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Details about Marcin Kolasa

E-mail:
Homepage:http://web.sgh.waw.pl/~mkolas/index_en.html
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 Marcin Kolasa.

Last updated 2018-12-13. Update your information in the RePEc Author Service.

Short-id: pko253


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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. Does the foreign sector help forecast domestic variables in DSGE models?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    Also in EcoMod2016, EcoMod (2016) Downloads View citations (2)
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis (2016) Downloads View citations (3)

    See also Journal Article in International Journal of Forecasting (2018)
  3. Equilibrium foreign currency mortgages
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    Also in Working Papers, Warsaw School of Economics, Collegium of Economic Analysis (2016) Downloads View citations (3)
  4. International spillovers of quantitative easing
    Working Paper Series, European Central Bank Downloads
  5. Multi-period loans, occasionally binding constraints and Monetary policy: a quantitative evaluation
    Bank of England working papers, Bank of England Downloads

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)
  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. Exchange rate forecasting with DSGE models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (7)

    See also Journal Article in Journal of International Economics (2017)
  4. 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. On the limits of macroprudential policy
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2016) Downloads View citations (1)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads

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. Forecasting with DSGE models with financial frictions
    Dynare Working Papers, CEPREMAP Downloads View citations (5)
    Also in EcoMod2013, EcoMod (2013) Downloads View citations (9)

    See also Journal Article in International Journal of Forecasting (2015)
  2. How frequently should we re-estimate DSGE models?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    See also Journal Article in International Journal of Central Banking (2015)
  3. Monetary and macroprudential policy with multi-period loans
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Working Paper, Norges Bank (2014) Downloads View citations (17)
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads View citations (11)
  4. Poland’s exceptional performance during the world economic crisis: New growth accounting evidence
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (4)
    See also Journal Article in Post-Communist Economies (2018)

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. Business cycles in EU new member states: How and why are they different?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
    See also Journal Article in Journal of Macroeconomics (2013)
  3. Global identification of linearized DSGE models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (9)
    See also Journal Article in Quantitative Economics (2018)
  4. 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)

2012

  1. Assessing macro-financial linkages: A model comparison exercise
    Discussion Papers, Deutsche Bundesbank Downloads View citations (7)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads View citations (8)

    See also Journal Article in Economic Modelling (2013)

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. Financial frictions and optimal monetary policy in an open economy
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2011) Downloads View citations (16)

    See also Journal Article in International Journal of Central Banking (2014)
  3. 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)
  4. Predictivistic Bayesian Forecasting System
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  5. 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. Firms in the great global recession: The role of foreign ownership and financial dependence
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (27)
    See also Journal Article in Emerging Markets Review (2010)
  2. Real convergence and its illusions
    Working Paper Series, European Central Bank Downloads View citations (9)
    Also in EcoMod2010, EcoMod Downloads

    See also Journal Article in Economic Modelling (2014)

2009

  1. FDI and productivity convergence in central and eastern Europe: an industry-level investigation
    Working Paper Series, European Central Bank Downloads View citations (17)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)
  2. Putting the New Keynesian DSGE model to the real-time forecasting test
    Working Paper Series, European Central Bank Downloads View citations (16)
    See also Journal Article in Journal of Money, Credit and Banking (2012)
  3. The new macroeconometric model of the Polish economy
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (6)

2008

  1. Internationalization and economic performance of enterprises: evidence from firm-level data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2008) Downloads View citations (16)

    See also Journal Article in The World Economy (2011)
  2. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2008) Downloads View citations (3)

    See also Journal Article in Economic Modelling (2009)

2007

  1. How does FDI inflow affect productivity of domestic firms? The role of horizontal and vertical spillovers, absorptive capacity and competition
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2007) Downloads View citations (11)

    See also Journal Article in The Journal of International Trade & Economic Development (2008)

2005

  1. ECMOD Model of the Polish Economy
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
  2. What drives productivity growth in the new EU member states? The case of Poland
    Working Paper Series, European Central Bank Downloads View citations (7)

