Michał Rubaszek
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Michał |
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Rubaszek |
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Szkoła Główna Handlowa w Warszawie (weight: 50%)
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Szkoła Główna Handlowa w Warszawie
/ Instytut Ekonometrii (weight: 50%)
Research profile
author of:
- Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations (RePEc:arz:wpaper:eres2017_205)
by Michal Rubaszek & Margarita Rubio - Private rental housing market underdevelopment: life cycle model simulations for Poland (RePEc:bic:journl:v:19:y:2019:i:2:p:334-358)
by Michal Rubaszek - The role of the exchange rate in monetary policy in Poland (RePEc:bis:bisbpc:57-20)
by Piotr Banbula & Witold Kozinski & Michal Rubaszek - The potential effects of labour market duality for countries in a monetary union (RePEc:bla:intlab:v:155:y:2016:i:4:p:509-534)
by Anna KOSIOR & Michał RUBASZEK & Kamil WIERUS - Monetary Policy In A Non-Representative Agent Economy: A Survey (RePEc:bla:jecsur:v:27:y:2013:i:4:p:641-669)
by Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michał Rubaszek - On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries (RePEc:bla:rdevec:v:16:y:2012:i:1:p:95-106)
by Michele Ca' Zorzi & Michał Rubaszek - Unknown item RePEc:bof:bofrdp:2019_024 (paper)
- The role of the threshold effect for the dynamics of futures and spot prices of energy commodities (RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1)
by Rubaszek Michal & Karolak Zuzanna & Kwas Marek & Uddin Gazi Salah - Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis (RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001)
by Szafranek Karol & Rubaszek Michał - Forecasting with DSGE models with financial frictions (RePEc:cpm:dynare:040)
by Kolasa, Marcin & Rubaszek, Michał - Exchange rate forecasting on a napkin (RePEc:cth:wpaper:gru_2018_025)
by Michele Ca' Zorzi & Michal Rubaszek - Forecasting crude oil prices with DSGE models (RePEc:cth:wpaper:gru_2019_024)
by Michał Rubaszek - The Role Of Two Interest Rates In The Intertemporal Current Account Model (RePEc:cup:macdyn:v:16:y:2012:i:s2:p:176-189_00)
by Rubaszek, Michał - The predictive power of equilibrium exchange rate models (RePEc:ecb:ecbart:2021:0007:1)
by Ca' Zorzi, Michele & Longaric, Pablo Anaya & Rubaszek, Michał - On the empirical evidence of the intertemporal current account model for the euro area countries (RePEc:ecb:ecbwps:2008895)
by Ca' Zorzi, Michele & Rubaszek, Michał - Putting the New Keynesian DSGE model to the real-time forecasting test (RePEc:ecb:ecbwps:20091110)
by Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł - Determinants of credit to households in a life-cycle model (RePEc:ecb:ecbwps:20121420)
by Rubaszek, Michał & Serwa, Dobromil - Bayesian analysis of recursive SVAR models with overidentifying restrictions (RePEc:ecb:ecbwps:20121492)
by Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele - Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk (RePEc:ecb:ecbwps:20131576)
by Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub - Exchange rate forecasting with DSGE models (RePEc:ecb:ecbwps:20161905)
by Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał - Exchange rate forecasting on a napkin (RePEc:ecb:ecbwps:20182151)
by Rubaszek, Michał & Ca' Zorzi, Michele - The predictive power of equilibrium exchange rate models (RePEc:ecb:ecbwps:20202358)
by Mijakovic, Andrej & Rubaszek, Michał & Ca' Zorzi, Michele & Cap, Adam - Boosting carry with equilibrium exchange rate estimates (RePEc:ecb:ecbwps:20222731)
by Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek - How many fundamentals should we include in the behavioral equilibrium exchange rate model? (RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x)
by Ca’ Zorzi, Michele & Rubaszek, Michał - A Bayesian method of combining judgmental and model-based density forecasts (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1349-1355)
by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał - Bayesian forecasting of real exchange rates with a Dornbusch prior (RePEc:eee:ecmode:v:46:y:2015:i:c:p:53-60)
by Ca' Zorzi, Michele & Kocięcki, Andrzej & Rubaszek, Michał - The effect of ageing on the European economies in a life-cycle model (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:50-57)
by Kolasa, Aleksandra & Rubaszek, Michał - Economic policy uncertainty shocks, economic activity, and exchange rate adjustments (RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303842)
by Nilavongse, Rachatar & Rubaszek, Michał, & Uddin, Gazi Salah - Determinants of credit to households: An approach using the life-cycle model (RePEc:eee:ecosys:v:38:y:2014:i:4:p:572-587)
by Rubaszek, Michał & Serwa, Dobromił - Do flexible working hours amplify or stabilize unemployment fluctuations? (RePEc:eee:eecrev:v:131:y:2021:i:c:s001429212030235x)
by Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata - Firms in the great global recession: The role of foreign ownership and financial dependence (RePEc:eee:ememar:v:11:y:2010:i:4:p:341-357)
