Content
2024
- 2024/152 Labour Flows in Hungary in 2002-2021 Based on a Comprehensive Set of Administrative Data
by Levente Erdelyi & Lajos Tamas Szabo - 2024/151 Estimating Deposit Interest Rate Pass-Through in Central and Eastern European Countries Using Wavelet Transform and Error Correction Model
by Gabor Hajnal & Zsuzsanna Hosszu & Akos Attila Ozoroczy & Balint Dancsik - 2024/149 ICT Usage Intensity in the Hungarian Corporate Sector: Stylised Facts on Microdata
by Tamas Berki
2023
- 2023/150 The Geography of Climate Change Risk Analysis at Central Banks in Europe
by Csaba Burger & Dariusz Wojcik - 2023/148 Error Spotting with Gradient Boosting: A Machine Learning-Based Application for Central Bank Data Quality
by Csaba Burger & Mihály Berndt
2022
- 2022/147 Climate Stress Test of the Hungarian Banking System
by Laszlo Bokor - 2022/145 Characteristics of Public Workers
by Lajos Tamas Szabo - 2022/144 Defaulting Alone: The Geography of Sme Owner Numbers and Credit Risk in Hungary
by Csaba Burger - 2022/143 Payment Habits of the Hungarian Households in 2020
by Vivien Deak & Istvan Nemecsko & Tamas Vegso - 2022/142 Early Warning Performance of Univariate Credit-to-GDP Gaps
by Zsuzsanna Hosszu & Gergely Lakos
2021
- 2021/141 Bank Carbon Risk Index – A simple indicator of climate-related transition risks of lending activity
by Laszlo Bokor - 2021/140 Spillover Effects of the European Central Bank's Expanded Asset Purchase Program to Non-eurozone Countries in Central and Eastern Europe
by Mark Antal & Lorant Kaszab
2020
- 2020/139 Unfolding the hidden structure of the Hungarian multi-layer firm network
by Andras Borsos & Martin Stancsics - 2020/138 Funding for lending schemes should prioritize SME lending
by Barnabás Székely
2019
- 2019/137 The Effect of the Introduction of Online Cash Registers on Reported Turnover in Hungary
by Gábor Lovics & Katalin Szõke & Csaba G. Tóth & Bálint Ván
2018
- 2018/136 Credit-to-GDP gap calculation using multivariate HP filter
by Levente Kocsis & Miklos Sallay - 2018/135 Assessment of the tax and transfer changes in Hungary between 2010 and 2017 using a microsimulation model
by Mihály Szoboszlai & Zoltán Bögöthy & Pálma Mosberger & Dávid Berta - 2018/134 Forecasting external demand using BVAR models
by Lajos Tamás Szabó
2017
- 2017/132 Network properties and evolutionof the Hungarian RTGSover the past decade
by László Bodnár - 2017/131 Corporate Investment in Hungary – Stylised Facts on Micro Data
by Péter Bauer & Marianna Endrész - 2017/130 Service Traders in Hungary Evidence from Firm Level Data
by Judit Rariga - 2017/127 The MNB’s house price index methodology
by Ádám Banai & Nikolett Vágó & Sándor Winkler - 2017/126 The cyclical position of housing prices – a VECM approach for Hungary
by Tamás Berki & Tibor Szendrei - 2017/125 Scenarios for potential macroeconomic impact of Brexit on Hungary
by László Békési & Zsolt Kovalszky & Tímea Várnai
2016
- 2016/124 Liquidity Needs And Liquidity Costs Of An Instant Payment System
by Gergely Patrik Balla & Tamás Ilyés - 2016/123 Modelling The Credit Risk Of The Hungarian Sme Sector
by Ádám Banai & Gyöngyi Körmendi & Péter Lang & Nikolett Vágó - 2016/122 Modelling Bankruptcy Using Hungarian Firm-Level Data
by Péter Bauer & Marianna Endrész
2015
- 2015/121 Exchange rate pass - through after the crisis: the Hungarian experience
by Mihály Hajnal & György Molnár & Judit Várhegyi - 2015/119 Factors of price convergence and its estimated level in Hungary
by Péter Bauer - 2015/118 Univariate and multivariate filters to measure the credit gap
by Zsuzsanna Hosszú & Gyöngyi Körmendi & Bence Mérõ
2014
- 2014/115 Banking union through Hungarian eyes - The MNB’s assessment of a possible close cooperation
by Anikó Szombati & Kornél Kisgergely - 2014/114 The Effect of Emigration on the Hungarian Labour Market
by Katalin Bodnár & Lajos Tamás Szabó - 2014/113 Inflation Expectations in Hungary
by Péter Gábriel & Judit Rariga & Judit Várhegyi - 2014/111 Discriminatory versus uniform-price auctions
by Zoltán Monostori - 2014/109 Stress testing at the Magyar Nemzeti Bank
by Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Sándor Sóvágó & Róbert Szegedi
2013
- 2013/107 Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset
by Zalán Kocsis & Csaba Csávás & István Mák & György Pulai - 2013/106 Transforming subsidiaries into branches - Should we be worrying about it?
