Andrzej Kociecki

National Bank of Poland

00-919 Warsaw

Poland

SCHOLARLY PAPERS

4

DOWNLOADS

150

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Bayesian Analysis of Recursive SVAR Models with Overidentifying Restrictions

ECB Working Paper No. 1492
Number of pages: 21 Posted: 22 Nov 2012
Andrzej Kociecki, Michał Rubaszek and Michele Ca' Zorzi
National Bank of Poland, National Bank of Poland and European Central Bank (ECB)
Downloads 56 (371,542)

Abstract:

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structural VAR, Bayesian inference, overidentifying restrictions

2.

Global Identification of Linearized DSGE Models

NBP Working Paper No. 170
Number of pages: 40 Posted: 26 Feb 2014
Andrzej Kociecki and Marcin Kolasa
National Bank of Poland and National Bank of Poland
Downloads 41 (423,383)
Citation 7

Abstract:

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global identification, DSGE models

3.

Predictivistic Bayesian Forecasting System

National Bank of Poland Working Paper No. 87
Number of pages: 27 Posted: 08 Jul 2011
Andrzej Kociecki, Marcin Kolasa and Michał Rubaszek
National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 32 (461,169)

Abstract:

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Combining density forecasts, Forecast evaluation, Bayesian inference, Predictivism

4.

Algebraic Theory of Indentification in Parametric Models

National Bank of Poland Working Paper No. 88
Number of pages: 41 Posted: 04 Aug 2011 Last Revised: 08 Jul 2016
Andrzej Kociecki
National Bank of Poland
Downloads 21 (519,844)

Abstract:

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identification, group theory, orbits, orbit representatives, simultaneous