Poland - Central Bank Research Hub

Title Author(s)

Modelling of cycles in the residential real estate market interactions between the primary and the secondary market and multiplier effects

National Bank of Poland Working papers [View] (Paper: 143, 28.05.2013)

Uncertainty as commitment

National Bank of Poland Working papers [View] (Paper: 141, 28.05.2013)

Does it pay to invest in IPOs?, Evidence from the Warsaw Stock Exchange

National Bank of Poland Working papers [View] (Paper: 139, 28.05.2013)

A model for dependent defaults and pricing contingent claims with counterparty risk

National Bank of Poland Working papers [View] (Paper: 150, 28.05.2013)

A model for ordinal responses with an application to policy interest rate

National Bank of Poland Working papers [View] (Paper: 148, 28.05.2013)

Economic security of households and their savings and credits

National Bank of Poland Working papers [View] (Paper: 146, 28.05.2013)

Unemployment in the Estimated New Keynesian SoePL-2012 DSGE Model

National Bank of Poland Working papers [View] (Paper: 144, 28.05.2013)

A new approach to probabilistic surveys of professional forecasters and its application in the monetary policy context

National Bank of Poland Working papers [View] (Paper: 142, 28.05.2013)

Are individual survey expectations internally consistent?

National Bank of Poland Working papers [View] (Paper: 140, 28.05.2013)

Macroprudential policy and imbalances in the euro area

National Bank of Poland Working papers [View] (Paper: 138, 28.05.2013)

Orthogonal Transformation of Coordinates in Copula M-GARCH Models Bayesian analysis for WIG20 spot and futures returns

National Bank of Poland Working papers [View] (Paper: 151, 28.05.2013)

The influence of regulatory and institutional framework and shareholder structure upon risk of financial institutions in Central Europe

National Bank of Poland Working papers [View] (Paper: 149, 28.05.2013)

Income polarization and economic growth

National Bank of Poland Working papers [View] (Paper: 147, 28.05.2013)

Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods

National Bank of Poland Working papers [View] (Paper: 137, 23.01.2013)

Monetary policy, banking and heterogeneous agents

National Bank of Poland Working papers [View] (Paper: 136, 14.01.2013)

Money in monetary policy

National Bank of Poland Working papers [View] (Paper: 135, 20.12.2012)

On aggregating human capital across heterogeneous cohorts

National Bank of Poland Working papers [View] (Paper: 134, 19.12.2012)

Life cycle income and consumption patterns in transition

National Bank of Poland Working papers [View] (Paper: 133, 18.12.2012)

The consequences of post-crisis regulatory architecture for banks in Central Eastern Europe

National Bank of Poland Working papers [View] (Paper: 131, 14.12.2012)

JEL: G21, G28

The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks

National Bank of Poland Working papers [View] (Paper: 132, 14.12.2012)

JEL: E30, E44, E58, G28

Competition, concentration and foreign capital in the Polish banking sector (prior and during the financial crisis)

National Bank of Poland Working papers [View] (Paper: 130, 13.12.2012)

JEL: F36, G2, G21, G34, L1

Almost periodically correlated time series in business fluctuations analysis

National Bank of Poland Working papers [View] (Paper: 107, 30.11.2012)

Large capital inflows and stock returns in a thin market

National Bank of Poland Working papers [View] (Paper: 120, 30.11.2012)

Consequences of the euro adoption by Central and Eastern European (CEE) countries for their trade flows

National Bank of Poland Working papers [View] (Paper: 118, 30.11.2012)

Monetary policy transmission mechanism in Poland. What do we know in 2011?

National Bank of Poland Working papers [View] (Paper: 116, 30.11.2012)

On the empirical evidence of asymmetry effects in the interest rate pass-through in Poland

National Bank of Poland Working papers [View] (Paper: 114, 30.11.2012)

Factor-augmenting technology choice and monopolistic competition

National Bank of Poland Working papers [View] (Paper: 129, 30.11.2012)

How forward looking are central banks?Some evidence from their forecasts

National Bank of Poland Working papers [View] (Paper: 112, 30.11.2012)

Can we beat the random walk in forecasting CEE exchange rates?

National Bank of Poland Working papers [View] (Paper: 127, 30.11.2012)

Assessing macro-financial linkages: a model comparison exercise

National Bank of Poland Working papers [View] (Paper: 110, 30.11.2012)

On asymmetric effects in a monetary policy rule. The case of Poland

National Bank of Poland Working papers [View] (Paper: 125, 30.11.2012)

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)

Measuring the natural yield curve

National Bank of Poland Working papers [View] (Paper: 108, 30.11.2012)

The distribution of monopolistic markups in the Polish economy

National Bank of Poland Working papers [View] (Paper: 121, 30.11.2012)

Unemployment in an Estimated New Keynesian Model

National Bank of Poland Working papers [View] (Paper: 106, 30.11.2012)

Liquidity needs, private information, feedback trading: verifying motives to trade

National Bank of Poland Working papers [View] (Paper: 119, 30.11.2012)

Fiscal multipliers and factors of growth in Poland and the Czech Republic in 2009

National Bank of Poland Working papers [View] (Paper: 117, 30.11.2012)

Inflation expectations in Poland

National Bank of Poland Working papers [View] (Paper: 115, 30.11.2012)

Do those who stay work less?On the impact of emigration on the measured TFP in Poland

National Bank of Poland Working papers [View] (Paper: 113, 30.11.2012)

Would it have paid to be in the eurozone?

National Bank of Poland Working papers [View] (Paper: 128, 30.11.2012)

Are business cycles in the US and emerging economies synchronized?

National Bank of Poland Working papers [View] (Paper: 111, 30.11.2012)

Econometric regime shifts and the US subprime bubble

National Bank of Poland Working papers [View] (Paper: 126, 30.11.2012)

On the empirical importance of periodicity in the volatility of financial time series

National Bank of Poland Working papers [View] (Paper: 124, 30.11.2012)

Bayesian evaluation of DSGE models with financial frictions

National Bank of Poland Working papers [View] (Paper: 109, 30.11.2012)

Aging, labour market dynamics and fiscal imbalances

National Bank of Poland Working papers [View] (Paper: 122, 30.11.2012)

The interdependences of central bank's forecasts and economic agents inflation expectations. Empirical study

National Bank of Poland Working papers [View] (Paper: 105, 09.02.2012)

Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market

National Bank of Poland Working papers [View] (Paper: 104, 11.01.2012)

Poland on the road to the euro: How serious is the risk of boom-bust cycles after the euro adoption? An empirical analysis

National Bank of Poland Working papers [View] (Paper: 103, 16.12.2011)

The shape of aggregate production functions: evidence from estimates of the World Technology Frontier

National Bank of Poland Working papers [View] (Paper: 102, 13.12.2011)

Skew-normal shocks in the linear state space from DSGE model

National Bank of Poland Working papers [View] (Paper: 101, 28.11.2011)