Central Bank Research Hub - Series: National Bank of Poland Working papers

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007

Title	Author(s)
Monetary and macroprudential policy with multiperiod loans Paper: 192, 19.12.2014 JEL: E44, E51, E52	Micha Brzoza-Brzezina Marcin Kolasa Paolo Gelain
Dynamic factor models & Bayesian averaging of classical estimates in forecasting macroeconomic indicators with application of survey data Paper: 191, 20.11.2014 JEL: C10, C38, C83, E32, E37	Piotr Biaowolski Bartosz Witkowski Tomasz Kuszewski
Rented vs. owner-occupied housing and monetary policy Paper: 190, 14.11.2014 JEL: E21, E3, E51, E6	Margarita Rubio
Pricing sovereign credit risk of an emerging market Paper: 189, 22.10.2014 JEL: C11, C32, G01, G12, G15	Konrad Kostrzewa Anna Mospan Dobromił Serwa Gonzalo Camba-Mendez
Heterogeneous determinants of local unemployment in Poland Paper: 188, 03.10.2014 JEL: C23, J23, R23	Michał Kowalczuk Piotr Ciżkowicz Andrzej Rzońca
Market perception of sovereign credit risk in the euro area during the financial crisis Paper: 185, 15.09.2014 Abstract JEL: C11, C32, G01, G12, G15	Dobromil Serwa Gonzalo Camba-Mendez
Monetary and macroprudential policy with foreign currency loans Paper: 184, 15.09.2014 Abstract JEL: E32, E44, E58	Michal Brzoza-Brzezina Marcin Kolasa Krzysztof Makarski
A fiscal outlook for Poland: Update 2014 Paper: 187, 15.09.2014 Abstract JEL: H3, H50, H55, H60, H68, J10	Janusz Jablonowski Christoph Müller
Poland's exceptional performance during the world economic crisis: New growth accounting evidence Paper: 186, 15.09.2014 Abstract JEL: E2, O4	Michal Gradzewicz Marcin Kolasa Lukasz Postek Pawel Strzelecki Jakub Growiec
Can interest rate spreads stabilize the euro area? Paper: 183, 04.09.2014 JEL: E32, E43, E52	Kamil Wierus Jacek Kotlowski Michal Brzoza-Brzezina
Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter? Paper: 171, 08.07.2014 Abstract JEL: C23, D4, E43, E52, G21, L10	Aurélien Leroy Yannick Lucotte
Credit rating agency downgrades and the Eurozone sovereign debt crises Paper: 177, 08.07.2014 Abstract JEL: E42, E43, E44, F31, F42, F65, G01, G12, G14, G24	Dorothea Schäfer Christopher F Baum Margarita Karpava Andreas Stephan
Estimating the risk of joint defaults: an application to central bank collateralized lending operations Paper: 181, 08.07.2014 Abstract JEL: G12, G13	Dariusz Gatarek Juliusz Jablecki
Monetary policy transmission mechanism in Poland. What do we know in 2013? Paper: 180, 08.07.2014	Ewa Stanisawska Jan Przystupa Anna Sznajderska Ewa Wróbel Mariusz Kapuscinski Tomasz Lyziak
Inflation expectations in Poland, 2001-2013, Measurement and macroeconomic testing Paper: 178, 08.07.2014 Abstract	Tomasz Lyziak
Information acquisition and learning from prices over the business cycle Paper: 176, 08.07.2014 Abstract JEL: D51, D83, E32	Taneli Mäkinen Björn Ohl
Interest rate pass-through in Poland. Evidence from individual bank data Paper: 179, 08.07.2014 Abstract JEL: E43, E52, G21	Ewa Stanisawska
Convergence and differentiation processes in local markets and structural changes (comparison of 16 markets in Poland) Paper: 174, 08.07.2014 Abstract JEL: E21, R21, R31	Barbara Myszkowska Grazyna Baldowska Robert Leszczynski
The impact of bridging and bonding social capital on individual earnings: Evidence for an inverted U Paper: 175, 08.07.2014 Abstract JEL: J24, J31, Z13	Katarzyna Growiec Jakub Growiec
International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective Paper: 172, 08.07.2014 Abstract JEL: E44, F34, G32	Slawomir Zajaczkowski Malgorzata Pawlowska Dobromil Serwa
The propensity to exports and the membership in the Economic and Monetary Union of Central and Eastern European Countries: the micro-econometric firm level analysis Paper: 173, 08.07.2014 Abstract JEL: F12, F14, F33	Jan Jakub Michalek Andrzej Cieslik
