Nikolay Hristov

15.01.2020

Research Interests

  • Empirical macroeconomics
  • Monetary and fiscal policy
  • Financial stability and macruprudential policy
  • Macroeconomic effects of rigidities in goods and financial markets
  • Transmission of economic shocks through the banking system

Refereed Publications

  • Hristov, N., O. Huelsewig, and T. Wollmershaeuser, Capital Flows in the Euro Area and TARGET2 Balances, Journal of Banking and Finance, forthcoming.
  • Hristov, N., O. Huelsewig, T. Siemsen and T. Wollmershaeuser (2019), Restoring Euro Area Monetary Transmission: Which Role for Government Bond Rates?, Empirical Economics, Vol. 57(3), pp. 991-1021.
  • Hristov, N. and O. Huelsewig (2017), Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area, Journal of Macroeconomics, Vol. 54(B), pp. 161-186.
  • Hainz, C. and N. Hristov (2017), Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market, CESifo Forum, Vol. 18(2), pp. 66-69.
  • Hristov, N., O. Huelsewig and T. Wollmershaeuser (2014), The Interest Rate Pass–Through in the Euro Area During the Global Financial Crisis, Journal of Banking and Finance, Vol. 48, pp. 104-119.
  • Hristov, N., O. Huelsewig and T. Wollmershaeuser (2014), Financial Frictions and Inflation Differentials in a Monetary Union, The Manchester School, Vol. 82(5), pp. 549-595.
  • Hristov, N., O. Huelsewig and T. Wollmershaeuser (2012), Loan Supply Shocks during the Financial Crisis: Evidence for the Euro Area, Journal of International Money and Finance, Vol. 31(3), pp. 569-592.

Other Working Papers and Publications

  • Hristov, N. and M. Roth (2019), Uncertainty Shocks and Financial Crisis Indicators, CESifo Working Paper No. 7839
  • Hristov, N., O. Huelsewig and T. Wollmershaeuser (2018), Capital Flows in the Euro Area and TARGET2 Balances, CESifo Working Paper No. 6877.
  • Balleer, A., N. Hristov and D. Menno (2017), Financial Constraints and Nominal Price Rigidities, CESifo Working Paper No. 6309.
  • Hristov, N. (2016), The Ifo DSGE Model for the German Economy, ifo Working Paper No. 210.
  • Hristov, N., O. Huelsewig, T. Siemsen and T. Wollmershaeuser (2014), Smells Like Fiscal Policy? Assessing the Potential Effectivenes of the ECB's OMT Program, CESifo Working Paper No. 4628.