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Details about Michał Rubaszek

E-mail:
Homepage:http://web.sgh.waw.pl/~mrubas
Workplace:Instytut Ekonometrii (Institute of Econometrics), Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)
Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)

Access statistics for papers by Michał Rubaszek.

Last updated 2021-10-28. Update your information in the RePEc Author Service.

Short-id: pru76


Jump to Journal Articles Chapters

Working Papers

2020

  1. Common factors and the dynamics of cereal prices. A forecasting perspective
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
  2. The predictive power of equilibrium exchange rate models
    Working Paper Series, European Central Bank Downloads View citations (5)

2019

  1. Are flexible working hours helpful in stabilizing unemployment?
    Research Discussion Papers, Bank of Finland Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2019) Downloads

    See also Journal Article in European Economic Review (2021)
  2. Forecasting crude oil prices with DSGE models
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    See also Journal Article in International Journal of Forecasting (2021)

2018

  1. Does the foreign sector help forecast domestic variables in DSGE models?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (6)
    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)
  2. Exchange rate forecasting on a napkin
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    Also in Working Paper Series, European Central Bank (2018) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (2020)

2017

  1. Does rental housing market stabilize the economy? A micro and macro perspective
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads View citations (1)
    See also Journal Article in Empirical Economics (2020)
  2. Exchange rate forecasting with DSGE models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (24)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (8)

    See also Journal Article in Journal of International Economics (2017)
  3. Reforming housing rental market in a life-cycle model
    Working Papers, Warsaw School of Economics, Collegium of Economic Analysis Downloads
  4. The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations
    ERES, European Real Estate Society (ERES) Downloads

2015

  1. On the importance of the dual labour market for a country within a monetary union
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  2. Real exchange rate forecasting and ppp: this time the random walk loses
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    See also Journal Article in Open Economies Review (2016)

2014

  1. Forecasting with DSGE models with financial frictions
    Dynare Working Papers, CEPREMAP Downloads View citations (18)
    Also in EcoMod2013, EcoMod (2013) Downloads View citations (18)

    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)

2013

  1. Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
    Working Paper Series, European Central Bank Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads View citations (2)

    See also Journal Article in Open Economies Review (2016)

2012

  1. Bayesian analysis of recursive SVAR models with overidentifying restrictions
    Working Paper Series, European Central Bank Downloads View citations (6)
  2. Determinants of credit to households in a life-cycle model
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2011) Downloads View citations (4)

2011

  1. Forecasting the Polish zloty with non-linear models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2010)
  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. Predictivistic Bayesian Forecasting System
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)

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 (34)
    See also Journal Article in Emerging Markets Review (2010)
  2. The Role of Two Interest Rates in the Intertemporal CA Model
    EcoMod2010, EcoMod Downloads

2009

  1. Putting the New Keynesian DSGE model to the real-time forecasting test
    Working Paper Series, European Central Bank Downloads View citations (17)
    See also Journal Article in Journal of Money, Credit and Banking (2012)

2008

  1. Economic convergence and the fundamental equilibrium exchange rate in Poland
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Bank i Kredyt (2009)
  2. On the empirical evidence of the intertemporal current account model for the euro area countries
    Working Paper Series, European Central Bank Downloads View citations (15)
    See also Journal Article in Review of Development Economics (2012)

2007

  1. Can a simple DSGE model outperform Professional Forecasters?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    Also in Working Papers, Department of Applied Econometrics, Warsaw School of Economics (2007) Downloads View citations (1)

2005

  1. ECMOD Model of the Polish Economy
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)
  2. Fundamental equilibrium exchange rate for the Polish zloty
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (1)

2004

  1. Development of the trade links between Poland and the European Union in the years 1992–2002
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)

2002

  1. Modeling Fundamentals for Forecasting Portfolio Inflows to Poland
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads

Journal Articles

2021

  1. A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure
    Bank i Kredyt, 2021, 52, (3), 253-266 Downloads
  2. Do flexible working hours amplify or stabilize unemployment fluctuations?
    European Economic Review, 2021, 131, (C) Downloads View citations (1)
    See also Working Paper (2019)
  3. Forecasting Commodity Prices: Looking for a Benchmark
    Forecasting, 2021, 3, (2), 1-13 Downloads
  4. Forecasting crude oil prices with DSGE models
    International Journal of Forecasting, 2021, 37, (2), 531-546 Downloads View citations (1)
    See also Working Paper (2019)
  5. Housing Tenure Preferences among Students from Two Polish Universities
    Real Estate Management and Valuation, 2021, 29, (2), 71-83 Downloads
  6. The role of oil price uncertainty shocks on oil-exporting countries
    Energy Economics, 2021, 93, (C) Downloads View citations (2)

2020

  1. Does the rental housing market stabilize the economy? A micro and macro perspective
    Empirical Economics, 2020, 59, (1), 233-257 Downloads View citations (3)
    See also Working Paper (2017)
  2. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
    Economics Letters, 2020, 186, (C) Downloads View citations (6)
  3. Exchange rate forecasting on a napkin
    Journal of International Money and Finance, 2020, 104, (C) Downloads View citations (3)
    See also Working Paper (2018)
  4. Forecasting the Yield Curve for Poland
    Econometric Research in Finance, 2020, 5, (2), 103-117 Downloads
  5. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective
    Resources Policy, 2020, 65, (C) Downloads View citations (2)
  6. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 20 Downloads View citations (1)
  7. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis
    Energy Economics, 2020, 87, (C) Downloads View citations (2)

2019

  1. Private rental housing market underdevelopment: life cycle model simulations for Poland
    Baltic Journal of Economics, 2019, 19, (2), 334-358 Downloads View citations (2)

2018

  1. Does the foreign sector help forecast domestic variables in DSGE models?
    International Journal of Forecasting, 2018, 34, (4), 809-821 Downloads View citations (5)
    See also Working Paper (2018)
  2. The Size of the Rental Market and Housing Market Fluctuations
    Open Economies Review, 2018, 29, (2), 261-281 Downloads View citations (7)

2017

  1. Exchange rate forecasting with DSGE models
    Journal of International Economics, 2017, 107, (C), 127-146 Downloads View citations (26)
    See also Working Paper (2017)
  2. Preferencje Polaków dotyczące struktury własnościowej mieszkań: opis wyników ankiety
    Bank i Kredyt, 2017, 48, (2), 197-234 Downloads View citations (4)
  3. What Determines the Current Account: Intratemporal versus Intertemporal Factors
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (1), 2-14 Downloads View citations (6)

2016

  1. Forecasting the Yield Curve With Macroeconomic Variables
    Econometric Research in Finance, 2016, 1, (1), 1-21 Downloads View citations (3)
  2. Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses
    Open Economies Review, 2016, 27, (3), 585-609 Downloads View citations (13)
    See also Working Paper (2015)
    Working Paper (2013)
  3. The effect of ageing on the European economies in a life-cycle model
    Economic Modelling, 2016, 52, (PA), 50-57 Downloads View citations (4)
  4. The potential effects of labour market duality for countries in a monetary union
    International Labour Review, 2016, 155, (4), 509-534 Downloads View citations (1)

2015

  1. Bayesian forecasting of real exchange rates with a Dornbusch prior
    Economic Modelling, 2015, 46, (C), 53-60 Downloads View citations (5)
  2. Forecasting using DSGE models with financial frictions
    International Journal of Forecasting, 2015, 31, (1), 1-19 Downloads View citations (17)
    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 (8)
    See also Working Paper (2014)

2014

  1. Determinants of credit to households: An approach using the life-cycle model
    Economic Systems, 2014, 38, (4), 572-587 Downloads View citations (10)

2013

  1. MONETARY POLICY IN A NON-REPRESENTATIVE AGENT ECONOMY: A SURVEY
    Journal of Economic Surveys, 2013, 27, (4), 641-669 Downloads View citations (6)
    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. Mortgage down-payment and welfare in a life-cycle model
    Bank i Kredyt, 2012, 43, (4), 5-28 Downloads View citations (9)
  3. On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries
    Review of Development Economics, 2012, 16, (1), 95-106 Downloads View citations (14)
    See also Working Paper (2008)
  4. 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 (32)
    Also in Journal of Money, Credit and Banking, 2012, 44, (7), 1301-1324 (2012) Downloads View citations (3)

    See also Working Paper (2009)
  5. THE ROLE OF TWO INTEREST RATES IN THE INTERTEMPORAL CURRENT ACCOUNT MODEL
    Macroeconomic Dynamics, 2012, 16, (S2), 176-189 Downloads View citations (2)

2010

  1. 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 (28)
    See also Working Paper (2010)
  2. Forecasting the Polish Zloty with Non-Linear Models
    Central European Journal of Economic Modelling and Econometrics, 2010, 2, (2), 151-167 Downloads View citations (1)
    See also Working Paper (2011)

2009

  1. Economic convergence and the fundamental equilibrium exchange rate in Poland
    Bank i Kredyt, 2009, 40, (1), 7-22 Downloads View citations (7)
    See also Working Paper (2008)
  2. Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe
    International Review of Financial Analysis, 2009, 18, (5), 277-284 Downloads View citations (9)

2008

  1. On the forecasting performance of a small-scale DSGE model
    International Journal of Forecasting, 2008, 24, (3), 498-512 Downloads View citations (57)

2004

  1. A Model of Balance of Payments Equilibrium Exchange Rate
    Eastern European Economics, 2004, 42, (3), 5-22 Downloads View citations (10)

Chapters

2016

  1. EU structural policies and euro adoption in CEE countries
    Chapter 9 in Boosting European Competitiveness, 2016, pp 97-110 Downloads

2011

  1. The role of the exchange rate in monetary policy in Poland
    A chapter in Capital flows, commodity price movements and foreign exchange intervention, 2011, vol. 57, pp 285-295 Downloads View citations (4)
 
Page updated 2021-12-05