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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007

Title Author(s)

Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices - quantitative analysis for the euro area

Paper: 274, 10.05.2017

JEL: C33, G10, G15, G17, G21

Labor market institutions in a shopping economy

Paper: 275, 10.05.2017

JEL: D50, E02, E32, J65

The concentration and bank stability in Central and Eastern European countries

Paper: 272, 10.04.2017

JEL: F36, G2, G21, G34, L1

Elasticity of substitution between labor and capital: robust evidence from developed economies

Paper: 271, 04.04.2017

JEL: C22, C23, E23, E25, O47

How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland

Paper: 273, 01.04.2017

JEL: C32, C38, E43, E52

The role of China in the world economy: evidence from global VAR model

Paper: 270, 04.03.2017

JEL: C32, E32, F10, O53

Fiscal devaluation and economic activity in the EU

Paper: 269, 03.03.2017

JEL: C30, C33, E62, E63, E65, H30, H60, J32, J51

Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters

Paper: 261, 02.03.2017

JEL: D84, E52, E58

Could the boom-bust in the eurozone periphery have been prevented?

Paper: 263, 02.03.2017

JEL: E32, E44, E58

Exchange Rate Volatility and Exports in the run-up to the EMU accession

Paper: 268, 02.03.2017

JEL: F14, F15, F45

Factor-specific technology choice

Paper: 265, 01.03.2017

JEL: C62, D11, D21, E21, E23, O47

Interest premium and economic growth: the case of CEE

Paper: 266, 01.03.2017

JEL: E13, O11, O41, O47

Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches

Paper: 267, 01.03.2017

JEL: C32, E31, E52

Is Central and Eastern Europe converging towards the EU-15?

Paper: 264, 28.02.2017

JEL: F43, O11, O43, O47

Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks

Paper: 262, 03.02.2017

JEL: C22, C38, C45, C53, C55

Early warning models of banking crises applicable to non-crisis countries

Paper: 257, 02.02.2017

JEL: E44, G01, G21

Forecasting with FAVAR: macroeconomic versus financial factors

Paper: 256, 01.02.2017

JEL: C3, C38, C53, E3, E32

Inequality, fiscal policy, and business cycle anomalies in emerging markets

Paper: 253, 05.01.2017

JEL: E21, E32, E62, F41

Economic, institutional and socio-cultural determinants of consumer credit in the context of monetary integration

Paper: 254, 01.01.2017

JEL: C33, D12, E51, G29

The impact of inflation expectations on Polish consumers' spending and saving

Paper: 255, 01.01.2017

JEL: D12, D14, E31

Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting

Paper: 258, 01.01.2017

JEL: C15, C32, C33, C58, C63, E43, E52, E58

Global value chains, innovation and firms' performance during the crisis

Paper: 259, 01.01.2017

JEL: E22, G01, O3

Exchange rate forecasting with DSGE models

Paper: 260, 01.01.2017

JEL: C32, F31, F41, F47

Consumption over the life cycle in Poland

Paper: 252, 07.12.2016

JEL: C49, D61, D91

Has trade been driving global economic growth?

Paper: 251, 24.11.2016

JEL: F15, F16, F43, O47, O49

The nonlinear nature of country risk and its implications for DSGE models?

Paper: 250, 24.11.2016

JEL: C23, E43, E44

Monetary policy transmission mechanism in Poland., What do we know in 2015?

Paper: 249, 22.11.2016

Competitiveness and export performance of CEE countries

Paper: 248, 30.09.2016

JEL: F14, F15, R10

Interest rate pass-through in Poland since the global financial crisis

Paper: 247, 30.09.2016

JEL: C23, E43, E52

Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models

Paper: 246, 27.09.2016

JEL: C31, C51, C52, C87, E44, E58

The role of bank balance sheets in monetary policy transmission. Evidence from Poland

Paper: 245, 06.09.2016

JEL: C23, C33, E43, E51, E52

Prudential measures in dealing with capital flows case of Poland

Paper: 244, 28.07.2016

JEL: F3, F65, G21, G28, G32

Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland

Paper: 242, 26.07.2016

JEL: E32, E43, E44

Fan chart - a tool for NBPs monetary policy making

Paper: 241, 26.07.2016

JEL: E31, E37, E59

One size does not fit all institutional determinants of financial safety net effectiveness

Paper: 240, 26.07.2016

JEL: E52, E58, G01, G18, G21, H12

Linking excessive disinflation and output movements in an emerging, small open economy. A hybrid New Keynesian Phillips Curve perspective

Paper: 239, 26.07.2016

JEL: C13, C22, E31

Are experts probabilistic forecasts similar to the NBP projections?

Paper: 238, 26.07.2016

JEL: D83, D84, E37

Measuring expected time to default under stress conditions for corporate loans

Paper: 237, 26.07.2016

JEL: C13, C18, G21, G32

On the limits of macroprudential policy

Paper: 236, 26.07.2016

JEL: E32, E58, E63, G21, G28

The impact of financial crisis and low inflation environment on short-term inflation expectations in Poland

Paper: 235, 26.07.2016

JEL: D84, E31

Do inflation expectations matter in a stylised New Keynesian model? The case of Poland

Paper: 234, 26.07.2016

JEL: C54, D84, E17, E43

Polands labour market adjustment in times of economic slowdown WDN3 survey results

Paper: 233, 26.07.2016

JEL: C81, J23, J30, J32, L11

Global or domestic? Which shocks drive, inflation in European small open economies?

Paper: 232, 26.07.2016

JEL: C53, E31, E37, E52

Crisis, contagion and international policy, spillovers under foreign ownership of banks

Paper: 231, 26.07.2016

JEL: E32, E44, E58

Why may large economies suffer more at the zero lower bound?

Paper: 230, 26.07.2016

JEL: E43, E52

The impact of market structure and the business cycle on bank profitability: the role of foreign ownership. The case of Poland

Paper: 229, 23.12.2015

JEL: F36, G2, G21, G34, L1

The stability of macroeconomic systems with Bayesian learners

Paper: 228, 23.12.2015

JEL: D83, D84, E00

Stationarity and persistence of the term premia in the Polish money market

Paper: 227, 18.12.2015

JEL: C83, E43, E58, G23

Returns to skills in Europe same or different? The empirical importance of the systems of regressions approach

Paper: 226, 18.12.2015

JEL: C31, J31

What common factors are driving inflation in CEE countries?

Paper: 225, 18.12.2015

JEL: C38, C55, E31, E52, F62

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007