Details about Marek Jarociński
Access statistics for papers by Marek Jarociński.
Last updated 2024-06-07. Update your information in the RePEc Author Service.
Short-id: pja165
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Working Papers
2023
- Global spillovers from multi-dimensional US monetary policy
Working Paper Series, European Central Bank
- The Layers of Inflation Persistence
Liberty Street Economics, Federal Reserve Bank of New York
2021
- Estimating the Fed’s Unconventional Policy Shocks
Working Paper Series, European Central Bank View citations (2)
See also Journal Article Estimating the Fed’s unconventional policy shocks, Journal of Monetary Economics, Elsevier (2024) (2024)
- Making waves: Monetary policy and its asymmetric spillovers in a globalised world
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2020
- Central bank information effects and transatlantic spillovers
Working Paper Series, European Central Bank View citations (1)
See also Journal Article Central bank information effects and transatlantic spillovers, Journal of International Economics, Elsevier (2022) View citations (2) (2022)
- Monetary policy and its transmission in a globalised world
Working Paper Series, European Central Bank View citations (28)
- Vulnerable growth in the Euro Area: Measuring the financial conditions
Working Paper Series, European Central Bank View citations (37)
See also Journal Article Vulnerable growth in the euro area: Measuring the financial conditions, Economics Letters, Elsevier (2020) View citations (36) (2020)
2018
- Deconstructing Monetary Policy Surprises - The Role of Information Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (116)
Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (2) Working Paper Series, European Central Bank (2018) View citations (54)
See also Journal Article Deconstructing Monetary Policy Surprises—The Role of Information Shocks, American Economic Journal: Macroeconomics, American Economic Association (2020) View citations (500) (2020)
2017
- Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
- Missing disinflation and missing inflation: the puzzles that aren't
Working Paper Series, European Central Bank View citations (42)
See also Journal Article Missing Disinflation and Missing Inflation: A VAR Perspective, International Journal of Central Banking, International Journal of Central Banking (2019) View citations (53) (2019)
- Monetary-Fiscal Interactions and the Euro Area's Malaise
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (8) Working Paper Series, European Central Bank (2017) View citations (2)
See also Journal Article Monetary-fiscal interactions and the euro area's malaise, Journal of International Economics, Elsevier (2018) View citations (5) (2018) Chapter Monetary-Fiscal Interactions and the Euro Area’s Malaise, NBER Chapters, National Bureau of Economic Research, Inc (2017) View citations (3) (2017)
2016
- An inflation-predicting measure of the output gap in the euro area
Working Paper Series, European Central Bank View citations (16)
See also Journal Article An Inflation‐Predicting Measure of the Output Gap in the Euro Area, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (84) (2018)
- Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union
Working Paper Series, European Central Bank View citations (17)
See also Journal Article Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union, European Journal of Political Economy, Elsevier (2019) View citations (20) (2019)
2015
- A note on implementing the Durbin and Koopman simulation smoother
Working Paper Series, European Central Bank View citations (6)
Also in MPRA Paper, University Library of Munich, Germany (2014)
See also Journal Article A note on implementing the Durbin and Koopman simulation smoother, Computational Statistics & Data Analysis, Elsevier (2015) View citations (6) (2015)
2014
- Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
Working Papers, Barcelona School of Economics
2013
- Granger-Causal-Priority and Choice of Variables in Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
Also in Working Paper Series, European Central Bank (2013) View citations (4)
See also Journal Article Granger Causal Priority and Choice of Variables in Vector Autoregressions, The Review of Economics and Statistics, MIT Press (2017) View citations (7) (2017)
- Online Appendix to "Priors about Observables in Vector Autoregressions"
Working Papers, Barcelona School of Economics View citations (1)
Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2013) View citations (1)
- Priors about Observables in Vector Autoregressions
Working Papers, Barcelona School of Economics View citations (1)
Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2013) View citations (1)
See also Journal Article Priors about observables in vector autoregressions, Journal of Econometrics, Elsevier (2019) View citations (6) (2019)
2011
- Autoregressions in Small Samples, Priors about Observables and Initial Conditions
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (15)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Working Paper Series, European Central Bank (2010) View citations (7)
2010
- Determinants of Economic Growth: Will Data Tell?
