Michał Rubaszek

National Bank of Poland

Economic Advisor

00-919 Warsaw

Poland

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

  • National Bank of Poland

  • Warsaw School of Economics (SGH)

SCHOLARLY PAPERS

19

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24

Scholarly Papers (19)

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1.

The Influence of External Factors on Monetary Policy Frameworks and Operations

BIS Paper No. 57
Number of pages: 350 Posted: 08 Feb 2012
Renzo Rossini, Zenon Quispe, Donita Rodríguez, Diwa C. Guinigundo, Piotr Banbula, Witold Koziński, Michał Rubaszek, Abdulrahman Al-Hamidy, Mahir Binici, Mehmet Yorukoglu, Dubravko Mihaljek, Előd Takáts, Andrew J. Filardo, Guonan Ma, Ramon Moreno, Agne Subelyte, Miguel Angel Pesce, Kevin Cowan, Carla Valdivia, Xiaoyi Wang, Hernando Vargas H., Mojmír Hampl, Michal Skorepa, Aron Gereben, Karvalits Ferenc, Zalan Kocsis, Subir Gokarn, Dr. Bhupal Singh, Dr. Bhupal Singh, Zvi Eckstein, Amit Friedman, Sukudhew Singh, José Sidaoui, Manuel Ramos-Francia, J. Gabriel Cuadra Garcia, Agustin Villar and Jong H. Kim
Central Reserve Bank of Peru, Central Reserve Bank of Peru, affiliation not provided to SSRN, Government of the Republic of the Philippines - Monetary Stability Sector, National Bank of Poland, National Bank of Poland, National Bank of Poland, Saudi Arabian Monetary Agency, Central Bank of Turkey, University of Chicago - Department of Economics, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bruegel, Self employed, Bank for International Settlements (BIS), Central Bank of Argentina, Adolfo Ibanez University, affiliation not provided to SSRN, Zhejiang University, Independent, Czech National Bank (CNB), Institute of Economic Studies, affiliation not provided to SSRN, affiliation not provided to SSRN, Magyar Nemzeti Bank, affiliation not provided to SSRN, Reserve Bank of IndiaMonetary Policy Department, Reserve Bank of India, The Interdisciplinary Center (IDC), affiliation not provided to SSRN, Central Bank of Malaysia, Bank of Mexico, Banco de México, affiliation not provided to SSRN, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 663 (56,308)

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2.

Exchange Rate Forecasting on a Napkin

ECB Working Paper No. 2151
Number of pages: 19 Posted: 25 May 2018
Michele Ca' Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 146 (276,429)

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exchange rates, forecasting, Purchasing Power Parity, panel data, mean reversion

3.

Can a Simple DSGE Model Outperform Professional Forecasters?

National Bank of Poland Working Paper No. 43
Number of pages: 26 Posted: 14 Apr 2008
Michał Rubaszek and Pawel Skrzypczynski
National Bank of Poland and National Bank of Poland
Downloads 113 (334,464)
Citation 1

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forecasting; real-time data; Survey of Professional Forecasters; DSGE; VAR

4.

Monetary Policy in a Non-Representative Agent Economy: A Survey

Downloads 108 (344,992)
Citation 3

Monetary Policy in a Non-Representative Agent Economy: A Survey

National Bank of Poland Working Paper No. 95
Number of pages: 53 Posted: 20 Sep 2011 Last Revised: 08 Jul 2016
Michal Brzoza-Brzezina, Marcin Kolasa, Grzegorz Koloch, Krzysztof Makarski and Michał Rubaszek
National Bank of Poland, Warsaw School of Economics (SGH), National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 107 (349,431)
Citation 4

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heterogeneous agents, monetary policy

Monetary Policy in a Non‐Representative Agent Economy: A Survey

Journal of Economic Surveys, Vol. 27, Issue 4, pp. 641-669, 2013
Number of pages: 29 Posted: 16 Jul 2013
Michal Brzoza-Brzezina, Marcin Kolasa, Grzegorz Koloch, Krzysztof Makarski and Michał Rubaszek
National Bank of Poland, Warsaw School of Economics (SGH), National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 1 (933,540)

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Heterogeneous agents, Monetary policy

5.

Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses

Globalization and Monetary Policy Institute Working Paper No. 229
Number of pages: 27 Posted: 17 Aug 2015
Michele Ca' Zorzi, Jakub Muck and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland - Department of Economics and National Bank of Poland
Downloads 92 (382,624)

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6.

