01.07.2019
Working Papers of Eesti Pank 3/2019 This paper presents empirical estimates of bank credit procyclicality for a sample of 11 Central and Eastern Europe countries (CEECs) for the period 2000Q1–2016Q4. In the first step we estimate a traditional-type panel VAR model and analyse the evolution of... more
31.10.2018
Working Papers of Eesti Pank 7/2018 This paper complements the standard Basel countercyclical capital buffer framework by suggesting four additional measures for credit gaps that can be used to measure the financial cycle and to decide on countercyclical capital buffers for banks. The new... more
14.12.2017

Economist
Phone: +(00) 372 668 0665
E-mail: nicolas.reigl [at] eestipank.ee

Research interests:
International macroeconomics
Monetary economics
Economics of income, wealth and their distributions

Education:
Since 2015 — Ph. D.... more

29.08.2017
Working Papers of Eesti Pank 7/2017 This paper empirically assesses the potential nonlinear relationship between competition and bank risk for a sample of commercial banks in the Baltic countries over the period 2000–2014. Competition is measured by two alternative indexes, the... more
06.09.2016
Working Papers of Eesti Pank 8/2016 The paper presents forecasts of the headline and core inflation in Estonia with factor models in a recursive pseudo out-of-sample framework. The factors are constructed with a principal component analysis and are then incorporated into vector ... more
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