Vasja Sivec

Macroeconomic applications with factor models

Vasja Sivec, Vasja Sivec, 2015 .

Empirical Evidence on the Effectiveness of Capital Buffer Release

M. Volk, Vasja Sivec, Yi-An Chen, 2018 .

Monetary, Fiscal and Oil Shocks: Evidence Based on Mixed Frequency Structural FAVARs

Vasja Sivec, Massimiliano Marcellino, 2015 .

Bank response to policy-related changes in capital requirements

M. Volk, Vasja Sivec, 2019, The Quarterly Review of Economics and Finance.