Tihana's Bank Underground blog posts
Growth-at-Risk for macroprudential policy stance assessment: a survey - August 2024
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 (2021–23), 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
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 21 August 2024