Michal Rubaszek - Central Bank Research Hub

Papers by year: All | 2015 | 2012 | 2011 | 2009 | 2008 | 2007

Title Other author(s)

How Frequently Should We Reestimate DSGE Models?

IJCB International Journal of Central Banking [View] (Paper: 15q5a08, 01.12.2015)

JEL: C53, E37

Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses

Dallas Fed Institute Working Papers [View] (Paper: 0229, 06.03.2015)

JEL: C32, F31, F37

Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk

National Bank of Poland Working papers [View] (Paper: 123, 30.11.2012)

Bayesian analysis of recursive SVAR models with overidentifying restrictions,

European Central Bank Working papers [View] (Paper: 1492, 17.11.2012)

Determinants of credit to households in a life-cycle model,

European Central Bank Working papers [View] (Paper: 1420, 03.02.2012)

Monetary policy in a non-representative agent economy: A survey

National Bank of Poland Working papers [View] (Paper: 095, 15.09.2011)

Forecasting the Polish zloty with non-linear models

National Bank of Poland Working papers [View] (Paper: 081, 04.08.2011)

Determinants of credit to households in a life-cycle model

National Bank of Poland Working papers [View] (Paper: 092, 04.08.2011)

Predictivistic Bayesian Forecasting System

National Bank of Poland Working papers [View] (Paper: 087, 04.08.2011)

Firms in the great global recession:The role of foreign ownership and financial dependence

National Bank of Poland Working papers [View] (Paper: 077, 19.01.2011)

Putting the New Keynesian DSGE model to the real-time forecasting test

European Central Bank Working papers [View] (Paper: 1110, 25.11.2009)

On the empirical evidence of the intertemporal current account model for the euro area countries

European Central Bank Working papers [View] (Paper: 0895, 17.05.2008)

JEL: D91, F36, F41

Can a simple DSGE model outperform Professional Forecasters?

National Bank of Poland Working papers [View] (Paper: 043, 01.10.2007)

Papers by year: All | 2015 | 2012 | 2011 | 2009 | 2008 | 2007