Search Results - "Fidrmuc, Jarko"

Journal Article

by Fidrmuc, Jarko Published in Empirical economics (01.10.2009)

“...This paper shows that standard gravity models of foreign trade include non-stationary variables (bilateral trade and GDP of trading partners). Furthermore,...”

Journal Article

TEMPORAL AND SPATIAL DEPENDENCE OF INTERREGIONAL RISK SHARING: EVIDENCE FROM RUSSIA

by Fidrmuc, Jarko Degler, Moritz Published in Macroeconomic Dynamics (01.01.2021)

“...We present an analysis of interregional consumption risk sharing in Russia between 1999 and 2009 using novel estimation methods. In addition to standard...”

Journal Article

Income inequality and oligarchs in Russian regions: A note

by Fidrmuc, Jarko Gundacker, Lidwina Published in European Journal of Political Economy (01.12.2017)

“...We trace the rise of the so called oligarchs in post-Soviet Russia and examine their relationship to income distribution in Russia. When Russia moved to a...”

Journal Article

Money demand and disinflation in selected CEECs during the accession to the EU

by Fidrmuc, Jarko Published in Applied economics (01.04.2009)

“...A panel data set for six countries (Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate money demand with panel cointegration...”

Journal Article

Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble

by Dreger, Christian Kholodilin, Konstantin A Ulbricht, Dirk Fidrmuc, Jarko Published in Journal of Comparative Economics (01.05.2016)

“...•In 2014–2015, Russian ruble strongly depreciated.•Since 2014, economic sanctions against Russia and falling oil prices.•Media indices reflect expectations...”

Journal Article

Foreign languages and trade: evidence from a natural experiment

by Fidrmuc, Jan Fidrmuc, Jan Fidrmuc, Jarko Fidrmuc, Jarko
edited by Egger, Peter H Pfaffermayr, Michael Baltagi, Badi H
Published in Empirical economics (01.02.2016)

“...Cultural factors and common languages are well-known determinants of trade. By contrast, the knowledge of foreign languages was not explored in the literature...”

Fulltext

Journal Article

Meta-analysis of the business cycle correlation between the euro area and the CEECs

by Fidrmuc, Jarko Korhonen, Iikka Published in Journal of Comparative Economics (2006)

“...We review the literature on business cycle correlation between the euro area and the Central and Eastern European countries (CEECs), a topic that has gained...”

Journal Article

The impact of the global financial crisis on business cycles in Asian emerging economies

by Fidrmuc, Jarko Korhonen, Iikka Published in Journal of Asian economics (2010)

“...We analyze the transmission of global financial crisis to business cycles in China and India. The pattern of business cycles in emerging Asian economies...”

Journal Article

Meta-Analysis of the New Keynesian Phillips Curve in Developed and Emerging Economies

by Fidrmuc, Jarko Danišková, Katarína Published in Emerging markets finance & trade (02.01.2020)

“...The New Keynesian Phillips Curve (NKPC) has become an inherent part of modern monetary policy models. It is derived from micro-founded models with rational...”

Journal Article

The Endogeneity of the Optimum Currency Area Criteria, Intra‐industry Trade, and EMU Enlargement

by Fidrmuc, Jarko Published in Contemporary economic policy (01.01.2004)

“...This article tests the endogeneity hypothesis of optimum currency area (OCA) criteria in a cross‐section of OECD countries in the 1990s. It argues that...”

Journal Article

Meta‐Analysis of Chinese Business Cycle Correlation

by Fidrmuc, Jarko Korhonen, Iikka Published in Pacific economic review (Oxford, England) (01.08.2018)

“...We review previous research on China's business cycle correlation with other economies applying meta‐analysis. We survey 71 papers analysing the different...”

Journal Article

The effect of banking regulation on cross-border lending

by Fidrmuc, Jarko Hainz, Christa Published in Journal of banking & finance (01.05.2013)

“...► We study theoretically the effect of regulatory differences on bank lending. ► We analyze the impact of regulatory harmonization on the cross-border lending...”

Journal Article

Households’ foreign currency borrowing in Central and Eastern Europe

by Fidrmuc, Jarko Hake, Mariya Stix, Helmut Published in Journal of banking & finance (01.06.2013)

“...► We analyze foreign currency loans (FCL) of households in CEECs. ► We use survey data from nine countries on loan plans between 2007 and 2010. ► Despite the...”

Journal Article

Fiscal Policy and Regional Output Volatility: Evidence from Russia

by Eller, Markus Fidrmuc, Jarko Fungáčová, Zuzana Published in Regional studies (01.11.2016)

“...Eller M., Fidrmuc J. and Fungácˇ ová Z. Fiscal policy and regional output volatility: evidence from Russia, Regional Studies. This paper investigates the...”

Journal Article

Time-Varying Exchange Rate Basket in China from 2005 to 2009

by Fidrmuc, Jarko Published in Comparative economic studies (01.12.2010)

“...We use the Kalman filter to estimate the structure of the secret currency basket of the renminbi based on daily data between 2005 and 2009. The currency...”

Journal Article

Cryptocurrency Market Efficiency: Evidence from Wavelet Analysis

by Jarko Fidrmuc Svatopluk Kapounek Frederik Junge Published in Finance a úvěr (01.01.2020)

“...We examine daily USD returns for Bitcoin, Ethereum and Litecoin between October 2013 and September 2019 at six separate exchanges employing wavelet...”

Journal Article

Exchange Rate Policy in China after the Financial Crisis: Evidence from Time‐varying Exchange Rate Basket

by Fidrmuc, Jarko Siddiqui, Martin Published in Review of development economics (01.08.2015)

“...We analyze the period of a managed floating exchange rate policy in China between June 2010 and November 2014. We estimate a time‐varying structure of a...”

Journal Article

Does Bank Liquidity Creation Contribute to Economic Growth? Evidence from Russia

by Fidrmuc, Jarko Fungáčová, Zuzana Weill, Laurent
edited by Horvath, Roman Weill, Laurent
Published in Open economies review (01.07.2015)

“...The financial crisis has shown that the liquidity creation function of banks is critical for the economy. In this paper, we empirically investigate whether...”

Fulltext

Journal Article

International transmission of business cycles: Evidence from dynamic correlations

by Fidrmuc, Jarko Ikeda, Taro Iwatsubo, Kentaro Published in Economics letters (01.03.2012)

“...We exploit dynamic correlations to estimate determinants of output comovement between OECD countries. Trade intensity, financial integration, and...”

Journal Article

Wavelet spectrum analysis of business cycles of China and G7 countries

by Fidrmuc, Jarko Korhonen, Iikka Poměnková, Jitka Published in Applied economics letters (12.12.2014)

“...We employ a wavelet spectrum analysis to study globalization and business cycles in China and G7 countries. The co-movement synchronization between G7...”

Narrow search