Banka Slovenije

Steering committee representative: 
Research: 

The aim of research activities at the Bank of Slovenia is to provide support and actively contribute to academic research in the fields of economics and finance. Research policy of the Bank promotes publications in peer-reviewed journals and steers research projects so as to provide high-quality support to the decision-making process at the Bank, the ESCB and policy making in general.

European central banking network

The Bank of Slovenia in cooperation with CEPR launched a initiative whose mission is to foster cooperation among research departments of participating central banks on selected key topics, with a focus on Emerging Europe.

The main objective  of the ECBN is to bring the problems of Emerging European countries closer to the centre of the debate. The network will make it possible to examine national experiences in a comparative setting, using a common framework of analysis.

The main activities will revolve around an annual workshop, which will discuss the output of the common research programme of the network and will include both academics and policy-makers.

The ECBN organized its 1st Research Policy Conference in October 2015. https://www.bsi.si/en/bank-of-slovenia-r.asp?MapaId=1876

ECBN webpage: http://cepr.org/content/european-central-banking-network-new-cepr-network

Recent papers

  • M. Wagner and S. H. Hong. Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory, vol. 32 no. 5, pages 1289-1315, 2016.
  • M. Deistler and M. Wagner. Cointegration in Singular ARMA models. Economics Letters, vol. 155, pages 39-42, 2017.
  • M. Damjanović and I. Masten. Shadow Short Rate and Monetary Policy in the Euro area. Empirica, 43(2), 2016.
  • I. Masten and A. Grdović Gnip. Stress Testing the EU Fiscal Framework. Journal of Financial Stability, 26, 2016.
  • Banerjee A., Marcellino M., Masten I. . Structural FECM: Cointegration in Large-Scale Structural FAVAR Models. Journal of Applied Econometrics, 2017 (link