2004

  1. Estimating the output gap in the Polish economy: the VECM approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

Journal Articles

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)
  2. Does the foreign sector help forecast domestic variables in DSGE models?
    International Journal of Forecasting, 2018, 34, (4), 809-821 Downloads
    See also Working Paper (2018)
  3. Global identification of linearized DSGE models
    Quantitative Economics, 2018, 9, (3), 1243-1263 Downloads
    See also Working Paper (2013)
  4. Poland’s uninterrupted growth performance: new growth accounting evidence
    Post-Communist Economies, 2018, 30, (2), 238-272 Downloads
    See also Working Paper (2014)

2017

  1. Exchange rate forecasting with DSGE models
    Journal of International Economics, 2017, 107, (C), 127-146 Downloads View citations (12)
    See also Working Paper (2017)
  2. 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. 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. Forecasting using DSGE models with financial frictions
    International Journal of Forecasting, 2015, 31, (1), 1-19 Downloads View citations (9)
    See also Working Paper (2014)
  3. How Frequently Should We Reestimate DSGE Models?
    International Journal of Central Banking, 2015, 11, (4), 279-305 Downloads View citations (4)
    See also Working Paper (2014)
  4. 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 Optimal Monetary Policy in an Open Economy
    International Journal of Central Banking, 2014, 10, (1), 43-94 Downloads View citations (22)
    See also Working Paper (2011)
  3. Real convergence and its illusions
    Economic Modelling, 2014, 37, (C), 79-88 Downloads View citations (1)
    See also Working Paper (2010)

2013

  1. Assessing macro-financial linkages: A model comparison exercise
    Economic Modelling, 2013, 31, (C), 253-264 Downloads View citations (15)
    See also Working Paper (2012)
  2. 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)
  3. Business cycles in EU new member states: How and why are they different?
    Journal of Macroeconomics, 2013, 38, (PB), 487-496 Downloads View citations (11)
    See also Working Paper (2013)
  4. 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)
  5. 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)

2012

  1. A Bayesian method of combining judgmental and model-based density forecasts
    Economic Modelling, 2012, 29, (4), 1349-1355 Downloads View citations (4)
  2. Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test
    Journal of Money, Credit and Banking, 2012, 44, (7), 1301-1324 Downloads View citations (20)
    See also Working Paper (2009)

2011

  1. Internationalisation and Economic Performance of Enterprises: Evidence from Polish Firm‐level Data
    The World Economy, 2011, 34, (1), 74-100 View citations (17)
    See also Working Paper (2008)

2010

  1. FDI and productivity convergence in Central and Eastern Europe: an industry-level investigation
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 145, (4), 689-712 Downloads View citations (28)
    See also Working Paper (2009)
  2. Firms in the great global recession: The role of foreign ownership and financial dependence
    Emerging Markets Review, 2010, 11, (4), 341-357 Downloads View citations (21)
    See also Working Paper (2010)

2009

  1. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    Economic Modelling, 2009, 26, (6), 1245-1269 Downloads View citations (41)
    See also Working Paper (2008)

2008

  1. How does FDI inflow affect productivity of domestic firms? The role of horizontal and vertical spillovers, absorptive capacity and competition
    The Journal of International Trade & Economic Development, 2008, 17, (1), 155-173 Downloads View citations (45)
    See also Working Paper (2007)
  2. Productivity, innovation and convergence in Poland
    The Economics of Transition, 2008, 16, (3), 467-501 Downloads View citations (14)

2007

  1. Comparing the Growth Performance of the New EU Countries
    Eastern European Economics, 2007, 45, (5), 55-68 Downloads

Chapters

2007

  1. How do FDI Inflows Affect the Productivity of Domestic Firms? The Role of Horizontal and Vertical Spillovers, Absorptive Capacity and Competition
    Chapter 5 in Foreign Direct Investment in Europe, 2007 Downloads View citations (2)
 
Page updated 2019-03-22