by Péter Fáykiss & Gabriella Grosz & Gábor Szigel - 2013/100 International experiences and domestic opportunities of applying unconventional monetary policy tools
by Judit Krekó & Csaba Balogh & Kristóf Lehmann & Róbert Mátrai & György Pulai & Balázs Vonnák
2012
- 2012/105 A system-wide financial stress indicator for the Hungarian financial system
by Dániel Holló - 2012/104 Network-based analyses of Hungarian cash supply
by Anikó Bódi-Schubert & Zsolt Ábrahám & Erika Lajkó - 2012/103 Wage setting in Hungary: evidence from a firm survey
by Gábor Kézdi & István Kónya - 2012/102 How are firms’ wages and prices linked: survey evidence in Europe
by Martine Druant & Silvia Fabiani & Gábor Kézdi & Ana Lamo & Fernando Martins & Roberto Sabbatini - 2012/96 The role of the interchange fee in card payment systems
by Éva Keszy-Harmath & Gergely Kóczán & Surd Kováts & Boris Martinovic & Kristóf Takács
2011
- 2011/94 Identifying supply and demand in the Hungarian corporate loan market
by Sándor Sóvágó - 2011/93 Nothing is free: a survey of the social cost of the main payment instruments in Hungary
by Anikó Turján & Éva Divéki & Éva Keszy-Harmath & Gergely Kóczán & Kristóf Takács - 2011/92 Moving target indication: Fiscal indicators employed by the Magyar Nemzeti Bank
by Gábor P. Kiss - 2011/90 The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis
by Judit Páles & Zsolt Kuti & Csaba Csávás - 2011/84 The map of payments in Hungary
by István Helmeczi
2010
- 2010/87 Foreign currency borrowing of households in new EU member states
by Attila Csajbók & András Hudecz & Bálint Tamási
2009
- 2009/83 Postal payment services in Hungary
by Anikó Turján - 2009/81 Export structure and export specialisation in Central and Eastern European countries
by Zsuzsa Munkácsi - 2009/80 Exchange rate exposure of Hungarian enterprises – results of a survey
by Katalin Bodnár - 2009/78 The information content of Hungarian sovereign CDS spreads
by Lóránt Varga - 2009/74 Secondary market trading infrastructure of government securities
by Csaba Balogh & Gergely Kóczán
2008
- 2008/77 Labour market institutions in Hungary with a focus on wage and employment flexibility
by Hedvig Horváth & Zoltán Szalai - 2008/76 Contagion and the beginning of the crisis – pre-Lehman period
by Júlia Király & Márton Nagy & Viktor E. Szabó - 2008/75 Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)
by Ágnes Lublóy & Eszter Tanai - 2008/73 Estimating yield curves from swap, BUBOR and FRA data
by Zoltán Reppa - 2008/70 Assessing household credit risk: evidence from a household survey
by Dániel Holló & Mónika Papp - 2008/64 The forint interest rate swap market and the main drivers of swap spreads
by Csaba Csávás & Lóránt Varga & Csaba Balogh - 2008/63 Management of FX settlement risk in Hungary (Report II)
by Eszter Tanai
2007
- 2007/68 Wealth portfolio of Hungarian households – Urban legends and facts
by Gábor Vadas - 2007/67 Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
by Balázs Zsámboki - 2007/62 Fiscal Responsibility Framework: International Experience and Implications for Hungary
by George Kopits - 2007/61 Pain or Gain? Short-term Budgetary Effects of Surprise Inflation - the Case of Hungary
by Gábor P. Kiss
2006
- 2006/60 The Hungarian Quarterly Projection Model (NEM)
by Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas - 2006/59 Adjustment of global imbalances: Illustrative scenarios for Hungary
by Cecília Hornok & Zoltán M. Jakab & Máté Barnabás Tóth - 2006/57 Topology of the Hungarian large-value transfer system
by Ágnes Lublóy - 2006/52 Myths and Maths: Macroeconomic Effects of Fiscal Adjustments in Hungary
by Ágnes Horváth & Zoltán M. Jakab & Gábor P. Kiss & Balázs Párkányi
2005
- 2005/46 Hungarian Inflation Dynamics
by Júlia Lendvai - 2005/44 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
by Csaba Csávás & Szilárd Erhart - 2005/43 Potential Output Estimations for Hungary: A Survey of Different Approaches
by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas - 2005/42 The microstructure approach to exchange rates: a survey from a central bank’s viewpoint
by Áron Gereben & György Gyomai & Norbert Kiss M. - 2005/40 The sustainability of the Hungarian pension system: a reassessment
by Gábor Orbán & Dániel Palotai - 2005/39 Implied volatility of foreign exchange options: is it worth tracking?
by Áron Gereben & Klára Pintér - 2005/38 Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary
by András Rezessy - 2005/37 Attila Csajbók - András Rezessy : Hungary's euro zone entry date: what do the markets think and what if they change their minds?
by Attila Csajbók & András Rezessy - 2005/34 Driving factors behind O/N interbank interest rates – the Hungarian experiences
by Szilárd Erhart
2004
- 2004/30 The Effects of Macroeconomic News on Money Markets
by Norbert Kiss M.
2003
- 2003/28 The Interbank Money Market Past and Future Trends
by Csaba Balogh & Péter Gábriel - 2003/27 Studies On The Potential Impacts Of The New Basel Capital Accord
by Katalin Mérõ & Balázs Zsámboki & Edit Horváth & András Bethlendi & Anna Naszódi & Anikó Szombati & István Czajlik
2002
- 2002/25 Risk and regulation of financial groups and conglomerates
by Edit Horváth & Anikó Szombati - 2002/24 Adopting the euro in Hungary: expected costs, benefits and timing
by Attila Csajbók (ed.) & Ágnes Csermely (ed.) - 2002/10 Studies on the procyclical behaviour of banks
by Katalin Mérõ & Balázs Zsámboki & Edit Horváth
2001
- 2001/9 Liquidity management operations at the National Bank of Hungary
by Judit Antal & Gyula Barabás & Tamás Czeti & Klára Major - 2001/8 The monetary programme (A methodological description)
by Gyula Barabás & Klára Major
1999
- 1999/7 The Interbank Money Market in Hungary
by Áron Gereben
1996
- 1996/5 Repo Markets - Experiences and opportunities in Hungary
by Dániel Szakály & Henrik Tóth