Tihana Škrinjarić

Researcher - Stress Testing Strategy Division

Biography

Tihana is a Research Economist at the Stress Test Strategy Division. She holds a Ph.D. in Economics, and her 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 (2021-2023), 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

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
Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia; in Comparative Economic Studies, Vol. 65, pp. 582-616
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. Volume 45, Issue 3, September 2021
Sharing is caring: Spillovers and synchronization of business cycles in the European Union, Economic Modelling, Volume 96, March 2021, Pages 25-39
Dynamic portfolio optimization based on grey relational analysis approach, Expert Systems with Applications, Volume 147, 1 June 2020
Empirical assessment of the circular economy of selected European countries, Journal of Cleaner Production, Volume 255, 10 May 2020

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This page was last updated 20 September 2023