Marek Jarocinski

European Central Bank (ECB)

Senior Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

19

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5,254

SSRN CITATIONS
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Top 1,829

in Total Papers Citations

699

CROSSREF CITATIONS

219

Scholarly Papers (19)

1.

House Prices and the Stance of Monetary Policy

ECB Working Paper No. 891
Number of pages: 49 Posted: 05 May 2008 Last Revised: 17 Nov 2021
Marek Jarocinski and Frank Smets
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,579 (21,812)
Citation 7

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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), European Central Bank (ECB) - Directorate General Research, Bank of Italy, European Central Bank (ECB) and National Bank of Belgium
Downloads 1,098 (37,196)
Citation 31

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

3.

Monetary Policy and its Transmission in a Globalised World

ECB Working Paper No. 20202407
Number of pages: 71 Posted: 13 May 2020
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 716 (67,035)
Citation 20

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international monetary policy coordination, international shock transmission, monetary policy shocks, monetary policy spillovers

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 381 (143,311)
Citation 32

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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
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Citation 50
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Central Bank Private Information, High-Frequency Identification, Monetary Policy Shock, structural VAR

5.
Downloads 312 (179,480)
Citation 59

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 309 (180,062)

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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 (1,145,730)
Citation 6
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growth regressions, robust growth determinants

6.

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 186 (296,732)
Citation 3

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

7.

Estimating Fed's Unconventional Policy Shocks

ECB Working Paper No. 2021/2585
Number of pages: 42 Posted: 27 Aug 2021 Last Revised: 13 Dec 2021
Marek Jarocinski
European Central Bank (ECB)
Downloads 150 (356,963)
Citation 4

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Asset purchases, Excess kurtosis, Forward guidance, High-frequency identification, Non-Gaussianity

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

ECB Working Paper No. 1988
Number of pages: 28 Posted: 03 Feb 2017
European University Institute, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 125 (413,380)
Citation 2

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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
European University Institute, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1 (1,163,182)
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eurobond, Government bonds, Joint Analysis of Fiscal and Monetary Policy, Lower Bound on Nominal Interest Rates, Self-Fulfilling Sovereign Default

9.

Global Spillovers from Multi-Dimensional Us Monetary Policy

ECB Working Paper No. 2023/2881
Number of pages: 49 Posted: 06 Dec 2023
Georgios Georgiadis and Marek Jarocinski
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 106 (468,531)
Citation 1

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central bank information effects, high-frequency identification, Monetary policy spillovers, US monetary policy shocks

10.

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 104 (471,795)
Citation 25

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Phillips curve, factor model, unobserved components, Bayesian estimation

11.

Central Bank Information Effects and Transatlantic Spillovers

ECB Working Paper No. 20202482
Number of pages: 73 Posted: 15 Oct 2020 Last Revised: 18 Nov 2021
Marek Jarocinski
European Central Bank (ECB)
Downloads 91 (515,236)
Citation 10

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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 85 (543,004)

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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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Citation 4
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Bayesian model choice, Granger-causal-priority, Granger-noncausality, Structural vector autoregression, Vector autoregression

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 38 (810,086)
Citation 2

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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 Last Revised: 21 May 2023
Marek Jarocinski and Bartosz Maćkowiak
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 28 (895,780)

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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

14.

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 58 (661,111)
Citation 9

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

15.

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 54 (683,590)

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

16.

Vulnerable Growth in the Euro Area: Measuring the Financial Conditions

ECB Working Paper No. 20202458
Number of pages: 27 Posted: 18 Aug 2020
Juan Manuel Figueres and Marek Jarocinski
University of Padua - Department of Economics and Management and European Central Bank (ECB)
Downloads 49 (713,852)
Citation 7

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downside risk, macro-financial linkages, quantile regression

17.

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 48 (720,127)
Citation 15

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

18.

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 43 (753,102)

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

19.

Making Waves: Monetary Policy and its Asymmetric Spillovers in a Globalised World

CEPR Discussion Paper No. DP16134
Number of pages: 44 Posted: 14 May 2021
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 2 (1,108,448)
Citation 1
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