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)

International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective

Paper: 172, 08.07.2014

JEL: E44, F34, G32

Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?

Paper: 171, 08.07.2014

JEL: C23, D4, E43, E52, G21, L10

Global identification of linearized DSGE models

Paper: 170, 24.02.2014

JEL: C13, C51, E32

Dependence and contagion between asset prices in Poland and abroad. A copula approach

Paper: 169, 17.12.2013

Combining monetary and fiscal policy in an SVAR for a small open economy

Paper: 168, 17.12.2013

Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?

Paper: 167, 17.12.2013

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

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

To rent or to buy analysis of housing tenure choice determined by housing policy

Paper: 164, 02.12.2013

The Balassa-Samuelson effect and the channels of its absorption in the Central and Eastern European Countries

Paper: 163, 29.11.2013

A note on central bank transparency and credibility in Poland

Paper: 162, 29.11.2013

Panel data evidence on the effects of fiscal impulses in the EU New Member States

Paper: 161, 28.11.2013

How to define the Consumer Perceived Price Index? The case of Poland

Paper: 160, 29.10.2013

A penalty function approach to occasionally binding credit constraints

Paper: 159, 29.10.2013

Links between the trust in the ECB and its interest rate policy

Paper: 158, 29.10.2013

Inflation fan charts and different dimensions of uncertainty. What if macroeconomic uncertainty is high?

Paper: 157, 27.08.2013

Business cycles in EU new member states: How and why are they different?

Paper: 156, 24.07.2013

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

On the performance of Monetary Policy Committees

Paper: 154, 11.06.2013

The role of data revisions and disagreement in professional forecasts

Paper: 153, 10.06.2013

Does domestic output gap matter for inflation in a small open economy?

Paper: 152, 28.05.2013

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

Paper: 151, 28.05.2013

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

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