Tihana Škrinjarić

Researcher - Stress Testing Strategy Division

Biography

Tihana is a Research Economist at the Bank Stress Testing and Resilience Division. She holds a Ph.D. in Quantitative Economics. Her research interests include econometrics applications within macroprudential policy, cyclical risk evaluation, general macroprudential stance assessment, time series econometrics, and stress testing. Previously, she was an Advisor at the Macroprudential Policy and Financial Stability Department at the Croatian National Bank (2021 to 23), and before working in central banking, Tihana was an Assistant Professor at the University of Zagreb, where her interests included applied financial econometrics.

Tihana's selected academic publications

Impact of Macroprudential Policy on Economic Growth: A Survey on Growth-at-Risk Approach. Journal of Economic Surveys (2025).

Financial Cycle, Stress, and Policy Roles in Small Open Economy: Spillover Index Approach; Book chapter in Data Analytics for Management, Banking and Finance, Springer, Cham (2023)

Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia; in Comparative Economic Studies, Vol. 65, pages 582–616 (2023)

Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations, Public Sector Economics, Vol. 47, Issue 1, pages 1–39 (2022)

Economic sentiment and business cycles: A spillover methodology approach, Economic Systems, Vol. 45, Issue 3, September (2021)

Sharing is caring: Spillovers and synchronization of business cycles in the European Union, Economic Modelling, Vol. 96, March, pages 25–39 (2021)

Dynamic portfolio optimization based on grey relational analysis approach, Expert Systems with Applications, Vol. 147, June (2020)

Empirical assessment of the circular economy of selected European countries, Journal of Cleaner Production, Vol. 255, May (2020)

This page was last updated 17 August 2026