Marek Jarocinski

European Central Bank (ECB)

Senior Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
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1,278

CITATIONS
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Top 8,315

in Total Papers Citations

55

Scholarly Papers (12)

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 489 (29,306)
Citation 15

Abstract:

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

2.
Downloads 245 (101,389)
Citation 18

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 242 (102,263)
Citation 18

Abstract:

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 (547,066)
Citation 18

Abstract:

growth regressions, robust growth determinants

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 46 (340,336)

Abstract:

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)
Downloads 0

Abstract:

Bayesian model choice, Granger-causal-priority, Granger-noncausality, Structural vector autoregression, Vector autoregression

4.

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 45 (337,479)

Abstract:

Phillips curve, factor model, unobserved components, Bayesian estimation

5.

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 27 (390,480)
Citation 10

Abstract:

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

6.

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 23 (408,503)
Citation 12

Abstract:

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

7.

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 19 (408,503)

Abstract:

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

8.

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 19 (413,200)

Abstract:

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

9.

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)
Downloads 0 (549,183)

Abstract:

fiscal theory of the price level, eurobond, self-ful lfiling expectations, zero lower bound

10.

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 0 (215,796)

Abstract:

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

11.

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 0 (454,059)

Abstract:

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

12.

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 0 (378,462)

Abstract:

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