by Kolasa, Marcin & Rubaszek, Michal & Taglioni, Daria - The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis (RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047)
by Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah - The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model (RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001876)
by Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir - The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets (RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687)
by Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah - The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis (RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300529)
by Rubaszek, Michał & Uddin, Gazi Salah - The role of oil price uncertainty shocks on oil-exporting countries (RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686)
by Śmiech, Sławomir & Papież, Monika & Rubaszek, Michał & Snarska, Małgorzata - Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe (RePEc:eee:finana:v:18:y:2009:i:5:p:277-284)
by Rubaszek, Michal & Rawdanowicz, Lukasz - Exchange rate forecasting with DSGE models (RePEc:eee:inecon:v:107:y:2017:i:c:p:127-146)
by Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał - On the forecasting performance of a small-scale DSGE model (RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512)
by Rubaszek, Michal & Skrzypczynski, Pawel - Forecasting using DSGE models with financial frictions (RePEc:eee:intfor:v:31:y:2015:i:1:p:1-19)
by Kolasa, Marcin & Rubaszek, Michał - Does the foreign sector help forecast domestic variables in DSGE models? (RePEc:eee:intfor:v:34:y:2018:i:4:p:809-821)
by Kolasa, Marcin & Rubaszek, Michał - Forecasting crude oil prices with DSGE models (RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546)
by Rubaszek, Michał - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Are consensus FX forecasts valuable for investors? (RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284)
by Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał - Exchange rate forecasting on a napkin (RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x)
by Zorzi, Michele Ca’ & Rubaszek, Michał - Common factors and the dynamics of cereal prices. A forecasting perspective (RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738)
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał - Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective (RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379)
by Rubaszek, Michał & Karolak, Zuzanna & Kwas, Marek - Common factors and the dynamics of industrial metal prices. A forecasting perspective (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299)
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał - Are European natural gas markets connected? A time-varying spillovers analysis (RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x)
by Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir - How immune is the connectedness of European natural gas markets to exceptional shocks? (RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006281)
by Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir - Common factors and the dynamics of cereal prices. A forecasting perspective (RePEc:een:camaaa:2020-47)
by Marek Kwas & Alessia Paccagnini & Michal Rubaszek - The Role of Two Interest Rates in the Intertemporal CA Model (RePEc:ekd:002596:259600145)
by Michal RUBASZEK - Forecasting with DSGE models with financial frictions (RePEc:ekd:004912:5100)
by Michał Rubaszek & Marcin Kolasa - Does foreign sector help forecast domestic variables in DSGE models? (RePEc:ekd:009007:9393)
by Marcin Kolasa & Michal Rubaszek - EU structural policies and euro adoption in CEE countries (RePEc:elg:eechap:17217_9)
by Anna Kosior & Micha_ Rubaszek - What Determines the Current Account: Intratemporal versus Intertemporal Factors (RePEc:fau:fauart:v:67:y:2017:i:1:p:2-14)
by Piotr Dybka & Michal Rubaszek - Real exchange rate forecasting and ppp: this time the random walk loses (RePEc:fip:feddgw:229)
by Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek - Forecasting Commodity Prices: Looking for a Benchmark (RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877)
by Marek Kwas & Michał Rubaszek - How Frequently Should We Reestimate DSGE Models? (RePEc:ijc:ijcjou:y:2015:q:5:a:8)
by Marcin Kolasa & Michal Rubaszek - The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective (RePEc:ijc:ijcjou:y:2022:q:3:a:6)
by Michele Ca' Zorzi & Adam Cap & Andrej Mijakovic & Michal Rubaszek - Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses (RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9386-4)
by Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek - The Size of the Rental Market and Housing Market Fluctuations (RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9452-1)
by Adam Czerniak & Michał Rubaszek - Foreign and Domestic Uncertainty Shocks in Four Open Economies (RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09656-0)
by Rachatar Nilavongse & Michał Rubaszek & Karsten Staehr & Gazi Salah Uddin - Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test (RePEc:mcb:jmoncb:v:44:y:2012:i:7:p:1301-1324)
