Search Results

Research & development and growth: A Bayesian model averaging analysis,
Roman Horvath, in Economic Modelling (2011)
Keywords: Research and development; Growth; Bayesian model averaging;

The frequency and size of price changes: evidence from non-parametric estimations,
Roman Horvath, in Macroeconomics and Finance in Emerging Market Economies (2011)

Financial market fragmentation and monetary transmission in the euro area: what do we know?,
Roman Horvath, in Journal of Economic Policy Reform (2018)

The time-varying policy neutral rate in real-time: A predictor for future inflation?,
Roman Horvath, in Economic Modelling (2009)
Keywords: Policy neutral rate Taylor rule Time-varying parameter model with endogenous regressors

The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?,
Roman Horvath, from Czech National Bank (2007)
Keywords: Policy neutral rate, Taylor rule, time-varying parameter model with endogenous regressors.

Is Dollarization the Right Option? Financial Fragility, Original Sin and Fear of Floating,
Roman Horvath, in Czech Journal of Economics and Finance (Finance a uver) (2004)
Keywords: dollarization, euroization, exchange-rate regimes, emerging-market economies

The Determinants of the Interest Rate Margins of Czech Banks,
Roman Horvath, in Czech Journal of Economics and Finance (Finance a uver) (2009)
Keywords: commercial banks, interest rate margins, bank efficiency

Exchange rate variability, pressures and optimum currency area criteria: some empirical evidence from the 1990s,
Roman Horvath, in Applied Economics Letters (2005)

Ready for Euro? Evidence on EU new member states,
Roman Horvath, in Applied Economics Letters (2007)

Modelling Central Bank Intervention Activity under Inflation Targeting,
Roman Horvath, from University Library of Munich, Germany (2006)
Keywords: Foreign exchange intervention; central bank; inflation targeting

Modelling Central Bank Intervention Activity under Inflation Targeting,
Roman Horvath, in Economics Bulletin (2007)

Does Trust Promote Growth?,
Roman Horvath, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012)
Keywords: trust, economic growth, Bayesian model averaging

Peer Effects in Central Banking,
Roman Horvath, in IMF Economic Review (2020)
Keywords: C31, D83, E58

Financial Accelerator Effects in the Balance Sheets of Czech Firms,
Roman Horvath, from William Davidson Institute at the University of Michigan (2006)
Keywords: balance sheet channel, financial accelerator, interest rates, monetary policy transmission

Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic,
Roman Horvath, from William Davidson Institute at the University of Michigan (2006)
Keywords: equilibrium interest rates, Taylor rule, augmented Kalman filter

Asymmetric Monetary Policy in the Czech Republic?,
Roman Horvath, from Czech National Bank (2008)
Keywords: Monetary policy rule, inflation target, Czech National Bank

Reasons of Undershooting the Inflation Target in the Czech Republic: The Role of Inflation Expectations,
Roman Horvath, from Czech National Bank (2008)
Keywords: Inflation expectations, inflation target, Czech National Bank

Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)
Keywords: equilibrium exchange rate; monetary policy; ERM II

Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)
Keywords: Exchange Rates; Optimum Currency Area; Euro Adoption; GMM

Financial Accelerator Effects in the Balance Sheets of Czech Firms,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)
Keywords: Monetary policy transmission; interest rates; balance sheet channel; financial accelerator

Meziregionální migrace obyvatelstva v České republice: Role likviditních omezení [available in Czech only],
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2006)
Keywords: migration; unemployment; wages

Estimating Time-Varying Policy Neutral Rate in Real Time,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2007)
Keywords: policy neutral rate; Taylor rule; time-varying parameter model with endogenous regressors

Interest Margins Determinants of Czech Banks,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2009)
Keywords: commercial banks, interest rate margins, bank efficiency

Research & Development and Long-Term Economic Growth: A Bayesian Model Averaging Analysis,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2011)
Keywords: research and development, economic growth, Bayesian model averaging.

