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

  • "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs" (2015), M. Marcellino and V. Sivec, Journal of Econometrics, forthcoming.
  • “Cointegrating Polynomial Regression: Fully Modified OLS Estimation and Inference” (2015), M. Wagner and S. H. Hong, Econometric Theory, forthcoming.
  • “Caste-Religion Inequalities in Occupational Attainment in India’s Capital City in the 1970s” (2015), B. Banerjee, Artha Vijnana, (forthcoming).
  • “Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks” (2016), A. Bandelj, European Journal of Finance, 22(2), 143-166
  • “Reinvigorating Credit Growth in Central, Eastern, and Southern European Economies: Proceedings of a Conference Jointly Organized by the Bank of Slovenia and the International Monetary Fund. Washington”, D.C.: International Monetary Fund, Publication Services, 2015. Edited by B. Banerjee, B. Jazbec, C: M. Towe and M. Pinon).
  • “Economic growth and regional disparities in Slovenia” (2015), B. Banerjee and M. Jesenko, Regional Studies, 49,
  • "An Overview of the Factor-augmented Error-Correction Model" (2015), A. Banerjee, M. Marcellino and I. Masten. in: Koopman, Siem Jan in Eric Hillebrand (ur.).   Advances in Econometrics: Dynamic Factor Models.  Emerald Publishing (forthcoming)
  • Wagner, M. and J. Hlouskova (2015): Growth Regressions, Principal Components and Frequentist Model Averaging. Jahrbücher für Nationalökonomie und Statistik 235, 642  – 662.
  • "Discretionary Credit Rating and Bank Stability in a Financial Crisis"(2015), A. Brezigar-Masten, I. Masten and M. Volk, Eastern European Economics, 53(5), 377-402.
  • “Dynamic Olley-Pakes productivity decomposition with entry and exit” (2015), M. Melitz and S. Polanec, The RAND Journal of Economics, 46(2), 362–375.
  • “Forecasting with Factor Augmented Error-Correction Models” (2014) A. Banerjee, M. Marcellino and I. Masten, International Journal of Forecasting, 30(3)
  • “Occupational segregation and gender differentials in earnings in Macedonia” (2014), B. Banerjee,  IZA Journal of European Labor Studies, 3:4.