by Marcin Kolasa & MichaŁ Rubaszek & PaweŁ SkrzypczyŃski - A Model of Balance of Payments Equilibrium Exchange Rate (RePEc:mes:eaeuec:v:42:y:2004:i:3:p:5-22)
by Michal Rubaszek - Economic convergence and the fundamental equilibrium exchange rate in Poland (RePEc:nbp:nbpbik:v:40:y:2009:i:1:p:7-22)
by Michal Rubaszek - Mortgage down-payment and welfare in a life-cycle model (RePEc:nbp:nbpbik:v:43:y:2012:i:4:p:5-28)
by Michał Rubaszek - Preferencje Polaków dotyczące struktury własnościowej mieszkań: opis wyników ankiety (RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:197-234)
by Michał Rubaszek & Adam Czerniak - A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure (RePEc:nbp:nbpbik:v:52:y:2021:i:3:p:253-266)
by Jakub Mućk & Michał Rubaszek & Karol Szafranek - Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk (RePEc:nbp:nbpmis:123)
by Michele Ca’ Zorzi & Michal Rubaszek - How frequently should we re-estimate DSGE models? (RePEc:nbp:nbpmis:194)
by Marcin Kolasa & Michał Rubaszek - On the importance of the dual labour market for a country within a monetary union (RePEc:nbp:nbpmis:207)
by Anna Kosior & Michał Rubaszek & Kamil Wierus - Modeling Fundamentals for Forecasting Portfolio Inflows to Poland (RePEc:nbp:nbpmis:21)
by Michal Rubaszek - Exchange rate forecasting with DSGE models (RePEc:nbp:nbpmis:260)
by Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi - Does the foreign sector help forecast domestic variables in DSGE models? (RePEc:nbp:nbpmis:282)
by Marcin Kolasa & Michał Rubaszek - Development of the trade links between Poland and the European Union in the years 1992–2002 (RePEc:nbp:nbpmis:30)
by Wojciech Mroczek & Michal Rubaszek - Are flexible working hours helpful in stabilizing unemployment? (RePEc:nbp:nbpmis:319)
by Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych - Fundamental equilibrium exchange rate for the Polish zloty (RePEc:nbp:nbpmis:35)
by Michal Rubaszek - ECMOD Model of the Polish Economy (RePEc:nbp:nbpmis:36)
by Tatiana Fic & Marcin Kolasa & Adam Kot & Karol Murawski & Michal Rubaszek & Magdalena Tarnicka - Can a simple DSGE model outperform Professional Forecasters? (RePEc:nbp:nbpmis:43)
by Michal Rubaszek & Pawel Skrzypczynski - Firms in the great global recession: The role of foreign ownership and financial dependence (RePEc:nbp:nbpmis:77)
by Marcin Kolasa & Michal Rubaszek & Daria Taglioni - Forecasting the Polish zloty with non-linear models (RePEc:nbp:nbpmis:81)
by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch - Predictivistic Bayesian Forecasting System (RePEc:nbp:nbpmis:87)
by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek - Determinants of credit to households in a life-cycle model (RePEc:nbp:nbpmis:92)
by Michal Rubaszek & Dobromil Serwa - Monetary policy in a non-representative agent economy: A survey (RePEc:nbp:nbpmis:95)
by Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michal Rubaszek - Does rental housing market stabilize the economy? A micro and macro perspective (RePEc:not:notcfc:17/06)
by Michal Rubaszek & Margarita Rubio - Fundamental equilibrium exchange rate for the Polish zloty (RePEc:pra:mprapa:126)
by Rubaszek, Michal - Economic convergence and the fundamental equilibrium exchange rate in Poland (RePEc:pra:mprapa:12910)
by Rubaszek, Michał - Forecasting the Polish Zloty with Non-Linear Models (RePEc:psc:journl:v:2:y:2010:i:4:p:151-167)
by Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch - Forecasting the Yield Curve With Macroeconomic Variables (RePEc:sgh:erfinj:v:1:y:2016:i:1:p:1-21)
by Michał Rubaszek - Forecasting the Yield Curve for Poland (RePEc:sgh:erfinj:v:5:y:2020:i:2:p:103-117)
by Tomasz Piotr Kostyra & Michał Rubaszek - Does foreign sector help forecast domestic variables in DSGE models? (RePEc:sgh:kaewps:2016022)
by Marcin Kolasa & Michal Rubaszek - Reforming housing rental market in a life-cycle model (RePEc:sgh:kaewps:2017028)
by Michal Rubaszek - Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis (RePEc:sgh:kaewps:2022078)
by Michał Rubaszek & Karol Szafranek - The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets (RePEc:sgh:kaewps:2023095)
by Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin - The European energy crisis and the US natural gas market dynamics. A structural VAR investigation (RePEc:sgh:kaewps:2024099)
by Karol Szafranek & Michał Rubaszek - Does the rental housing market stabilize the economy? A micro and macro perspective (RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01638-z)
by Michal Rubaszek & Margarita Rubio - Housing Tenure Preferences among Students from Two Polish Universities (RePEc:vrs:remava:v:29:y:2021:i:2:p:71-83:n:2)
by Rubaszek Michał & Rubaszek Justyna - Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test (RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1301-1324)
by Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński - Can a simple DSGE model outperform Professional Forecasters? (RePEc:wse:wpaper:5)
by Michal Rubaszek & Pawel Skrzypczynski - Are flexible working hours helpful in stabilizing unemployment? (RePEc:zbw:bofrdp:rdp2019_024)
by Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata