Details about Karol Szafranek

Access statistics for papers by Karol Szafranek.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: psz65

Working Papers

2024

1. The European energy crisis and the US natural gas market dynamics. A structural VAR investigation
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis

2023

2. E-commerce and price setting: evidence from Europe
   Occasional Paper Series, European Central Bank View citations (2)
3. Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR
   NBP Working Papers, Narodowy Bank Polski
   See also Journal Article Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR, International Review of Economics & Finance, Elsevier (2024) View citations (1) (2024)
4. Monetary policy transmission mechanism in Poland What do we know in 2023?
   NBP Working Papers, Narodowy Bank Polski View citations (1)
5. Price setting during the coronavirus (COVID-19) pandemic
   Occasional Paper Series, European Central Bank
6. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis
   See also Journal Article The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, Energy Economics, Elsevier (2024) (2024)

2022

7. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis View citations (3)
   See also Journal Article Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2024) View citations (3) (2024)

2017

8. Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks
   NBP Working Papers, Narodowy Bank Polski View citations (4)
   See also Journal Article Bagged neural networks for forecasting Polish (low) inflation, International Journal of Forecasting, Elsevier (2019) View citations (14) (2019)
9. Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches
   NBP Working Papers, Narodowy Bank Polski View citations (3)
   Also in EcoMod2017, EcoMod (2017)
   See also Journal Article Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach, Emerging Markets Finance and Trade, Taylor & Francis Journals (2019) View citations (8) (2019)

2016

10. Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective
    NBP Working Papers, Narodowy Bank Polski View citations (1)
    See also Journal Article Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy, Economic Modelling, Elsevier (2017) View citations (22) (2017)

2015

11. Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH
    EcoMod2015, EcoMod View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski (2015) View citations (1)
12. Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies
    NBP Working Papers, Narodowy Bank Polski View citations (2)
    See also Journal Article Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies, Eastern European Economics, Taylor & Francis Journals (2016) View citations (14) (2016)

Journal Articles

2024

1. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis
   Studies in Nonlinear Dynamics & Econometrics, 2024, 28, (3), 507-530 View citations (3)
   See also Working Paper Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis, KAE Working Papers (2022) View citations (3) (2022)
2. Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR
   International Review of Economics & Finance, 2024, 93, (PA), 789-810 View citations (1)
   See also Working Paper Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR, NBP Working Papers (2023) (2023)
3. Online food prices and shocks to product availability since Covid-19
   Applied Economics Letters, 2024, 31, (16), 1528-1534
4. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
   Energy Economics, 2024, 137, (C)
   See also Working Paper The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, KAE Working Papers (2023) (2023)

2023

5. How immune is the connectedness of European natural gas markets to exceptional shocks?
   Resources Policy, 2023, 85, (PA) View citations (5)
6. Nowcasting food inflation with a massive amount of online prices
   International Journal of Forecasting, 2023, 39, (2), 809-826 View citations (12)

2022

7. Are European natural gas markets connected? A time-varying spillovers analysis
   Resources Policy, 2022, 79, (C) View citations (7)

2021

8. A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure
   Bank i Kredyt, 2021, 52, (3), 253-266 View citations (2)
9. Disentangling the sources of inflation synchronization. Evidence from a large panel dataset
   International Review of Economics & Finance, 2021, 76, (C), 229-245 View citations (2)
10. Evidence on time-varying inflation synchronization
    Economic Modelling, 2021, 94, (C), 1-13 View citations (5)
11. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis
    Energy Economics, 2021, 103, (C) View citations (10)

2020

12. Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach
    Energies, 2020, 13, (23), 1-23 View citations (3)

2019

13. Bagged neural networks for forecasting Polish (low) inflation
    International Journal of Forecasting, 2019, 35, (3), 1042-1059 View citations (14)
    See also Working Paper Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks, NBP Working Papers (2017) View citations (4) (2017)
14. Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach
    Emerging Markets Finance and Trade, 2019, 55, (13), 3094-3111 View citations (8)
    See also Working Paper Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches, NBP Working Papers (2017) View citations (3) (2017)

2018

15. Determinanty zmiennej w czasie korelacji pomiędzy cenami ropy naftowej a kursem walutowym dolara amerykańskiego
    Bank i Kredyt, 2018, 49, (6), 671-708

2017

16. Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy
    Economic Modelling, 2017, 63, (C), 334-348 View citations (22)
    See also Working Paper Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective, NBP Working Papers (2016) View citations (1) (2016)

2016

17. Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies
    Eastern European Economics, 2016, 54, (2), 109-132 View citations (14)
    See also Working Paper Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies, NBP Working Papers (2015) View citations (2) (2015)