8
H index
5
i10 index
200
Citations
European Central Bank | 8 H index 5 i10 index 200 Citations RESEARCH PRODUCTION: 8 Articles 25 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katarzyna Barbara Budnik. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Macroprudential Bulletin | 5 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 8 |
| Occasional Paper Series / European Central Bank | 8 |
| NBP Working Papers / Narodowy Bank Polski | 8 |
| Year | Title of citing document |
|---|---|
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961. Full description at Econpapers || Download paper |
| 2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper |
| 2025 | A Quick Stress Testing Methodology for Irish Banks. (2025). de Comres, Quentin Bro ; Mugrabi, Farah ; Lyons, Paul. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25. Full description at Econpapers || Download paper |
| 2024 | Banking Regulation and Sovereign Default Risk: How Regulation Undermines Rules. (2024). Hülsewig, Oliver ; Hulsewig, Oliver ; Steinbach, Armin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11190. Full description at Econpapers || Download paper |
| 2024 | 2023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347. Full description at Econpapers || Download paper |
| 2024 | Climate transition risk in the banking sector: what can prudential regulation do?. (2024). Grill, Michael ; Rancoita, Elena ; Popescu, Alexandra. In: Working Paper Series. RePEc:ecb:ecbwps:20242910. Full description at Econpapers || Download paper |
| 2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper |
| 2024 | Loan guarantee and portfolio greening: evidence from European credit registers. (2024). Reghezza, Alessio ; Perdichizzi, Salvatore ; Miquel-Flores, Ixart ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20242916. Full description at Econpapers || Download paper |
| 2024 | Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988. Full description at Econpapers || Download paper |
| 2025 | When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074. Full description at Econpapers || Download paper |
| 2025 | From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075. Full description at Econpapers || Download paper |
| 2025 | The impact of capital requirements on bank capital. (2025). Albertazzi, Ugo ; Marques, Aurea Ponte ; Abbondanza, Aurora ; Travaglini, Giulia Leila. In: Working Paper Series. RePEc:ecb:ecbwps:20253128. Full description at Econpapers || Download paper |
| 2025 | Limited efficiency of G-SIB capital regulation in curbing brown lending. (2025). Penikas, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004077. Full description at Econpapers || Download paper |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper |
| 2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper |
| 2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper |
| 2024 | Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354. Full description at Econpapers || Download paper |
| 2024 | Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). Coulier, Lara ; de Schryder, Selien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093. Full description at Econpapers || Download paper |
| 2024 | Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615. Full description at Econpapers || Download paper |
| 2025 | Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658. Full description at Econpapers || Download paper |
| 2024 | Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699. Full description at Econpapers || Download paper |
| 2025 | Monetary policy spillovers and the role of prudential policies in the European Union. (2025). Coman, Andra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025000826. Full description at Econpapers || Download paper |
| 2025 | Loan loss provisions of European banks – Does macroprudential tightening matter?. (2025). Skała, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355. Full description at Econpapers || Download paper |
| 2025 | The Role of Gender Diversity in Preventing Bank Failure: Empirical Evidence from Selected MENA Countries. (2025). Binsuwadan, Jawaher ; Mabrouk, Fatma ; ben Mim, Sami ; Bouzgarrou, Aziza. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:21:p:9425-:d:1778025. Full description at Econpapers || Download paper |
| 2024 | Modelling Risk-Weighted Assets: Looking Beyond Stress Tests. (2024). Švéda, Josef ; Siuda, Vojtech ; Sveda, Josef ; Panos, Jiri. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2024. Full description at Econpapers || Download paper |
| 2025 | AI news shocks and the macroeconomy: evidence from UK patent data. (2025). Fasianos, Apostolos ; Evgenidis, Anastasios. In: IFS Working Papers. RePEc:ifs:ifsewp:25/48. Full description at Econpapers || Download paper |
| 2024 | Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409. Full description at Econpapers || Download paper |
| 2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb. Full description at Econpapers || Download paper |
| 2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb_v1. Full description at Econpapers || Download paper |
| 2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:123190. Full description at Econpapers || Download paper |
| 2025 | Impact of monetary and macroprudential policy shocks on systemic risk: what role for the central bank governance ?. (2025). Jbir, Hamdi. In: MPRA Paper. RePEc:pra:mprapa:125437. Full description at Econpapers || Download paper |
| 2025 | Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551. Full description at Econpapers || Download paper |
| 2024 | Should new prudential regulation discriminate green credit risk ? A macrofinancial study for the Output Floor case.. (2024). Roussel, Corentin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-07. Full description at Econpapers || Download paper |
| 2025 | Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks. (2025). Yang, Yang ; Zhang, Ren. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:5:p:554-568. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in bank responsiveness to policy and economic shocks: The role of capitalization. (2024). Kimundi, Gillian. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:297990. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Buffer use and lending impact In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 9 |
| 2021 | Macroeconomic impact of Basel III finalisation on the euro area In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2022 | Using regulatory stress tests to support prudential policy-making In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2022 | Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | Euro area labour markets and the crisis In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2018 | Systemic liquidity concept, measurement and macroprudential instruments In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Macroprudential stress test of the euro area banking system In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2021 | Policies in support of lending following the coronavirus (COVID 19) pandemic In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2021 | The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2022 | The economic impact of the NPLcoverage expectations in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Advancements in stress-testing methodologies for financial stability applications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Capital and liquidity buffers and the resilience of the banking system in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Macroprudential regulation in the European Union in 1995-2014: introducing a new data set on policy actions of a macroprudential nature In: Working Paper Series. [Full Text][Citation analysis] | paper | 63 |
| 2020 | Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2023 | Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2020 | The effect of macroprudential policies on credit developments in Europe 1995-2017 In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Banking euro area stress test model In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Polish Emigration to the UK After EU Enlargement in 2004: A ‘Natural Experiment’ for Testing the Rationality of Migration Choice In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Temporary migration in theories of international mobility of labour In: Bank i Kredyt. [Full Text][Citation analysis] | article | 2 |
| 2011 | Temporary Migration in Theories of International Mobility of Labour.(2011) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Do those who stay work less? On the impact of emigration on the measured TFP in Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Migration Flows and Labour Market in Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Search Equilibrium with Migration: the Case of Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Non-accelerating wage inflation rate of unemployment in Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | The new macroeconometric model of the Polish economy In: NBP Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | An update of the macroeconometric model of the Polish economy NECMOD In: NBP Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Emigration Triggers: International Migration of Polish Workers between 1994 and 2009 In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Rationality of Post-Accession Migration In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team