Marek Jarocinski

European Central Bank (ECB)

Senior Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

13

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2,070

CITATIONS
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144

Scholarly Papers (13)

1.

House Prices and the Stance of Monetary Policy

ECB Working Paper No. 891
Number of pages: 49 Posted: 05 May 2008 Last Revised: 06 Jul 2008
Marek Jarocinski and Frank Smets
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 949 (23,204)
Citation 1

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House prices, monetary conditions index, Bayesian VAR, monetary policy shock, conditional forecast.

2.

Low Inflation in the Euro Area: Causes and Consequences

ECB Occasional Paper No. 181
Number of pages: 89 Posted: 03 Feb 2017
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), Bank of Portugal, Bank of Italy, Bank of Italy and National Bank of Belgium
Downloads 262 (116,253)
Citation 6

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low inflation, Phillips curve, inflation expectations, unconventional monetary policy

3.
Downloads 253 (120,128)
Citation 52

Determinants of Economic Growth: Will Data Tell?

ECB Working Paper No. 852
Number of pages: 44 Posted: 10 Oct 2007
Antonio Ciccone and Marek Jarocinski
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European Central Bank (ECB)
Downloads 250 (120,988)

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growth regressions, robust growth determinants

Determinants of Economic Growth: Will Data Tell?

CEPR Discussion Paper No. DP6544
Number of pages: 37 Posted: 06 Jun 2008
Antonio Ciccone and Marek Jarocinski
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European Central Bank (ECB)
Downloads 3 (655,777)
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growth regressions, robust growth determinants

Deconstructing Monetary Policy Surprises: The Role of Information Shocks

ECB Working Paper No. 2133, ISBN: 978-92-899-3238-7
Number of pages: 64 Posted: 01 Mar 2018
Marek Jarocinski and Peter Karadi
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 193 (156,009)

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Central Bank Private Information, Monetary Policy Shock, High-Frequency Identification, Structural VAR, Event Study

Deconstructing Monetary Policy Surprises - The Role of Information Shocks

CEPR Discussion Paper No. DP12765
Number of pages: 62 Posted: 06 Mar 2018
Marek Jarocinski and Peter Karadi
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 0
Citation 2
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Central Bank Private Information, High-Frequency Identification, Monetary Policy Shock, structural VAR

5.

Missing Disinflation and Missing Inflation: The Puzzles that Aren't

ECB Working Paper No. 2000
Number of pages: 40 Posted: 03 Feb 2017
Elena Bobeica and Marek Jarocinski
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 79 (305,880)
Citation 3

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Inflation Dynamics, International Transmission of Shocks, Phillips curve, Bayesian Vector Autoregression, Conditional Forecast, Shock Identification

Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe's Monetary Union

ECB Working Paper No. 1988
Number of pages: 28 Posted: 03 Feb 2017
University of Cambridge, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 74 (321,082)
Citation 1

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Lower Bound on Nominal Interest Rates, Self-fulfilling Sovereign Default, Eurobond, Government Bonds, Joint Analysis of Fiscal and Monetary Policy

Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe's Monetary Union

CEPR Discussion Paper No. DP12371
Number of pages: 27 Posted: 16 Oct 2017
University of Cambridge, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1 (681,444)
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eurobond, Government bonds, Joint Analysis of Fiscal and Monetary Policy, Lower Bound on Nominal Interest Rates, Self-Fulfilling Sovereign Default

7.

An Inflation-Predicting Measure of the Output Gap in the Euro Area

ECB Working Paper No. 1966
Number of pages: 42 Posted: 18 Oct 2016
Marek Jarocinski and Michele Lenza
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 57 (363,945)

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Phillips curve, factor model, unobserved components, Bayesian estimation

Granger-Causal-Priority and Choice of Variables in Vector Autoregressions

ECB Working Paper No. 1600
Number of pages: 56 Posted: 08 Nov 2013
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 53 (382,648)

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Vector autoregression, structural vector autoregression, Granger-causalpriority, Granger-noncausality, Bayesian model choice

Granger-Causal-Priority and Choice of Variables in Vector Autoregressions

CEPR Discussion Paper No. DP9686
Number of pages: 55 Posted: 16 Oct 2013
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
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Bayesian model choice, Granger-causal-priority, Granger-noncausality, Structural vector autoregression, Vector autoregression

9.

Responses to Monetary Policy Shocks in the East and West of Europe: A Comparison

ECB Working Paper No. 970
Number of pages: 56 Posted: 23 Dec 2008
Marek Jarocinski
European Central Bank (ECB)
Downloads 33 (451,201)

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monetary policy transmission, Structural VAR, Bayesian estimation, exchangeable prior

10.

Autoregressions in Small Samples, Priors about Observables and Initial Conditions

ECB Working Paper No. 1263
Number of pages: 56 Posted: 11 Nov 2010
Marek Jarocinski and Albert Marcet
European Central Bank (ECB) and London School of Economics & Political Science (LSE)
Downloads 32 (455,677)

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Vector Autoregression, Initial Condition, Bayesian Estimation, Prior about Growth Rate, Monetary Policy Shocks, Small Sample Distribution, Bias Correction

Monetary-Fiscal Interactions and the Euro Area's Malaise

ECB Working Paper No. 2072
Number of pages: 46 Posted: 12 Jun 2017
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 23 (517,998)

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self-fulfilling expectations, zero lower bound, fiscal theory of the price level

Monetary-Fiscal Interactions and the Euro Area's Malaise

NBER Working Paper No. w23746
Number of pages: 43 Posted: 06 Sep 2017
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 7 (624,681)

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Monetary-Fiscal Interactions and the Euro Area's Malaise

CEPR Discussion Paper No. DP12020
Number of pages: 45 Posted: 08 May 2017
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
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fiscal theory of the price level, eurobond, self-ful lfiling expectations, zero lower bound

12.

Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison

CASE Network Studies and Analyses No. 287
Number of pages: 28 Posted: 29 Jul 2009
Marek Jarocinski
European Central Bank (ECB)
Downloads 28 (474,906)
Citation 12

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monetary policy transmission, Structural VAR, Bayesian estimation, exchangeable prior.

13.

Imposing Parsimony in Cross-Country Growth Regressions

ECB Working Paper No. 1234
Number of pages: 37 Posted: 25 Aug 2010
Marek Jarocinski
European Central Bank (ECB)
Downloads 26 (485,395)

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Economic Growth, Bayesian Model Averaging, Adaptive Ridge Regression, Measurement Error