Srecko Zimic

European Central Bank (ECB) - Directorate General Research

Economist

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

430

SSRN CITATIONS
Rank 45,310

SSRN RANKINGS

Top 45,310

in Total Papers Citations

13

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement

ECB Occasional Paper No. 2021267
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Bank of Italy, Bank of Finland - Research, Central Bank of Cyprus, European Central Bank (ECB) - Directorate General Research, Banque de France, National Bank of Belgium, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank, European Central BankECB, Bank of Italy, Bank of Italy, Bank of Finland, Bank of Slovenia, De Nederlandsche Bank - Research Department, National Bank of Belgium, European Central Bank (ECB), Banque de France, Bank of Finland, European Central Bank (ECB), Bank of Finland - Research, Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Banco de España, European Central Bank (ECB), Bank of Portugal and Université Paris I Panthéon-Sorbonne
Downloads 93 (370,548)

Abstract:

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central banking., econometric modelling, forecasting and simulation, monetary policy

2.

Ecb-Basir: A Primer on the Macroeconomic Implications of the Covid-19 Pandemic

ECB Working Paper No. 20202431
Number of pages: 40 Posted: 29 Jun 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Slovenia
Downloads 91 (375,662)
Citation 1

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COVID-19, ECB-BASE, epidemic, modelling

3.

Introducing ECB-Base: The Blueprint of the New ECB Semi-Structural Model for the Euro Area

Number of pages: 123 Posted: 16 Sep 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 73 (426,973)
Citation 5

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euro area, forecasting, monetary policy, Semi-structural model, simulations

4.

Animal Spirits, Fundamental Factors and Business Cycle Fluctuations

ECB Working Paper No. 1953
Number of pages: 54 Posted: 17 Sep 2016
Stéphane Dées and Srecko Zimic
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 66 (450,378)
Citation 2

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Technology shocks, Noise shocks, Animal spirits, Business Cycles, Identification, Structural Vector Autoregression, Kalman Filter, Signal-extraction problem

5.

Sources of borrowing and fiscal multipliers

ECB Working Paper No. 2209
Number of pages: 49 Posted: 04 Dec 2018
Romanos Priftis and Srecko Zimic
European Union - European Commission and European Central Bank (ECB) - Directorate General Research
Downloads 40 (559,301)
Citation 2

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fiscal multipliers, structural vector autoregressions, sign restrictions, proxy-SVAR, investment crowding in, debt financing, small open-economy model

6.

Interest Rates and Foreign Spillovers

ECB Working Paper No. 2221
Number of pages: 51 Posted: 16 Jan 2019
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 39 (564,449)

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money market rates, spillovers, event-study, magnitude restrictions, SVAR

7.

Spillovers Among Sovereign Debt Markets: Identification by Absolute Magnitude Restrictions

ECB Working Paper No. 2055
Number of pages: 57 Posted: 16 May 2017
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 28 (627,005)
Citation 9

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spillovers, contagion, connectedness, fragmentation, sovereign risk, SVAR identification