Artur Kotlicki- Doctor of Philosophy
- Bank of England
Artur Kotlicki
- Doctor of Philosophy
- Bank of England
About
10
Publications
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86
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Publications
Publications (10)
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency stress tests. We propose a structural framework for the jo...
We introduce a new real-time method to measure business opening and closure rates by relying on Google Places, the data behind the Google Maps platform. We collect data on establishments of customer-facing industries (food, retail, accommodation) and provide evidence that the opening and closure rates reflect well the temporary closures and reopeni...
We present a new estimation of business opening and closure rates using data from Google Places—the data set behind the Google Maps service. Our algorithm, through a bisection routine, counts the appearance and disappearance of “pins” that represent unique businesses. As a proof of concept, we compute business opening and closure rates for the city...
We use a spatial epidemic model with demographic and geographical heterogeneity to study the regional dynamics of COVID-19 across 133 regions in England. Our model emphasizes the role of variability of regional outcomes and heterogeneity across age groups and geographical locations, and provides a framework for assessing the impact of policies targ...
We use a spatial epidemic model with demographic and geographic heterogeneity to study the regional dynamics of COVID-19 across 133 regions in England.
Our model emphasises the role of variability of regional outcomes and heterogeneity across age groups and geographic locations, and provides a framework for assessing the impact of policies targeted...
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency stress tests. We propose a structural framework for the jo...
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency stress tests. We propose a structural framework for the jo...
