Vasja SIVEC

Vasja SIVEC joined STATEC Research in September, 2016. He holds a PhD from the European University Institute, Florence. He is interested in Macroeconomics, Time Series Analysis and the link between the real and financial economy.

Curriculum Vitae

• 2016-present, STATEC Research: Researcher
• 2015-2016, University of Ljubljana – Fac. of Economics: TA for econometrics
• 2015-16, Bank of Slovenia: Independent Analyst at the Macroprudential department
• 2014, European Investment Bank: Intern at the economic-research department
• 2004, University of Ljubljana – Fac. of Economics: Graduate Degree in Economics, August 2009
• 2007-09, Harvey Norman Slovenia PLC: Wholesale manager’s assistant
• 2010-15, European University Institute: PhD in Economics, January 2015

Publications

• Sivec, V. and Volk M. (forthcoming, 2023), Empirical Evidence on the Effectiveness of Capital Buffer Release. The International Journal of Central Banking.
• Marcellino, M. and Sivec, V. (2021). Nowcasting GDP Growth in a Small Open Economy: Luxembourg,. National Institute Economic Review, 256, 127-161.
• Sivec, V. and Volk, M. (2019), Bank response to policy-related changes in capital requirements. The Quarterly Review of Economics and Finance, available online first.
• Marcellino, M. and Vasja Sivec (2016), Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs, Journal of Econometrics 193(2), 335-348

Reports

• Peroni, C., O’Connor, K.J., Riillo, C.A.F., Santoleri, P., Sarracino, F., and Sivec, V. (2021), Studies from STATEC Research: timely information on well-being and the economy, in Bilan Compétitivité et Résilience 2021: Très bonne résistance de l'économie luxembourgeoise. Ministère de l’Économie, Observatoire de la compétitivité, chapter 5.
• Kolve, A., Sivec, V. and Blondeau, F. (2021), A simple modification of the HP filter for correcting transitory structural breaks, European Commission Note 120.

Working Papers

• Sivec, V. (2022), Inequality Constrained Output Gap, ECOSTAT, No. 1 2022, STATEC.
• Masten, I. and Sivec V. (2016), Smooth Transition FAVAR
• Sivec, V. (2015), Testing Sector Price Behaviour in the Rational Inattention Model Using a Time Varying Factor Model

Contact:

• Email: vasja.sivec@statec.etat.lu
• Phone: (+352) 247-88451
• Address:
  STATEC Research
  House of Entrepreneurship
  14, rue Erasme
  L-1468 Luxembourg-Kirchberg