Working Papers, BBVA Bank, Economic Research Department View citations (149)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) View citations (6) Working Papers, FEDEA (2009) View citations (3) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1) Working Paper Series, European Central Bank (2008) View citations (33)
See also Journal Article Determinants of Economic Growth: Will Data Tell?, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (150) (2010)
- Imposing parsimony in cross-country growth regressions
Working Paper Series, European Central Bank
2008
- House Prices and the stance of Monetary Policy
Working Paper Series, European Central Bank View citations (115)
See also Journal Article House prices and the stance of monetary policy, Review, Federal Reserve Bank of St. Louis (2008) View citations (188) (2008)
- Responses to monetary policy shocks in the east and the west of Europe: a comparison
Working Paper Series, European Central Bank View citations (2)
Also in CASE Network Studies and Analyses, CASE-Center for Social and Economic Research (2004) View citations (14) Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2006) View citations (4)
See also Journal Article Responses to monetary policy shocks in the east and the west of Europe: a comparison, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (87) (2010)
Journal Articles
2024
- Estimating the Fed’s unconventional policy shocks
Journal of Monetary Economics, 2024, 144, (C)
See also Working Paper Estimating the Fed’s Unconventional Policy Shocks, Working Paper Series (2021) View citations (2) (2021)
2023
- Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World
International Journal of Central Banking, 2023, 19, (2), 95-144 View citations (4)
2022
- Central bank information effects and transatlantic spillovers
Journal of International Economics, 2022, 139, (C) View citations (2)
See also Working Paper Central bank information effects and transatlantic spillovers, Working Paper Series (2020) View citations (1) (2020)
2021
- Making waves – Fed spillovers are stronger and more encompassing than the ECB’s
Research Bulletin, 2021, 83 View citations (1)
2020
- Deconstructing Monetary Policy Surprises—The Role of Information Shocks
American Economic Journal: Macroeconomics, 2020, 12, (2), 1-43 View citations (500)
See also Working Paper Deconstructing Monetary Policy Surprises - The Role of Information Shocks, CEPR Discussion Papers (2018) View citations (116) (2018)
- Vulnerable growth in the euro area: Measuring the financial conditions
Economics Letters, 2020, 191, (C) View citations (36)
See also Working Paper Vulnerable growth in the Euro Area: Measuring the financial conditions, Working Paper Series (2020) View citations (37) (2020)
2019
- Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union
European Journal of Political Economy, 2019, 57, (C), 22-33 View citations (20)
See also Working Paper Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union, Working Paper Series (2016) View citations (17) (2016)
- Missing Disinflation and Missing Inflation: A VAR Perspective
International Journal of Central Banking, 2019, 15, (1), 199-232 View citations (53)
See also Working Paper Missing disinflation and missing inflation: the puzzles that aren't, Working Paper Series (2017) View citations (42) (2017)
- Priors about observables in vector autoregressions
Journal of Econometrics, 2019, 209, (2), 238-255 View citations (6)
See also Working Paper Priors about Observables in Vector Autoregressions, Working Papers (2013) View citations (1) (2013)
2018
- An Inflation‐Predicting Measure of the Output Gap in the Euro Area
Journal of Money, Credit and Banking, 2018, 50, (6), 1189-1224 View citations (84)
See also Working Paper An inflation-predicting measure of the output gap in the euro area, Working Paper Series (2016) View citations (16) (2016)
- Monetary-fiscal interactions and the euro area's malaise
Journal of International Economics, 2018, 112, (C), 251-266 View citations (5)
See also Chapter Monetary-Fiscal Interactions and the Euro Area’s Malaise, NBER Chapters, 2017 (2017) View citations (3) (2017) Working Paper Monetary-Fiscal Interactions and the Euro Area's Malaise, NBER Working Papers (2017) View citations (2) (2017)
- The macroeconomic impact of news about policy and news about the economy in ECB announcements
Research Bulletin, 2018, 50 View citations (2)
2017
- Granger Causal Priority and Choice of Variables in Vector Autoregressions
The Review of Economics and Statistics, 2017, 99, (2), 319-329 View citations (7)
See also Working Paper Granger-Causal-Priority and Choice of Variables in Vector Autoregressions, CEPR Discussion Papers (2013) View citations (6) (2013)
- Missing disinflation and missing inflation
Research Bulletin, 2017, 30 View citations (41)
- Monetary-fiscal interactions and the euro area’s vulnerability
Research Bulletin, 2017, 36 View citations (1)
2016
- How large is the output gap in the euro area
Research Bulletin, 2016, 24 View citations (2)
2015
- A note on implementing the Durbin and Koopman simulation smoother
Computational Statistics & Data Analysis, 2015, 91, (C), 1-3 View citations (6)
See also Working Paper A note on implementing the Durbin and Koopman simulation smoother, Working Paper Series (2015) View citations (6) (2015)
2014
- Choosing variables in macroeconomic modelling
Research Bulletin, 2014, 20, 5-8
2010
- Conditional forecasts and uncertainty about forecast revisions in vector autoregressions
Economics Letters, 2010, 108, (3), 257-259 View citations (12)
- Determinants of Economic Growth: Will Data Tell?
American Economic Journal: Macroeconomics, 2010, 2, (4), 222-46 View citations (150)
See also Working Paper Determinants of Economic Growth: Will Data Tell?, Working Papers (2010) View citations (149) (2010)
- Responses to monetary policy shocks in the east and the west of Europe: a comparison
Journal of Applied Econometrics, 2010, 25, (5), 833-868 View citations (87)
See also Working Paper Responses to monetary policy shocks in the east and the west of Europe: a comparison, Working Paper Series (2008) View citations (2) (2008)
2008
- House prices and the stance of monetary policy
Review, 2008, 90, (Jul), 339-366 View citations (188)
See also Working Paper House Prices and the stance of Monetary Policy, Working Paper Series (2008) View citations (115) (2008)
1999
- Inflationary Consequences of Devaluation Crises in Russia and Ukraine
Voprosy Ekonomiki, 1999, 8
Chapters
2017
- Monetary-Fiscal Interactions and the Euro Area’s Malaise
A chapter in NBER International Seminar on Macroeconomics 2017, 2017 View citations (3)
See also Journal Article Monetary-fiscal interactions and the euro area's malaise, Elsevier (2018) View citations (5) (2018) Working Paper Monetary-Fiscal Interactions and the Euro Area's Malaise, National Bureau of Economic Research, Inc (2017) View citations (2) (2017)
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