IMF Publications by Author
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Lucyna Gornicka:
2022
Title: Biases in Survey Inflation Expectations: Evidence from the Euro Area
Series: Working Paper No. 2022/205
Date: September 30, 2022
Title: Quarterly Projection Model for Vietnam: A Hybrid Approach for Monetary Policy Implementation
Series: Working Paper No. 2022/125
Date: June 24, 2022
Subject: Exchange rate adjustments Exchange rates Foreign exchange Inflation Nominal effective exchange rate Prices Real exchange rates
2021
Title: Corporate Sector Resilience in India in the Wake of the COVID-19 Shock
Series: Working Paper No. 2021/278
Date: November 19, 2021
Subject: Corporate sector COVID-19 Economic sectors Financial sector policy and analysis Financial statements Health Public financial management (PFM) Solvency stress testing Stress testing
Title: Leakages from Macroprudential Regulations: The Case of Household-Specific Tools and Corporate Credit
Series: Working Paper No. 2021/113
Date: April 29, 2021
Subject: Bank credit Corporate sector Credit Economic sectors Financial sector policy and analysis Macroprudential policy Macroprudential policy instruments Money
2020
Title: Stress Testing and Calibration of Macroprudential Policy Tools
Series: Working Paper No. 2020/165
Date: August 14, 2020
Subject: Financial institutions Financial sector policy and analysis Housing prices Loans Macroprudential policy Mortgages Prices Real estate prices
Title: Measuring Output Gap: Is It Worth Your Time?
Series: Working Paper No. 2020/024
Date: February 7, 2020
Subject: Econometric analysis Economic theory Inflation Output gap Potential output Prices Production Structural vector autoregression Supply shocks
2019
Title: Capital Flows at Risk: Taming the Ebbs and Flows
Series: Working Paper No. 2019/279
Date: December 20, 2019
Subject: Balance of payments Capital account Capital flow management Capital flows Emerging and frontier financial markets Exchange rate arrangements Financial markets Foreign exchange
Title: Optimal Macroprudential Policy and Asset Price Bubbles
Series: Working Paper No. 2019/184
Date: August 30, 2019
Subject: Asset bubbles Asset prices Collateral Consumption Credit Financial crises Financial institutions Financial markets Money National accounts Prices Stock markets
2018
Title: Brexit Referendum and Business Investment in the UK
Series: Working Paper No. 2018/247
Date: November 21, 2018
Subject: International trade National accounts Private investment Trade policy
2016
Title: Measuring Concentration Risk - A Partial Portfolio Approach
Series: Working Paper No. 2016/158
Date: August 2, 2016
Subject: Asset and liability management Asset valuation Banking Basel II Credit Credit risk Econometric analysis Financial regulation and supervision Money Vector autoregression