NEP-MON: Monetary Economics (2) 2021-01-25 2025-03-03
  8. NEP-CFN: Corporate Finance (1) 2018-08-13
  9. NEP-CWA: Central and Western Asia (1) 2022-03-28
  10. NEP-EUR: Microeconomic European Issues (1) 2022-03-28
  11. NEP-RMG: Risk Management (1) 2018-08-13

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