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Cointegration
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PhDr. Jakub Seidler Ph.D.
Academic staff at Faculty of Social Sciences
27 publications
Publications
publication
The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic
Publication without faculty affiliation
publication
How bank competition influences liquidity creation
2016 |
Faculty of Social Sciences
publication
A New Measure of the Financial Cycle: Application to the Czech Republic
2016 |
Faculty of Social Sciences
publication
Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern, and Southeastern Europe
2015 |
Faculty of Social Sciences
publication
Bank Capital and Liquidity Creation : Granger-Causality Evidence
2014 |
Faculty of Social Sciences
publication
Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries
2012 |
Faculty of Social Sciences
publication
How to Improve the Quality of Stress Tests through Backtesting
2012 |
Faculty of Social Sciences
publication
Yield curve dynamics - regional common factor model
2011 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Loss given default as a crucial risk parameter in entrepreneurship management
2011 |
Faculty of Mathematics and Physics
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