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

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Title Author(s)

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

Paper: 150, 28.05.2013

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

Paper: 149, 28.05.2013

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

Paper: 148, 28.05.2013

Income polarization and economic growth

Paper: 147, 28.05.2013

Economic security of households and their savings and credits

Paper: 146, 28.05.2013

3 sides of 1 coin Long-term Fiscal Stability, Adequacy and Intergenerational Redistribution of the reformed Old-age Pension System in Poland

Paper: 145, 28.05.2013

Unemployment in the Estimated New Keynesian SoePL-2012 DSGE Model

Paper: 144, 28.05.2013

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

Paper: 143, 28.05.2013

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

Paper: 142, 28.05.2013

Uncertainty as commitment

Paper: 141, 28.05.2013

Are individual survey expectations internally consistent?

Paper: 140, 28.05.2013

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

Paper: 139, 28.05.2013

Macroprudential policy and imbalances in the euro area

Paper: 138, 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

Paper: 137, 23.01.2013

Monetary policy, banking and heterogeneous agents

Paper: 136, 14.01.2013

Money in monetary policy

Paper: 135, 20.12.2012

On aggregating human capital across heterogeneous cohorts

Paper: 134, 19.12.2012

Life cycle income and consumption patterns in transition

Paper: 133, 18.12.2012

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

Paper: 132, 14.12.2012

JEL: E30, E44, E58, G28

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

Paper: 131, 14.12.2012

JEL: G21, G28

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

Paper: 130, 13.12.2012

JEL: F36, G2, G21, G34, L1

Factor-augmenting technology choice and monopolistic competition

Paper: 129, 30.11.2012

Would it have paid to be in the eurozone?

Paper: 128, 30.11.2012

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

Paper: 127, 30.11.2012

Econometric regime shifts and the US subprime bubble

Paper: 126, 30.11.2012

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

Paper: 125, 30.11.2012

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

Paper: 124, 30.11.2012

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

Paper: 123, 30.11.2012

Aging, labour market dynamics and fiscal imbalances

Paper: 122, 30.11.2012

The distribution of monopolistic markups in the Polish economy

Paper: 121, 30.11.2012

Large capital inflows and stock returns in a thin market

Paper: 120, 30.11.2012

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

Paper: 119, 30.11.2012

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

Paper: 118, 30.11.2012

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

Paper: 117, 30.11.2012

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

Paper: 116, 30.11.2012

Inflation expectations in Poland

Paper: 115, 30.11.2012

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

Paper: 114, 30.11.2012

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

Paper: 113, 30.11.2012

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

Paper: 112, 30.11.2012

Are business cycles in the US and emerging economies synchronized?

Paper: 111, 30.11.2012

Assessing macro-financial linkages: a model comparison exercise

Paper: 110, 30.11.2012

Bayesian evaluation of DSGE models with financial frictions

Paper: 109, 30.11.2012

Measuring the natural yield curve

Paper: 108, 30.11.2012

Almost periodically correlated time series in business fluctuations analysis

Paper: 107, 30.11.2012

Unemployment in an Estimated New Keynesian Model

Paper: 106, 30.11.2012

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

Paper: 105, 09.02.2012

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

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

Paper: 103, 16.12.2011

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

Paper: 102, 13.12.2011

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

Paper: 101, 28.11.2011

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