6 citations · 6 across the 3 of their papers we have counts for
3 papers
econ.EM2026
Macroprudential Policy and Downside Risk: Regime-Dependent Effects of Capital Regulation
Vivien Czofa, Tibor Szendrei, Katalin Varga
This paper employs a Threshold Bayesian Vector Autoregression (TBVAR) to estimate the regime-dependent macroeconomic effects of capital regulation in Hungary. Using the Factor-base…
econ.EM2026
A Roof Over Risk: A House Price-at-Risk Framework for Hungary
Tibor Szendrei, Nikolett Vágó, Katalin Varga
This paper develops a House Price-at-Risk framework to examine how housing subsidies, credit conditions, and supply factors influence the distribution of house price growth in Hung…
q-fin.ST2024★ 6 cited
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
Katalin Varga, Tibor Szendrei
Tracking the build-up of financial vulnerabilities is a key component of financial stability policy. Due to the complexity of the financial system, this task is daunting, and there…