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Details about Michal Brzoza-Brzezina

Homepage:http://web.sgh.waw.pl/~mbrzez
Phone:(+48) 22 653 15 74
Workplace:Narodowy Bank Polski (National Bank of Poland), (more information at EDIRC)
Katedra Ekonomii Ilościowej (Department of Quantitative Economics), Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)

Access statistics for papers by Michal Brzoza-Brzezina.

Last updated 2019-03-20. Update your information in the RePEc Author Service.

Short-id: pbr47


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Working Papers

2018

  1. Demographics, monetary policy and the zero lower bound
    2018 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2018) Downloads View citations (1)
  2. International confidence spillovers and business cycles in small open economies
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  3. Multi-period loans, occasionally binding constraints and Monetary policy: a quantitative evaluation
    Bank of England working papers, Bank of England Downloads
  4. The non-linear nature of country risk and its implications for DSGE models
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2016) Downloads View citations (1)

2017

  1. Could the boom-bust in the eurozone periphery have been prevented?
    GRAPE Working Papers, GRAPE Group for Research in Applied Economics Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2017) Downloads View citations (1)

    See also Journal Article in Journal of Common Market Studies (2019)
  2. Crisis, contagion and international policy spillovers under foreign ownership of banks
    GRAPE Working Papers, GRAPE Group for Research in Applied Economics Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2016) Downloads
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis (2016) Downloads
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads

    See also Journal Article in Journal of Financial Stability (2018)
  3. Monetary and macroprudential policy with foreign currency loans
    GRAPE Working Papers, GRAPE Group for Research in Applied Economics Downloads View citations (2)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads View citations (9)
    Working Paper Series, European Central Bank (2015) Downloads View citations (3)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (6)

    See also Journal Article in Journal of Macroeconomics (2017)

2016

  1. Is Poland at risk of the zero lower bound?
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis Downloads View citations (2)
    See also Journal Article in Bank i Kredyt (2016)
  2. The nonlinear nature of country risk
    EcoMod2016, EcoMod Downloads
  3. Why may large economies suffer more at the zero lower bound?
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2016) Downloads

    See also Journal Article in Applied Economics Letters (2016)

2015

  1. A penalty function approach to occasionally binding credit constraints
    EcoMod2015, EcoMod Downloads View citations (5)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2013) Downloads View citations (2)
    Dynare Working Papers, CEPREMAP (2013) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2015)

2014

  1. Can interest rate spreads stabilize the euro area?
    EcoMod2014, EcoMod Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads

    See also Journal Article in Applied Economics (2015)
  2. Monetary and macroprudential policy with multi-period loans
    Working Paper, Norges Bank Downloads View citations (17)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads View citations (11)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (3)

2013

  1. Bayesian evaluation of DSGE models with financial frictions
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads View citations (20)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads View citations (4)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  2. Macroprudential policy and imbalances in the euro area
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (11)

    See also Journal Article in Journal of International Money and Finance (2015)
  3. Would it have paid to be in the eurozone?
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads View citations (5)

    See also Journal Article in Economic Modelling (2014)

2012

  1. Competitiveness and external imbalances within the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (9)
  2. How forward looking are central banks? Some evidence from their forecasts
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    See also Journal Article in Applied Economics Letters (2013)
  3. Measuring the Natural Yield Curve
    EcoMod2012, EcoMod Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads

    See also Journal Article in Applied Economics (2014)

2011

  1. Can we prevent boom-bust cycles during euro area accession?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (11)

    See also Journal Article in Open Economies Review (2014)
  2. Monetary policy in a non-representative agent economy: A survey
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    See also Journal Article in Journal of Economic Surveys (2013)
  3. The anatomy of standard DSGE models with financial frictions
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2010

  1. Credit Crunch in a Small Open Economy
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (14)

    See also Journal Article in Journal of International Money and Finance (2011)
  2. Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?
    Working Paper Series, European Central Bank Downloads View citations (26)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (27)

2009

  1. Estimating pure inflation in the Polish economy
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads View citations (4)

2008

  1. Mr. Wicksell and the global economy: What drives real interest rates?
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2007) Downloads View citations (4)
  2. The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2008) Downloads View citations (6)

