Does Macroprudential Policy Leak?: Evidence from Non-bank Credit Intermediation in EU Countries
Hodula, M., & Ngo, N. A. (2024). Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. Economic Modelling, 132, 106657.
CV
Education
- Ph.D in Economics, VSB - Technical University of Ostrava, 2025 (expected)
- Ing. (MSc. equivalent) in Economic Policy and Administration, VSB - Technical University of Ostrava, 2020
- BA (First Class Honours) in International Business, Coventry University, 2018
Work experience
- March 2024-present: Diplomatic Academy Officer, Diplomatic Academy of the Ministry of Foreign Affairs
- Coordination of economic and operational processes
- Strategic planning
- Communication with stakeholders
- June 2021-December 2023: Junior Researcher (Financial Stability), Czech National Bank
- Data collection and manipulation
- Econometric analyses
- Cooperation on CNB’s research activities
- June 2022-December 2022: Coreper I Coordination Team Member, Permanent Representation of the Czech Republic to the EU
- Preparation of background materials for Mertens and Coreper I meetings
- reviews and policy analysis
- administrative and organisational support
- October 2016-December 2022: EU Funds Communication and Evaluation Assistant, Ministry of Regional Development
- Meta-evaluations (summary of evaluations related to the EU Funds)
- Coordination of communication activities (events, exhibitions, social media)
- Deputy project manager (OP Technical Assistance)
Skills
- Programmming: LaTex, R, Stata
- IT knowledge: MS Office, iWork, Adobe Creative Suite (InDesign, Photoshop)
- Languages: Czech, Vietnamese (mother tongues), English (C1-C2), German (A2-B1), French, Danish, Russian (basics)
Publications
Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies
Bajzík, J., Janků, J., Malovaná, S., Moravcová, K., & Ngo, N. A. (2023). Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies. CNB Working Paper, 19/2023. Czech National Bank.
Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data
Hodula, M., Pfeifer, L., & Ngo, N. A. (2023). Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data. CNB Working Paper, 18/2023, Czech National Bank.
Finance, Growth and (Macro)Prudential Policy: European Evidence
Hodula, M., & Ngo, N. A. (2022). Finance, growth and (macro) prudential policy: European evidence. Empirica, 49(2), 537-571.
Projects
- Student Grant Competition (SGS) projects funded by VSB - Technical University of Ostrava
- 2024: “Econometric Modelling of the Impacts of Economic Policy Interactions on Financial Stability” (grant number SP2024/026) - co-investigator
- 2023: “Current Challenges for Price and Financial Stability” (grant number SP2023/030) - principal investigator
- 2022: “Econometric Modelling of Macro-Financial Determinants” (grant number SP2022/38) – principal investigator
- 2021: “Current Challenges of Economic Development” (grant number SP2021/50) – co-investigator, team leader of the “Monetary Policy and Shadow Banking” research stream
- 2020: “Evaluation of Selected Aspects of Public Finance: Modern Econometric Approaches” (grant number SP2020/110) – co-investigator
- Other research projects
- 2023: “Follow the Money - Deciphering the Link between Shadow Banking Sector and the Illicit Financial Flows” (grant number APVV-20–0499), financed by the Slovak Research and Development Agency - Junior Researcher
- 2021-2024: “Support for Science and Research in the Moravian-Silesian Region 2021” (grant number RRC/10/2021), financed from the budget of the Moravian-Silesian Region - supported PhD student