Does Trust Promote Growth?,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2012)
Keywords: trust, economic growth, Bayesian model averaging

Natural Catastrophes and Financial Development: An Empirical Analysis,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
Keywords: Natural catastrophes, financial development, synthetic control method

Peer Effects in Central Banking,
Roman Horvath, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
Keywords: peer effects, central banks, transparency

Registered author: Roman Horvath

Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II,
Roman Horvath and Lubos Komarek, in Prague Economic Papers (2007)
Keywords: New EU Member States, Equilibrium Exchange Rate, ERM II

The term structure of interest rates in a small open economy DSGE model with Markov switching,
Roman Horvath and Aleš Maršál, from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014)
Keywords: DSGE small open economy model, term structure of interest rates, regime switching

International Stock Market Comovements: What Happened during the Financial Crisis?,
Roman Horvath and Petr Poldauf, in Global Economy Journal (GEJ) (2012)
Keywords: financial crisis, stock market comovements, GARCH

Do the Board of Directors' Characteristics Influence Firm's Performance? The U.S. Evidence,
Roman Horvath and Persida Spirollari, in Prague Economic Papers (2012)
Keywords: corporate governance, financial crisis, risk, firm´s performance, board of directors, agency problems

Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy,
Ján Malega and Roman Horvath, in Prague Economic Papers (2017)
Keywords: financial stress indicator, vector autoregression, Czech Republic

ERM II Membership - the View of the Accession Countries,
Lubos Komarek and Roman Horvath, from Czech National Bank (2003)
Keywords: EU/eurozone, convergence, exchange rate, transition.

Teorie optimálních mìnových zón: rámec k diskuzím o monetární integraci,
Roman Horvath and Lubos Komarek, in Czech Journal of Economics and Finance (Finance a uver) (2002)
Keywords: optimal currency area, transition, European Union, central banking

Argentina - vzestupy a pády,
Roman Horvath and Lubos Komarek, in Czech Journal of Economics and Finance (Finance a uver) (2002)
Keywords: finanèní krize; centrální bankovnictví; Argentina; MMF; mìnový výbor

Inflation Differentials in New EU Member States: Empirical Evidence,
Roman Horvath and Kamila Koprnická, in Czech Journal of Economics and Finance (Finance a uver) (2008)
Keywords: inflation differentials, price convergence, exchange rate, new EU members, panel data

Central Bank Communication and Interest Rates: The Case of the Czech National Bank,
Roman Horvath and Pavel Karas, in Czech Journal of Economics and Finance (Finance a uver) (2013)
Keywords: central bank communication; interest rates

GARCH models, tail indexes and error distributions: An empirical investigation,
Roman Horvath and Boril Sopov, in The North American Journal of Economics and Finance (2016)
Keywords: GARCH; Extreme events; S&P 500 study; Tail index;

Optimum Currency Area Theory: A Framework for Discussion about Monetary Integration,
Roman Horvath and Lubos Komarek, from University of Warwick - Department of Economics (2002)
Keywords: Agricultural and Food Policy, Financial Economics

Optimum Currency Area Theory: A Framework for Discussion about Monetary Integration,
Roman Horvath and Lubos Komarek, from University of Warwick - Department of Economics (2003)
Keywords: Agricultural and Food Policy, Financial Economics

On the reversibility of structural reforms,
Nauro Campos and Roman Horvath, in Economics Letters (2012)
Keywords: Reform reversals; Price liberalization; Trade liberalization; Privatization; Political economy;

International stock market integration: Central and South Eastern Europe compared,
Roman Horvath and Dragan Petrovski, in Economic Systems (2013)
Keywords: Stock market comovements; Central and South Eastern Europe; GARCH;

Individual Decision-Making to Commit a Crime: Early Models,
Roman Horvath and Eva Kolomaznikova, from University Library of Munich, Germany (2002)
Keywords: economics of crime individual decision-making

Volatility of exchange rates in selected new EU members: Evidence from daily data,
Jarko Fidrmuc and Roman Horvath, in Economic Systems (2008)

Editorial,
Roman Horvath and Jarko Fidrmuc, in Czech Economic Review (2011)

Individual Decision-Making to Commit a Crime: A Survey of Early Models,
Roman Horvath and Eva Kolomazníková, in Czech Journal of Economics and Finance (Finance a uver) (2003)
Keywords: economics of crime; individual decision-making; rationality; rent seeking

Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?,
Roman Horvath and Lubos Komarek, from University Library of Munich, Germany (2006)
Keywords: Equilibrium Exchange Rate; ERM II; EU New Member States

