Dawid Żochowski : Citation Profile


Are you Dawid Żochowski?

European Central Bank

4

H index

3

i10 index

103

Citations

RESEARCH PRODUCTION:

7

Articles

14

Papers

3

Chapters

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 7
   Journals where Dawid Żochowski has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 3 (2.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poc8
   Updated: 2019-12-07    RAS profile: 2019-12-01    
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Relations with other researchers


Works with:

Kok, Christoffer (4)

Halaj, Grzegorz (2)

Ampudia Fraile, Miguel (2)

Ari, Anil (2)

DARRACQ PARIES, Matthieu (2)

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

Is cited by:

Halaj, Grzegorz (6)

Hills, Robert (5)

Bussiere, Matthieu (5)

Du Caju, Philip (5)

Rycx, Francois (4)

Tojerow, Ilan (4)

Fell, John (4)

Van Kerm, Philippe (3)

Olivera, Javier (3)

Carpantier, Jean-François (3)

Emter, Lorenz (3)

Cites to:

Kok, Christoffer (8)

Pesaran, M (7)

Costa, Sónia (6)

Peydro, Jose-Luis (5)

DARRACQ PARIES, Matthieu (5)

Mésonnier, Jean-Stéphane (5)

Shin, Hyun Song (5)

Mihaljek, Dubravko (4)

Temesvary, Judit (4)

Goldberg, Linda (4)

Bover, Olympia (4)

Main data


Where Dawid Żochowski has published?


Journals with more than one article published# docs
Financial Stability Review2
Macroprudential Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank7
MPRA Paper / University Library of Munich, Germany3

Recent works citing Dawid Żochowski (2019 and 2018)


YearTitle of citing document
2019Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder. In: Papers. RePEc:arx:papers:1809.07401.

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José. In: Technical Reports. RePEc:bca:bocatr:111.

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2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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2018The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2017Household Debt Restructuring : The Re-default Effects of Debt Suspensions. (2017). fraisse, henri. In: Débats économiques et financiers. RePEc:bfr:decfin:29.

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2017Stress testing the Czech household sector using microdata - practical applications in the policy-making process. (2017). Malovana, Simona ; Galucak, Kamil ; Hlavacek, Michal. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-14.

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2019Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:764.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2018The International Transmission of Monetary Policy. (2018). Hills, Robert ; Bussiere, Matthieu ; Goldberg, Linda ; Buch, Claudia M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7155.

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2019Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages. (2019). de Haan, Leo ; Mastrogiacomo, Mauro. In: DNB Working Papers. RePEc:dnb:dnbwpp:655.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2017Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun. In: Working Paper Series. RePEc:ecb:ecbwps:20172029.

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2018Cross-border banking in the EU since the crisis: what is driving the great retrenchment?. (2018). Schmitz, Martin ; Tirpak, Marcel ; Emter, Lorenz. In: Working Paper Series. RePEc:ecb:ecbwps:20182130.

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2019A dynamic model of bank behaviour under multiple regulatory constraints. (2019). Salleo, Carmelo ; Daminato, Claudio ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192233.

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2019An agent-based model for the assessment of LTV caps. (2019). Buesa, Alejandro ; Poblacion, Francisco Javier ; Leber, Miha ; Laliotis, Dimitrios. In: Working Paper Series. RePEc:ecb:ecbwps:20192294.

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2019Measuring the covariance risk of consumer debt portfolios. (2019). Madeira, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:21-38.

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2018The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. (2018). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:206-236.

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2017Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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2018State-dependent risk taking and the transmission of monetary policy shocks. (2018). Sahuc, Jean-Guillaume ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:10-14.

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2018The effect of the financial crisis on default by Spanish households. (2018). Aller, Carlos ; Grant, Charles. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:39-52.

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2018Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile. (2018). Madeira, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:209-220.

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2019Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2018Macroprudential policy and household wealth inequality. (2018). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:262-277.

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2019The international transmission of monetary policy. (2019). Bussiere, Matthieu ; Hills, Robert ; Goldberg, Linda ; Buch, Claudia M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:29-48.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2018The international transmission of monetary policy. (2018). Hills, Robert ; Goldberg, Linda ; Buch, Claudia ; Bussiere, Matthieu. In: Staff Reports. RePEc:fip:fednsr:845.

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2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

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2019A schematic view of government as regulator and insurer of the financial system. (2019). Rousseau, Henri-Paul. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01993612.

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2017Macroprudential policy and household wealth inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François. In: Working Papers. RePEc:inq:inqwps:ecineq2017-442.

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2017Macroprudential Policy and Household Wealth Inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François ; Javier, Olivera ; Jean-Franois, Carpentier . In: LISER Working Paper Series. RePEc:irs:cepswp:2017-09.

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2017Households Debt Restructuring: The Re-default Effect of a Debt Suspension. (2017). fraisse, henri. In: IZA Discussion Papers. RePEc:iza:izadps:dp11032.

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2018Assessing and predicting financial vulnerability of Italian households: a micro-macro approach. (2018). Giarda, Elena ; Bettocchi, Alessandra ; Romeo, Rita ; Orsini, Federica ; Moriconi, Cristiana. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9378-2.

