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Details about Marek Jarociński

Homepage:https://marekjarocinski.github.io
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Marek Jarociński.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pja165


Jump to Journal Articles Chapters

Working Papers

2023

  1. Global spillovers from multi-dimensional US monetary policy
    Working Paper Series, European Central Bank Downloads
  2. The Layers of Inflation Persistence
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2021

  1. Estimating the Fed’s Unconventional Policy Shocks
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article Estimating the Fed’s unconventional policy shocks, Journal of Monetary Economics, Elsevier (2024) Downloads (2024)
  2. Making waves: Monetary policy and its asymmetric spillovers in a globalised world
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2020

  1. Central bank information effects and transatlantic spillovers
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article Central bank information effects and transatlantic spillovers, Journal of International Economics, Elsevier (2022) Downloads View citations (2) (2022)
  2. Monetary policy and its transmission in a globalised world
    Working Paper Series, European Central Bank Downloads View citations (28)
  3. Vulnerable growth in the Euro Area: Measuring the financial conditions
    Working Paper Series, European Central Bank Downloads View citations (37)
    See also Journal Article Vulnerable growth in the euro area: Measuring the financial conditions, Economics Letters, Elsevier (2020) Downloads View citations (36) (2020)

2018

  1. Deconstructing Monetary Policy Surprises - The Role of Information Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (116)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (2)
    Working Paper Series, European Central Bank (2018) Downloads View citations (54)

    See also Journal Article Deconstructing Monetary Policy Surprises—The Role of Information Shocks, American Economic Journal: Macroeconomics, American Economic Association (2020) Downloads View citations (500) (2020)

2017

  1. Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  2. Missing disinflation and missing inflation: the puzzles that aren't
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (53) (2019)
  3. Monetary-Fiscal Interactions and the Euro Area's Malaise
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (8)
    Working Paper Series, European Central Bank (2017) Downloads View citations (2)

    See also Journal Article Monetary-fiscal interactions and the euro area's malaise, Journal of International Economics, Elsevier (2018) Downloads 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

  1. An inflation-predicting measure of the output gap in the euro area
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (84) (2018)
  2. Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union
    Working Paper Series, European Central Bank Downloads View citations (17)
    See also Journal Article Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union, European Journal of Political Economy, Elsevier (2019) Downloads View citations (20) (2019)

2015

  1. A note on implementing the Durbin and Koopman simulation smoother
    Working Paper Series, European Central Bank Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads

    See also Journal Article A note on implementing the Durbin and Koopman simulation smoother, Computational Statistics & Data Analysis, Elsevier (2015) Downloads View citations (6) (2015)

2014

  1. Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    Working Papers, Barcelona School of Economics Downloads

2013

  1. Granger-Causal-Priority and Choice of Variables in Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2013) Downloads 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) Downloads View citations (7) (2017)
  2. Online Appendix to "Priors about Observables in Vector Autoregressions"
    Working Papers, Barcelona School of Economics Downloads 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) Downloads View citations (1)
  3. Priors about Observables in Vector Autoregressions
    Working Papers, Barcelona School of Economics Downloads 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) Downloads View citations (1)

    See also Journal Article Priors about observables in vector autoregressions, Journal of Econometrics, Elsevier (2019) Downloads View citations (6) (2019)

2011

  1. Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (15)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads
    Working Paper Series, European Central Bank (2010) Downloads View citations (7)

2010

  1. Determinants of Economic Growth: Will Data Tell?
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (149)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2009) Downloads View citations (6)
    Working Papers, FEDEA (2009) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (1)
    Working Paper Series, European Central Bank (2008) Downloads View citations (33)

    See also Journal Article Determinants of Economic Growth: Will Data Tell?, American Economic Journal: Macroeconomics, American Economic Association (2010) Downloads View citations (150) (2010)
  2. Imposing parsimony in cross-country growth regressions
    Working Paper Series, European Central Bank Downloads

2008

  1. House Prices and the stance of Monetary Policy
    Working Paper Series, European Central Bank Downloads View citations (115)
    See also Journal Article House prices and the stance of monetary policy, Review, Federal Reserve Bank of St. Louis (2008) Downloads View citations (188) (2008)
  2. Responses to monetary policy shocks in the east and the west of Europe: a comparison
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in CASE Network Studies and Analyses, CASE-Center for Social and Economic Research (2004) Downloads View citations (14)
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2006) Downloads 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) Downloads View citations (87) (2010)

Journal Articles

2024

  1. Estimating the Fed’s unconventional policy shocks
    Journal of Monetary Economics, 2024, 144, (C) Downloads
    See also Working Paper Estimating the Fed’s Unconventional Policy Shocks, Working Paper Series (2021) Downloads View citations (2) (2021)

2023

  1. Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World
    International Journal of Central Banking, 2023, 19, (2), 95-144 Downloads View citations (4)