Determinants of Credit to Households in a Life-Cycle Model

Downloads 92 (382,624)
Citation 4

Determinants of Credit to Households in a Life-Cycle Model

National Bank of Poland Working Paper No. 92
Number of pages: 42 Posted: 04 Aug 2011 Last Revised: 08 Jul 2016
Michał Rubaszek, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 50 (534,758)
Citation 2

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household credit, life cycle economies, banking sector

Determinants of Credit to Households in a Life-Cycle Model

ECB Working Paper No. 1420
Number of pages: 43 Posted: 06 Feb 2012
Michał Rubaszek, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 42 (574,950)
Citation 1

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household credit, life cycle economies, banking sector

7.

Exchange Rate Forecasting with DSGE Models

ECB Working Paper No. 1905
Number of pages: 49 Posted: 18 Jun 2016
Michele Ca' Zorzi, Marcin Kolasa and Michał Rubaszek
European Central Bank (ECB), Warsaw School of Economics (SGH) and National Bank of Poland
Downloads 87 (395,963)

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forecasting, exchange rates, new open economy macroeconomics, mean reversion

8.

On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries

ECB Working Paper No. 895
Number of pages: 27 Posted: 21 May 2008
Michele Ca' Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 79 (419,019)

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General equilibrium models, intertemporal optimisation, current account, euro area

9.

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 74 (434,722)

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structural VAR, Bayesian inference, overidentifying restrictions

10.

Real Exchange Rate Forecasting: A Calibrated Half-Life PPP Model Can Beat the Random Walk

National Bank of Poland Working Paper No. 123
Number of pages: 21 Posted: 19 Oct 2012 Last Revised: 08 Jul 2016
Michele Ca' Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 65 (465,215)

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exchange rate forecasting, purchasing power parity, half-life

11.

Real Exchange Rate Forecasting: A Calibrated Half-life PPP Model Can Beat the Random Walk

ECB Working Paper No. 1576
Number of pages: 28 Posted: 25 Aug 2013
Michele Ca' Zorzi, Jakub Muck and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland - Department of Economics and National Bank of Poland
Downloads 63 (472,604)

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Exchange rate forecasting, purchasing power parity, half-life

12.

Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test

ECB Working Paper No. 1110
Number of pages: 33 Posted: 27 Nov 2009
Marcin Kolasa, Michał Rubaszek and Pawel Skrzypczynski
Warsaw School of Economics (SGH), National Bank of Poland and National Bank of Poland
Downloads 63 (472,604)
Citation 5

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Forecasting, DSGE, Bayesian VAR, SPF, Real-time data

13.

Forecasting the Polish Zloty with Non-Linear Models

National Bank of Poland Working Paper No. 81
Number of pages: 29 Posted: 08 Apr 2011 Last Revised: 08 Jul 2016
Michał Rubaszek, Pawel Skrzypczynski and Grzegorz Koloch
National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 45 (548,463)

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Exchange rate forecasting, Polish zloty, Markov-switching models, Artificial neural networks

14.

Firms in the Great Global Recession: The Role of Foreign Ownership and Financial Dependence

National Bank of Poland Working Paper No. 77
Number of pages: 28 Posted: 23 Jan 2011 Last Revised: 08 Feb 2011
Marcin Kolasa, Michał Rubaszek and Daria Taglioni
Warsaw School of Economics (SGH), National Bank of Poland and World Bank, Development Economics
Downloads 44 (553,293)
Citation 3

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global crisis, firm-level data, foreign ownership, financial constraints

15.

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, Warsaw School of Economics (SGH) and National Bank of Poland
Downloads 40 (573,544)

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Combining density forecasts, Forecast evaluation, Bayesian inference, Predictivism

16.

How Frequently Should We Re-Estimate DSGE Models?

National Bank of Poland Working Paper No. 184
Number of pages: 31 Posted: 19 Aug 2015 Last Revised: 08 Jul 2016
Marcin Kolasa and Michał Rubaszek
Warsaw School of Economics (SGH) and National Bank of Poland
Downloads 25 (664,977)
Citation 1

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forecasting; DSGE models; parameter updating

17.

On the Importance of the Dual Labour Market for a Country within a Monetary Union

National Bank of Poland Working Paper No. 207
Number of pages: 36 Posted: 22 Aug 2015 Last Revised: 09 Jul 2016
Anna Kosior, Michał Rubaszek and Kamil Wierus
NBP, National Bank of Poland and NBP
Downloads 8 (811,509)

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Dual labour market, Monetary Union, Panel Data

18.

On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries

Review of Development Economics, Vol. 16, Issue 1, pp. 95-106, 2012
Number of pages: 12 Posted: 17 Jan 2012
Michele Ca' Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 2 (878,965)

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19.

Determinants of Credit to Households: An Approach Using the Life-Cycle Model

Economic Systems, Vol. 38, No. 4, 2014
Posted: 31 Oct 2015
Michał Rubaszek, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland

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Household credit, Life-cycle economies, Banking sector