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2017Macroeconomic Factors in the Dynamics of Corporate and Household Saving: Evidence from Central and Eastern Europe. (2017). Staehr, Karsten ; Kukk, Merike. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:11:p:2585-2608.

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2017To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy. (2017). Torój, Andrzej ; Dybka, Piotr ; Toroj, Andrzej ; Pkaa, Piotr ; Olesiski, Bartosz . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:119-148.

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2017Household wealth in Poland: the results of a new survey of household finance. (2017). Grejcz, Kacper ; Okiewski, Zbigniew . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:3:p:295-326.

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2018International spillovers of monetary policy: lessons from Chile, Korea, and Poland. (2018). Serwa, Dobromił ; Mok, Junghwan ; Moreno, David ; Jara, Alejandro ; Kang, Yujin ; Gajewski, Krzysztof. In: NBP Working Papers. RePEc:nbp:nbpmis:290.

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2018The International Transmission of Monetary Policy. (2018). Hills, Robert ; Goldberg, Linda ; Buch, Claudia ; Bussiere, Matthieu. In: NBER Working Papers. RePEc:nbr:nberwo:24454.

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2018Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework. (2018). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: MPRA Paper. RePEc:pra:mprapa:89779.

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2018Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres . In: MPRA Paper. RePEc:pra:mprapa:90473.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2018Citlivost českých domácností na úrokový a příjmový šok. Aplikace na mikroúdajích. (2018). Malovana, Simona ; Galuscak, Kamil ; Galuak, Kamil ; Hlavaek, Michal. In: Politická ekonomie. RePEc:prg:jnlpol:v:2018:y:2018:i:5:id:1204:p:531-549.

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2019A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania. (2019). Valakeviius, Eimutis ; Utien, Kristina ; Maggioni, Francesca ; Kabainskas, Audrius. In: Annals of Operations Research. RePEc:spr:annopr:v:279:y:2019:i:1:d:10.1007_s10479-018-3100-z.

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2019Cross-border banking in the EU since the crisis: What is driving the great retrenchment?. (2019). Schmitz, Martin ; Emter, Lorenz ; Tirpak, Marcel. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:155:y:2019:i:2:d:10.1007_s10290-019-00342-5.

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2017State-dependent risk taking and the transmission of monetary policy shocks. (2017). Sahuc, Jean-Guillaume ; Fève, Patrick ; Garcia, Pablo ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:32282.

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2017Stress testing the household sector in Mongolia. (2017). Doojav, Gan-Ochir ; Bayarjargal, Ariun-Erdene. In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:24:y:2017:i:2:p:23-52.

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2018The international transmission of monetary policy. (2018). Hills, Robert ; Bussiere, Matthieu ; Goldberg, Linda ; Buch, Claudia M. In: Discussion Papers. RePEc:zbw:bubdps:162018.

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2019Estimating regional wealth in Germany: How different are East and West really?. (2019). Schmid, Timo ; Salvati, Nicola ; Marek, Philipp ; Kreutzmann, Ann-Kristin. In: Discussion Papers. RePEc:zbw:bubdps:352019.

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Works by Dawid Żochowski:


YearTitleTypeCited
2006Changes in the financing structure of the real economy in Poland - challenges for the banking sector In: BIS Papers chapters.
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chapter1
2005Changes in the financing structure of the real economy in Poland - challenges for the banking sector.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2016Cross-border spillovers from macroprudential policy in the euro area In: BIS Papers chapters.
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chapter1
2007The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability In: IFC Bulletins chapters.
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chapter4
2006The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2017Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective In: Macroprudential Bulletin.
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article0
2017MREL: financial stability implications In: Macroprudential Bulletin.
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article0
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper24
2014Financial fragility of euro area households In: Working Paper Series.
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paper39
2016Financial fragility of euro area households.(2016) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 39
article
2016The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model In: Working Paper Series.
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paper10
2016When shadows grow longer: shadow banking with endogenous entry In: Working Paper Series.
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paper0
2017Knightian uncertainty and credit cycles In: Working Paper Series.
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paper1
2017The international bank lending channel of unconventional monetary policy In: Working Paper Series.
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paper7
2017The risk premium channel and long-term growth In: Working Paper Series.
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paper0
2019Cross-border effects of prudential regulation: evidence from the euro area In: Working Paper Series.
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paper0
2015A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies In: Financial Stability Review.
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article4
2018A new financial stability risk index to predict the near-term risk of recession In: Financial Stability Review.
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article3
2016Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles In: LSE Research Online Documents on Economics.
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2017Shadow Banking and Market Discipline on Traditional Banks In: IMF Working Papers.
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2009Strategic Groups and Banks’ Performance In: Financial Theory and Practice.
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article2
2006Strategic groups in Polish banking sector and financial stability In: MPRA Paper.
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paper1
2017Simulating fire-sales in a banking and shadow banking system In: ESRB Working Paper Series.
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paper4
2011Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005 In: Prace i Materiały.
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article2

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