2022

  1. Central bank information effects and transatlantic spillovers
    Journal of International Economics, 2022, 139, (C) Downloads View citations (2)
    See also Working Paper Central bank information effects and transatlantic spillovers, Working Paper Series (2020) Downloads View citations (1) (2020)

2021

  1. Making waves – Fed spillovers are stronger and more encompassing than the ECB’s
    Research Bulletin, 2021, 83 Downloads View citations (1)

2020

  1. Deconstructing Monetary Policy Surprises—The Role of Information Shocks
    American Economic Journal: Macroeconomics, 2020, 12, (2), 1-43 Downloads View citations (500)
    See also Working Paper Deconstructing Monetary Policy Surprises - The Role of Information Shocks, CEPR Discussion Papers (2018) Downloads View citations (116) (2018)
  2. Vulnerable growth in the euro area: Measuring the financial conditions
    Economics Letters, 2020, 191, (C) Downloads View citations (36)
    See also Working Paper Vulnerable growth in the Euro Area: Measuring the financial conditions, Working Paper Series (2020) Downloads View citations (37) (2020)

2019

  1. Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union
    European Journal of Political Economy, 2019, 57, (C), 22-33 Downloads View citations (20)
    See also Working Paper Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union, Working Paper Series (2016) Downloads View citations (17) (2016)
  2. Missing Disinflation and Missing Inflation: A VAR Perspective
    International Journal of Central Banking, 2019, 15, (1), 199-232 Downloads View citations (53)
    See also Working Paper Missing disinflation and missing inflation: the puzzles that aren't, Working Paper Series (2017) Downloads View citations (42) (2017)
  3. Priors about observables in vector autoregressions
    Journal of Econometrics, 2019, 209, (2), 238-255 Downloads View citations (6)
    See also Working Paper Priors about Observables in Vector Autoregressions, Working Papers (2013) Downloads View citations (1) (2013)

2018

  1. An Inflation‐Predicting Measure of the Output Gap in the Euro Area
    Journal of Money, Credit and Banking, 2018, 50, (6), 1189-1224 Downloads View citations (84)
    See also Working Paper An inflation-predicting measure of the output gap in the euro area, Working Paper Series (2016) Downloads View citations (16) (2016)
  2. Monetary-fiscal interactions and the euro area's malaise
    Journal of International Economics, 2018, 112, (C), 251-266 Downloads 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) Downloads View citations (2) (2017)
  3. The macroeconomic impact of news about policy and news about the economy in ECB announcements
    Research Bulletin, 2018, 50 Downloads View citations (2)

2017

  1. Granger Causal Priority and Choice of Variables in Vector Autoregressions
    The Review of Economics and Statistics, 2017, 99, (2), 319-329 Downloads View citations (7)
    See also Working Paper Granger-Causal-Priority and Choice of Variables in Vector Autoregressions, CEPR Discussion Papers (2013) Downloads View citations (6) (2013)
  2. Missing disinflation and missing inflation
    Research Bulletin, 2017, 30 Downloads View citations (41)
  3. Monetary-fiscal interactions and the euro area’s vulnerability
    Research Bulletin, 2017, 36 Downloads View citations (1)

2016

  1. How large is the output gap in the euro area
    Research Bulletin, 2016, 24 Downloads View citations (2)

2015

  1. A note on implementing the Durbin and Koopman simulation smoother
    Computational Statistics & Data Analysis, 2015, 91, (C), 1-3 Downloads View citations (6)
    See also Working Paper A note on implementing the Durbin and Koopman simulation smoother, Working Paper Series (2015) Downloads View citations (6) (2015)

2014

  1. Choosing variables in macroeconomic modelling
    Research Bulletin, 2014, 20, 5-8 Downloads

2010

  1. Conditional forecasts and uncertainty about forecast revisions in vector autoregressions
    Economics Letters, 2010, 108, (3), 257-259 Downloads View citations (12)
  2. Determinants of Economic Growth: Will Data Tell?
    American Economic Journal: Macroeconomics, 2010, 2, (4), 222-46 Downloads View citations (150)
    See also Working Paper Determinants of Economic Growth: Will Data Tell?, Working Papers (2010) Downloads View citations (149) (2010)
  3. Responses to monetary policy shocks in the east and the west of Europe: a comparison
    Journal of Applied Econometrics, 2010, 25, (5), 833-868 Downloads 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) Downloads View citations (2) (2008)

2008

  1. House prices and the stance of monetary policy
    Review, 2008, 90, (Jul), 339-366 Downloads View citations (188)
    See also Working Paper House Prices and the stance of Monetary Policy, Working Paper Series (2008) Downloads View citations (115) (2008)

1999

  1. Inflationary Consequences of Devaluation Crises in Russia and Ukraine
    Voprosy Ekonomiki, 1999, 8

Chapters

2017

  1. 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) Downloads View citations (5) (2018)
    Working Paper Monetary-Fiscal Interactions and the Euro Area's Malaise, National Bureau of Economic Research, Inc (2017) Downloads View citations (2) (2017)
 
Page updated 2025-01-06