International stock market comovements: what happened during the financial crisis?,
Roman Horvath and Petr Poldauf, from University Library of Munich, Germany (2011)
Keywords: Financial crisis, stock market comovements, GARCH

Central bank communication and exchange rate volatility: a GARCH analysis,
Radovan Fiser and Roman Horvath, in Macroeconomics and Finance in Emerging Market Economies (2010)
Keywords: central bank communication, exchange rate, GARCH,

Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members,
Boris Fisera and Roman Horvath, in Economic Systems (2022)
Keywords: Balance of trade; Exchange rates; Currency misalignments; Global value chains; Panel; Cointegration;

Central bank communication and financial markets: New high-frequency evidence,
Pavel Gertler and Roman Horvath, in Journal of Financial Stability (2018)
Keywords: Central bank; Communication; European central bank;

Reform redux: Measurement, determinants and growth implications,
Nauro Campos and Roman Horvath, in European Journal of Political Economy (2012)
Keywords: Structural reforms; Price liberalization; Trade liberalization; Privatization;

International spillovers of ECB’s unconventional monetary policy: the effect on Central Europe,
Roman Horvath and Klara Voslarova, in Applied Economics (2017)

Transparency and trust: the case of the European Central Bank,
Roman Horvath and Dominika Katuscakova, in Applied Economics (2016)

Price setting and market structure: an empirical analysis of micro data in Slovakia,
Fabrizio Coricelli and Roman Horvath, in Managerial and Decision Economics (2010)

How are Inflation Targets Set?,
Roman Horvath and Jakub Matějů, from Czech National Bank (2011)
Keywords: Central bank, credibility, independence, inflation, inflation targeting.

Editorial to the Special Issue on Financial Markets in Central Europe,
Jozef Baruník and Roman Horvath, in Czech Journal of Economics and Finance (Finance a uver) (2013)
Keywords: ---

International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries,
Jan Hajek and Roman Horvath, from Czech National Bank (2017)
Keywords: Global VAR, international spillovers, monetary policy, shadow rate

International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries,
Jan Hajek and Roman Horvath, in Economic Systems (2018)
Keywords: International spillovers; Monetary policy; Global VAR; Shadow rate;

Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic,
Jan Hajek and Roman Horvath, in Emerging Markets Finance and Trade (2016)

Reform Redux: Measurement, Determinants and Reversals,
Nauro Campos and Roman Horvath, from Czech National Bank (2009)
Keywords: Structural reforms, reform reversals, price liberalization, trade liberalization, privatization, political economy.

OPTIMUM CURRENCY AREA THEORY: AN APPROACH FOR THINKING ABOUT MONETARY INTEGRATION,
Roman Horvath and Lubos Komarek, from University of Warwick, Department of Economics (2002)
Keywords: Optimum currency area theory ; central banking ; transition, European Union JEL Classification: E32 ; F42 ; E42 ; F33

How Are Inflation Targets Set?,
Roman Horvath and Jakub Matějů, in International Finance (2011)

The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach,
Jan Hajek and Roman Horvath, in Open Economies Review (2016)
Keywords: Global VAR, Monetary policy, International transmission of shocks, Euro area, Central and Southeastern Europe, Foreign shocks

Stock Market Contagion: a New Approach,
Štefan Lyócsa and Roman Horvath, in Open Economies Review (2018)
Keywords: Contagion, Volatility, Stock markets, Co-exceedance

Guest Editor’s Introduction,
Roman Horvath and Laurent Weill, in Open Economies Review (2015)

Real Exchange Rates and Optimum Currency Areas: Evidence from Developed Economies,
Roman Horvath and Zuzana Kuèerová, in Czech Journal of Economics and Finance (Finance a uver) (2005)
Keywords: GMM estimation, optimum currency areas, real exchange Mates

How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia,
Roman Horvath and Marek Rusnák, in Global Economy Journal (2009)
Keywords: small open economy, foreign shocks, monetary policy, Slovakia, euro area

International Stock Market Comovements: What Happened during the Financial Crisis?,
Roman Horvath and Petr Poldauf, in Global Economy Journal (2012)
Keywords: financial crisis, stock market comovements, GARCH

