Kristina Bluwstein

Senior Research Economist - Monetary Analysis

Biography

Kristina is a Senior Research Economist in Monetary Analysis. Prior to that, she worked at the Financial Stability area of the Bank of England. Her main research interests focus on applied macroeconometrics, with a strong interest in macro-financial linkages, and monetary and macroprudential policy. She completed her PhD in Economics at the European University Institute (Florence, Italy).
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  • Email Kristina
  • Kristina at IDEAS

    • Kristina's Bank publications

    Publication // Working Paper

    The effects of macroprudential policy announcements...

    The effects of macroprudential policy announcements on systemic risk
    Publication // Working Paper

    A tail of three occasionally-binding constraints:...

    A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk
    Publication // Working Paper

    Credit growth, the yield curve and financial...

    Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach
    Publication // Working Paper

    Back to the real economy: the effects of...

    Back to the real economy: the effects of risk perception shocks on the term premium and bank lending

    Kristina's Bank Underground blog posts

    What does the rise in the inflation mean for financial stability? - January 2023
    Wir sind die Roboter: can we predict financial crises? - October 2020
    Perceiving risk wrong: what happens when markets misprice risk? - October 2019
    Great Expectations: the economic power of news about the future - September 2019
    What goes up must come down: modelling the mortgage cycle - January 2019

     

    Kristina's selected academic publications

    Multiperiod Loans, Occasionally Binding Constraints, and Monetary Policy: A Quantitative Evaluation, with Michal Brzoza-Brzezina, Paolo Gelain and Marcin Kolasa, Journal of Money, Credit, and Banking (2020)
    Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures, with Fabio Canova, International Journal of Central Banking (2016)

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