Jakub Matějů : Citation Profile


Are you Jakub Matějů?

Česká Národní Banka (90% share)
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) (10% share)

6

H index

5

i10 index

326

Citations

RESEARCH PRODUCTION:

4

Articles

17

Papers

4

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   5 years (2010 - 2015). See details.
   Cites by year: 65
   Journals where Jakub Matějů has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 8 (2.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1339
   Updated: 2020-11-21    RAS profile: 2019-02-19    
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Relations with other researchers


Works with:

Babecký, Jan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jakub Matějů.

Is cited by:

Babecký, Jan (15)

Horvath, Roman (14)

Rusnák, Marek (13)

Zigraiova, Diana (9)

Vašíček, Bořek (9)

Peltonen, Tuomas (7)

de Haan, Jakob (7)

Lozano-Espitia, Ignacio (6)

Detken, Carsten (6)

Guarín López, Alexander (6)

Sarlin, Peter (6)

Cites to:

Havranek, Tomas (41)

Babecký, Jan (25)

Reinhart, Carmen (23)

Rose, Andrew (22)

Kaminsky, Graciela (21)

Rusnák, Marek (20)

Horvath, Roman (20)

Vašíček, Bořek (19)

Frankel, Jeffrey (15)

Irsova, Zuzana (14)

Jakubík, Petr (12)

Main data


Where Jakub Matějů has published?


Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research Department7
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies5
Working Paper Series / European Central Bank2

Recent works citing Jakub Matějů (2020 and 2019)


YearTitle of citing document
2019An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596.

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2020The Impact of Financial Crises on the Informal Economy: The Turkish Case. (2020). Fethi, Sami ; Ouattara, Bazoumana ; Kahyalar, Neslihan. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev6i2-4.

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2019The SHERLOC: an EWS-based index of vulnerability for emerging economies. (2019). Molina Sánchez, Luis ; Alonso Alvarez, Irma. In: Working Papers. RePEc:bde:wpaper:1946.

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2019An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_480_19.

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2019The exploration of economic crises: parameter uncertainty and predictive ability. (2019). Inekwe, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:290-313.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2020Early Warning System for Government Debt Crisis in Developing Countries. (2020). Rachmanira, Sagita ; Wijayanti, Rani. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:103-124.

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2019European macroprudential database. (2019). Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano ; Boh, Samo ; Veiga, Joao ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Koban, Anne. In: Statistics Paper Series. RePEc:ecb:ecbsps:201932.

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2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

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2020Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand. (2020). Sethapramote, Yuthana ; Vichitthamaros, Preecha ; Pumjaroen, Jeerawadee. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-7.

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2019Do political factors influence banking crisis?. (2019). Hasanov, Rashad ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:305-318.

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2019Dating currency crises in emerging market economies. (2019). Boonman, Tjeerd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:273-286.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?. (2019). Goutte, Stéphane ; Guesmi, Khaled ; Gaies, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305944.

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2019Credit composition and the severity of post-crisis recessions. (2019). Zhang, LU ; Bezemer, Dirk. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:52-66.

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2019Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129.

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2019Does machine learning help us predict banking crises?. (2019). von Schweinitz, Gregor ; List, Sophia ; Beutel, Johannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308918305801.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2020Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set. (2020). Samarina, Anna ; Zhang, LU ; Bezemer, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300273.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2019Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:16.

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2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

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2020Financial reforms and banking system vulnerability: The role of regulatory frameworks. (2020). Maktouf, Samir ; Hamdaoui, Mekki. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:184-205.

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2019The Current Account, a Real-Time Signal of Economic Imbalances or 20/20 Hindsight?. (2019). Casey, Eddie ; Conroy, Niall. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:1:p:77-102.

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2020Forecasting Crude Oil Market Crashes Using Machine Learning Technologies. (2020). Hamori, Shigeyuki ; Zhang, Yulian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2440-:d:357298.

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2019Responsibility and Performance Relationship in the Banking Industry. (2019). Scholtens, Bert ; Gonenc, Halit. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3329-:d:240314.

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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?. (2019). Guesmi, Khaled ; Goutte, Stéphane ; GAIES, Brahim. In: Working Papers. RePEc:hal:wpaper:hal-01968084.

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2019EFFECTIVENESS OF EARLY WARNING MODELS: A CRITICAL REVIEW AND NEW AGENDA FOR FUTURE DIRECTION. (2019). Prabheesh, K P ; Padhan, Rakesh. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:22:y:2019:i:4d:p:457-484.