Natural resources, manufacturing and institutions in post-Soviet countries,
Roman Horvath and Ayaz Zeynalov, in Resources Policy (2016)
Keywords: Natural resource curse; Institutions; Manufacturing; Post-Soviet countries;

Central banks' voting records, the financial crisis and future monetary policy,
Roman Horvath and Júlia Jonášová, in European Journal of Political Economy (2015)
Keywords: Voting records; Financial crisis; Central bank; Monetary policy;

OPTIMUM CURRENCY AREA INDICES: EVIDENCE FROM THE 1990s,
Roman Horvath and Lubos Komarek, from University of Warwick, Department of Economics (2003)
Keywords: Optimum currency area ; EMU ; monetary policy ; convergence ; core and periphery

Stock market comovements in Central Europe: Evidence from the asymmetric DCC model,
Dritan Gjika and Roman Horvath, in Economic Modelling (2013)
Keywords: Stock market comovements; Central Europe; Financial crisis;

Central bank transparency and financial stability,
Roman Horvath and Dan Vaško, in Journal of Financial Stability (2016)
Keywords: Financial stability; Transparency; Central banks;

International Stock Market Integration: Central and South Eastern Europe Compared,
Roman Horvath and Dragan Petrovski, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012)
Keywords: stock market comovements, Central and South Eastern Europe, GARCH

Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model,
Dritan Gjika and Roman Horvath, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012)

The Natural Resource Curse in Post-Soviet Countries: The Role of Institutions and Trade Policies,
Roman Horvath and Ayaz Zeynalov, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2014)
Keywords: natural resource curse, institutions, manufacturing, post-Soviet countries

International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central and Eastern Europe,
Klara Halova and Roman Horvath, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2015)
Keywords: Unconventional Monetary Policy, ECB, Central and Eastern Europe, Panel Vector Autoregression

Transparency and Trust: The Case of the European Central Bank,
Roman Horvath and Dominika Katuscakova, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2015)
Keywords: European Central Bank, trust, transparency, survey

Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data,
Jarko Fidrmuc and Roman Horvath, from CESifo (2007)
Keywords: exchange rates, target zones, ERM II, inflation targeting, GARCH

Market Reading of Central Bankers Words. A High-Frequency Evidence,
Pavel Gertler and Roman Horvath, from Research Department, National Bank of Slovakia (2017)
Keywords: Central bank, communication, European Central Bank

Reform Redux: Measurement, Determinants and Reversals,
Nauro Campos and Roman Horvath, from Institute of Labor Economics (IZA) (2006)
Keywords: political economy, privatization, liberalization, reform, transition

On the Reversibility of Structural Reforms,
Nauro Campos and Roman Horvath, from Institute of Labor Economics (IZA) (2012)
Keywords: reform reversals, price liberalization, trade liberalization, privatization, political economy

How Are Inflation Targets Set?,
Roman Horvath and Jakub Matějů, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2010)
Keywords: inflation targeting; central bank; inflation; credibility; independence;

How Important Are Foreign Shocks in Small Open Economy? The Case of Slovakia,
Roman Horvath and Marek Rusnák, from William Davidson Institute at the University of Michigan (2008)
Keywords: small open economy, foreign shocks, monetary policy, Slovakia, euro area.

Inflation Differentials in EU New Member States: An Empirical Evidence,
Roman Horvath and Kamila Koprnicka, from William Davidson Institute at the University of Michigan (2008)
Keywords: inflation differentials, price convergence, exchange rate, New EU members, panel data

PRICE SETTING AND MARKET STRUCTURE: AN EMPIRICAL ANALYSIS OF MICRO DATA,
Fabrizio Coricelli and Roman Horvath, from William Davidson Institute at the University of Michigan (2008)
Keywords: price setting, market structure, emerging markets

Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis,
Roman Horvath and Radovan Fiser, from William Davidson Institute at the University of Michigan (2009)
Keywords: central bank communication, exchange rate, GARCH

International Stock Market Integration: Central and South Eastern Europe Compared,
Roman Horvath and Dragan Petrovski, from William Davidson Institute at the University of Michigan (2012)
Keywords: stock market comovements, Central and South Eastern Europe, GARCH