Global identification of linearized DSGE models Paper: 170, 24.02.2014 JEL: C13, C51, E32	Andrzej Kocięcki Marcin Kolasa
Dependence and contagion between asset prices in Poland and abroad. A copula approach Paper: 169, 17.12.2013	Micha Markun Micha Adam Piotr Babua
Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately? Paper: 167, 17.12.2013	Krzysztof Olszewski Robert Kelm Marcin Humanicki
Combining monetary and fiscal policy in an SVAR for a small open economy Paper: 168, 17.12.2013	Alfred A. Haug Anna Sznajderska Tomasz Jdrzejowicz
Consolidation of the banking sector in Poland in 1989-2013 in comparison with the structural changes of the banking sector in the USA and the EU Paper: 166, 06.12.2013	Sylwester Kozak
The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging Paper: 165, 03.12.2013	Bartosz Witkowski Mariusz Próchniak
To rent or to buy analysis of housing tenure choice determined by housing policy Paper: 164, 02.12.2013	Jacek aszek Hanna Augustyniak Krzysztof Olszewski Joanna Waszczuk
A note on central bank transparency and credibility in Poland Paper: 162, 29.11.2013	Tomasz Lyziak
The Balassa-Samuelson effect and the channels of its absorption in the Central and Eastern European Countries Paper: 163, 29.11.2013	Karolina Konopczak
Panel data evidence on the effects of fiscal impulses in the EU New Member States Paper: 161, 28.11.2013	Pawe Borys Andrzej Rzońca Piotr Ciżkowicz
Links between the trust in the ECB and its interest rate policy Paper: 158, 29.10.2013	Maciej Albinowski Andrzej Rzońca Piotr Ciżkowicz
How to define the Consumer Perceived Price Index? The case of Poland Paper: 160, 29.10.2013	Aleksandra Haka Tomasz Lyziak
A penalty function approach to occasionally binding credit constraints Paper: 159, 29.10.2013	Micha Brzoza-Brzezina Marcin Kolasa Krzysztof Makarski
Inflation fan charts and different dimensions of uncertainty. What if macroeconomic uncertainty is high? Paper: 157, 27.08.2013	Halina Kowalczyk
Business cycles in EU new member states: How and why are they different? Paper: 156, 24.07.2013	Marcin Kolasa
Controlled dismantlement of the Eurozone: A proposal for a New European Monetary System and a new role for the European Central Bank Paper: 155, 19.07.2013	Stefan Kawalec Ernest Pytlarczyk
On the performance of Monetary Policy Committees Paper: 154, 11.06.2013	Etienne Farvaque Stephane Vigeant Piotr Stanek
The role of data revisions and disagreement in professional forecasts Paper: 153, 10.06.2013	Eva A. Arnold
Does domestic output gap matter for inflation in a small open economy? Paper: 152, 28.05.2013	Jacek Kotowski Aleksandra Haka
Income polarization and economic growth Paper: 147, 28.05.2013	Micha Brzeziski
A new approach to probabilistic surveys of professional forecasters and its application in the monetary policy context Paper: 142, 28.05.2013	Tomasz Lyziak Ewa Stanisawska Halina Kowalczyk
Uncertainty as commitment Paper: 141, 28.05.2013	Jaromir Nosal Guillermo Ordonez
Are individual survey expectations internally consistent? Paper: 140, 28.05.2013	Maritta Paloviita Matti Virén
Does it pay to invest in IPOs?, Evidence from the Warsaw Stock Exchange Paper: 139, 28.05.2013	Rafal Sieradzki
Macroprudential policy and imbalances in the euro area Paper: 138, 28.05.2013	Michal Brzoza-Brzezina Marcin Kolasa Krzysztof Makarski
Orthogonal Transformation of Coordinates in Copula M-GARCH Models Bayesian analysis for WIG20 spot and futures returns Paper: 151, 28.05.2013	Mateusz Pipien
A model for dependent defaults and pricing contingent claims with counterparty risk Paper: 150, 28.05.2013	Juliusz Jablecki Dariusz Gatarek
The influence of regulatory and institutional framework and shareholder structure upon risk of financial institutions in Central Europe Paper: 149, 28.05.2013	Dorota Skaa
A model for ordinal responses with an application to policy interest rate Paper: 148, 28.05.2013	Andrei Sirchenko

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