2007

  1. Downward nominal wage rigidity in Poland
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (2)

2005

  1. Lending Booms in Europe’s Periphery: South-Western Lessons for Central-Eastern Members
    Macroeconomics, University Library of Munich, Germany Downloads View citations (13)
  2. Lending booms in the new EU Member States: will euro adoption matter?
    Working Paper Series, European Central Bank Downloads View citations (26)

2004

  1. Designing Poland's Macroeconomic Strategy on the Way to the Euro Area
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) Downloads View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2004) Downloads
  2. The Information Content of the Natural Rate of Interest: The Case of Poland
    Macroeconomics, University Library of Munich, Germany Downloads View citations (4)

2003

  1. Estimating the Natural Rate of Interest: A SVAR Approach
    Macroeconomics, University Library of Munich, Germany Downloads View citations (9)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2002) Downloads View citations (6)
  2. Exchange Rate Regimes and Poland's Participation in ERM II
    Macroeconomics, University Library of Munich, Germany Downloads View citations (13)

2002

  1. The Relationship between Real Interest Rates and Inflation
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (3)

Journal Articles

2019

  1. Could the Boom‐Bust in the Eurozone Periphery Have Been Prevented?
    Journal of Common Market Studies, 2019, 57, (2), 336-352 Downloads
    See also Working Paper (2017)

2018

  1. Crisis, contagion and international policy spillovers under foreign ownership of banks
    Journal of Financial Stability, 2018, 36, (C), 293-304 Downloads
    See also Working Paper (2017)

2017

  1. Monetary and macroprudential policy with foreign currency loans
    Journal of Macroeconomics, 2017, 54, (PB), 352-372 Downloads View citations (2)
    See also Working Paper (2017)

2016

  1. Amplification of shocks at the zero lower bound in a small open and large closed economy
    Applied Economics Letters, 2016, 23, (14), 1029-1033 Downloads View citations (1)
    See also Working Paper (2016)
  2. Is Poland at risk of the zero lower bound?
    Bank i Kredyt, 2016, 47, (3), 195-226 Downloads View citations (2)
    See also Working Paper (2016)

2015

  1. A penalty function approach to occasionally binding credit constraints
    Economic Modelling, 2015, 51, (C), 315-327 Downloads View citations (5)
    See also Working Paper (2015)
  2. Can interest rate spreads stabilize the euro area?
    Applied Economics, 2015, 47, (34-35), 3696-3709 Downloads
    See also Working Paper (2014)
  3. Macroprudential policy and imbalances in the euro area
    Journal of International Money and Finance, 2015, 51, (C), 137-154 Downloads View citations (37)
    See also Working Paper (2013)

2014

  1. Can We Prevent Boom-Bust Cycles During Euro Area Accession?
    Open Economies Review, 2014, 25, (1), 35-69 Downloads View citations (19)
    See also Working Paper (2011)
  2. Financial Frictions and Macroprudential Policy
    International Journal of Central Banking, 2014, 10, (2), 249-261 Downloads View citations (2)
  3. Measuring the natural yield curve
    Applied Economics, 2014, 46, (17), 2052-2065 Downloads View citations (2)
    See also Working Paper (2012)
  4. Would it have paid to be in the eurozone?
    Economic Modelling, 2014, 41, (C), 66-79 Downloads View citations (5)
    See also Working Paper (2013)

2013

  1. Bayesian Evaluation of DSGE Models with Financial Frictions
    Journal of Money, Credit and Banking, 2013, 45, (8), 1451-1476 Downloads View citations (20)
    See also Working Paper (2013)
  2. How forward-looking are central banks? Some evidence from their forecasts
    Applied Economics Letters, 2013, 20, (2), 142-146 Downloads View citations (3)
    See also Working Paper (2012)
  3. MONETARY POLICY IN A NON-REPRESENTATIVE AGENT ECONOMY: A SURVEY
    Journal of Economic Surveys, 2013, 27, (4), 641-669 Downloads View citations (3)
    See also Working Paper (2011)
  4. The anatomy of standard DSGE models with financial frictions
    Journal of Economic Dynamics and Control, 2013, 37, (1), 32-51 Downloads View citations (39)
    See also Working Paper (2011)

2011

  1. Credit crunch in a small open economy
    Journal of International Money and Finance, 2011, 30, (7), 1406-1428 Downloads View citations (27)
    See also Working Paper (2010)

2009

  1. Bezwzględna stopa inflacji w gospodarce polskiej
    Gospodarka Narodowa, 2009, (9), 1-21 Downloads
 
Page updated 2019-03-22