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Alexandra Varadi

Personal Details

First Name:Alexandra
Middle Name:
Last Name:Varadi
Suffix:
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. Fuster, Andreas & Gianinazzi, Virginia & Hackethal, Andreas & Schnorpfeil, Philip & Weber, Michael, 2026. "The response of debtors to rate changes," SAFE Working Paper Series 469, Leibniz Institute for Financial Research SAFE.

  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. 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. Bruno Albuquerque & Georgina Green, 2022. "Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data," Bank of England Staff Working Paper series 965, Bank of England.
    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.

  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. 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. Busato, Francesco & Ferrara, Maria & Varlese, Monica, 2022. "Disinflation Costs and Macroprudential Policies: Real and Welfare Effects," MPRA Paper 112272, University Library of Munich, Germany.
    2. 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).
    3. Eddie Gerba & Petros Katsoulis, 2021. "The repo market under Basel III," Bank of England Staff Working Paper series 954, Bank of England.
    4. Iacoviello, Matteo & Nunes, Ricardo & Prestipino, Andrea, 2026. "Optimal credit market policy," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    5. 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).
    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. Nyholm, Juho & Voutilainen, Ville, 2021. "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review 2/2021, Bank of Finland.

  5. 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.

  6. 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. Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank, Research and Statistics Department.
    7. Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).
    8. 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.
    9. 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).
    10. 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.
    11. 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.
    12. 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.
    13. Wang, Bo & Li, Haoran, 2021. "Downside risk, financial conditions and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    14. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
    15. 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).
    16. Jonathan Bridges & Georgina Green & Mark Joy, 2021. "Credit, crises and inequality," Bank of England Staff Working Paper series 949, Bank of England.
    17. 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).
    18. 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.
    19. Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
    20. Chua, Yeow Hwee & Hong, Zu Yao, 2026. "Tail risk and expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 242(C).
    21. 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.
    22. Tihana Skrinjaric, 2024. "Macroprudential policy stance assessment: the case of Croatia," Public Sector Economics, Institute of Public Finance, vol. 48(4), pages 421-463.

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).

    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.

  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.

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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