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2019What Drives the Strength of Monetary Policy Transmission?. (2019). Matj, Jakub. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2019:q:3:a:3.

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2020Fragmentation and financial development in Sub-Saharan Africa Countries: the case of diversity debit versus diversity dividend theses. (2020). Ajide, Bello K. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09245-9.

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2020Is Private Debt Excessive?. (2020). Turrini, Alessandro ; Zeugner, Stefan ; Coutinho, Leonor ; Bricongne, Jean-Charles. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09556-4.

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2019Systemic early warning systems for EU14 based on the 2008 crisis: proposed estimation and model assessment for classification forecasting. (2019). Sager, Thomas ; Stavroulias, Pantelis ; Papadopoulos, Savas . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:3:d:10.1057_s41261-018-0085-0.

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2020Macroprudential Policy and the Probability of a Banking Crisis. (2020). Nakatani, Ryota. In: MPRA Paper. RePEc:pra:mprapa:101157.

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2019Current Account and Credit Growth: The Role of Household Credit and Financial Depth. (2019). Omay, Tolga ; Ekinci, Mehmet Fatih. In: MPRA Paper. RePEc:pra:mprapa:93882.

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2020Inflation Targets – What Factors Can Help to Explain Their Levels. (2020). Niedwiedziska, Joanna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:1:p:47-89.

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2020Systemic financial risk indicators and securitised assets: an agent-based framework. (2020). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00268-z.

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2019Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commissions Macroeconomic Imbalance Procedu. (2019). Erhart, Szilárd. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019102.

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2019Overall effects of financial liberalization: financial crisis versus economic growth. (2019). Maktouf, Samir ; Hamdaoui, Mekki. In: International Review of Applied Economics. RePEc:taf:irapec:v:33:y:2019:i:4:p:568-595.

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2019On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Tweneboah, George ; Ijasan, Kola. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1690211.

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2019Industrial structure and the probability of crisis: Stability is not resilience*. (2019). Lee, Dongyeol ; Lim, Hyunjoon. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:1:p:212-226.

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2019Macro-based asset allocation: An empirical analysis. (2019). Schmieder, Christian ; Kollar, Miroslav. In: EIB Working Papers. RePEc:zbw:eibwps:201911.

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2020Cross-border lending and the international transmission of banking crises. (2020). Dieckelmann, Daniel. In: Discussion Papers. RePEc:zbw:fubsbe:202013.

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2019An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22019.

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Jakub Matějů has edited the books:


YearTitleTypeCited

Works by Jakub Matějů:


YearTitleTypeCited
2011How Are Inflation Targets Set? In: International Finance.
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article6
2010How Are Inflation Targets Set?.(2010) In: CERGE-EI Working Papers.
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This paper has another version. Agregated cites: 6
paper
2011How are Inflation Targets Set?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2011How Are Inflation Targets Set?.(2011) In: Working Papers IES.
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This paper has another version. Agregated cites: 6
paper
2015Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy In: CERGE-EI Working Papers.
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paper0
2015Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy.(2015) In: Working Papers IES.
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This paper has another version. Agregated cites: 0
paper
2012Early Warning Indicators of Economic Crises In: Occasional Publications - Chapters in Edited Volumes.
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chapter1
2012Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2012 In: Occasional Publications - Edited Volumes.
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book0
2013Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2013 In: Occasional Publications - Edited Volumes.
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book0
2011Macro-Financial Linkages: Theory and Applications In: Occasional Publications - Edited Volumes.
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book0
2015Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes.
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book0
2010Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic In: Working Papers.
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paper8
2011Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries In: Working Papers.
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paper21
2011Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries.(2011) In: Working Papers IES.
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This paper has another version. Agregated cites: 21
paper
2014Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model In: Working Papers.
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paper0
2013Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model.(2013) In: Working Papers IES.
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This paper has another version. Agregated cites: 0
paper
2014Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates In: Working Papers.
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paper0
2014Adverse Effects of Monetary Policy Signalling In: Working Papers.
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paper0
2012Banking, debt and currency crises: early warning indicators for developed countries In: Working Paper Series.
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paper148
2014Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 148
article
2012Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries.(2012) In: Working Papers IES.
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This paper has another version. Agregated cites: 148
paper
2012Leading indicators of crisis incidence: evidence from developed countries In: Working Paper Series.
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paper95
2013Leading indicators of crisis incidence: Evidence from developed countries.(2013) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 95
article
2012Monetary transmission and the financial sector in the Czech Republic In: Economic Change and Restructuring.
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article26
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
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paper21

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