Michał Rubaszek
(Michal Rubaszek)
Personal Details
First Name: | Michal |
Middle Name: | |
Last Name: | Rubaszek |
Suffix: | |
RePEc Short-ID: | pru76 |
[This author has chosen not to make the email address public] | |
http://web.sgh.waw.pl/~mrubas | |
Terminal Degree: | Kolegium Analiz Ekonomicznych; Szkoła Główna Handlowa w Warszawie (from RePEc Genealogy) |
Affiliation
(50%) Szkoła Główna Handlowa w Warszawie
Warszawa, Polandhttp://www.sgh.waw.pl/
RePEc:edi:sgwawpl (more details at EDIRC)
(50%) Instytut Ekonometrii
Szkoła Główna Handlowa w Warszawie
Warszawa, Polandhttp://kolegia.sgh.waw.pl/pl/kae/struktura/ie/
RePEc:edi:ixsghpl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Karol Szafranek & Michał Rubaszek, 2024. "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers 2024-099, Warsaw School of Economics, Collegium of Economic Analysis.
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023.
"The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets,"
KAE Working Papers
2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
- Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
- Michał Rubaszek & Karol Szafranek, 2022.
"Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis,"
KAE Working Papers
2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
- Szafranek Karol & Rubaszek Michał, 2024. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
- Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022. "Boosting carry with equilibrium exchange rate estimates," Working Paper Series 2731, European Central Bank.
- Mijakovic, Andrej & Rubaszek, Michał & Ca' Zorzi, Michele & Cap, Adam, 2020.
"The predictive power of equilibrium exchange rate models,"
Working Paper Series
2358, European Central Bank.
- Ca' Zorzi, Michele & Longaric, Pablo Anaya & Rubaszek, Michał, 2021. "The predictive power of equilibrium exchange rate models," Economic Bulletin Articles, European Central Bank, vol. 7.
- 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, 2020.
"Forecasting: theory and practice,"
Papers
2012.03854, arXiv.org, revised Jan 2022.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020.
"Common factors and the dynamics of cereal prices. A forecasting perspective,"
CAMA Working Papers
2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
Bank of Finland Research Discussion Papers
24/2019, Bank of Finland.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019. "Are flexible working hours helpful in stabilizing unemployment?," NBP Working Papers 319, Narodowy Bank Polski.
- Michał Rubaszek, 2019.
"Forecasting crude oil prices with DSGE models,"
GRU Working Paper Series
GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rubaszek, Michał, 2021. "Forecasting crude oil prices with DSGE models," International Journal of Forecasting, Elsevier, vol. 37(2), pages 531-546.
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
Bank of Finland Research Discussion Papers
24/2019, Bank of Finland.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019. "Are flexible working hours helpful in stabilizing unemployment?," NBP Working Papers 319, Narodowy Bank Polski.
- Michele Ca' Zorzi & Michal Rubaszek, 2018.
"Exchange rate forecasting on a napkin,"
GRU Working Paper Series
GRU_2018_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Zorzi, Michele Ca’ & Rubaszek, Michał, 2020. "Exchange rate forecasting on a napkin," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Rubaszek, Michał & Ca' Zorzi, Michele, 2018. "Exchange rate forecasting on a napkin," Working Paper Series 2151, European Central Bank.
- Michal Rubaszek & Margarita Rubio, 2017. "The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations," ERES eres2017_205, European Real Estate Society (ERES).
- Michal Rubaszek, 2017. "Reforming housing rental market in a life-cycle model," KAE Working Papers 2017-028, Warsaw School of Economics, Collegium of Economic Analysis.
- Michal Rubaszek & Margarita Rubio, 2017.
"Does rental housing market stabilize the economy? A micro and macro perspective,"
Discussion Papers
2017/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Michal Rubaszek & Margarita Rubio, 2020. "Does the rental housing market stabilize the economy? A micro and macro perspective," Empirical Economics, Springer, vol. 59(1), pages 233-257, July.
- Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016.
"Exchange rate forecasting with DSGE models,"
Working Paper Series
1905, European Central Bank.
- Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017. "Exchange rate forecasting with DSGE models," Journal of International Economics, Elsevier, vol. 107(C), pages 127-146.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017. "Exchange rate forecasting with DSGE models," NBP Working Papers 260, Narodowy Bank Polski.
- Marcin Kolasa & Michal Rubaszek, 2016.
"Does foreign sector help forecast domestic variables in DSGE models?,"
EcoMod2016
9393, EcoMod.
- Kolasa, Marcin & Rubaszek, Michał, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," International Journal of Forecasting, Elsevier, vol. 34(4), pages 809-821.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers 2016-022, Warsaw School of Economics, Collegium of Economic Analysis.
- Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski.
- Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek, 2015.
"Real exchange rate forecasting and ppp: this time the random walk loses,"
Globalization Institute Working Papers
229, Federal Reserve Bank of Dallas.
- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016. "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
- Anna Kosior & Michał Rubaszek & Kamil Wierus, 2015. "On the importance of the dual labour market for a country within a monetary union," NBP Working Papers 207, Narodowy Bank Polski.
- Marcin Kolasa & Michał Rubaszek, 2014.
"How frequently should we re-estimate DSGE models?,"
NBP Working Papers
194, Narodowy Bank Polski.
- Marcin Kolasa & Michal Rubaszek, 2015. "How Frequently Should We Reestimate DSGE Models?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 279-305, December.
- Kolasa, Marcin & Rubaszek, Michał, 2014.
"Forecasting with DSGE models with financial frictions,"
Dynare Working Papers
40, CEPREMAP.
- Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013.
"Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk,"
Working Paper Series
1576, European Central Bank.
- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016. "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
- Michele Ca’ Zorzi & Michal Rubaszek, 2012. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," NBP Working Papers 123, Narodowy Bank Polski.
- Rubaszek, Michał & Serwa, Dobromil, 2012.
"Determinants of credit to households in a life-cycle model,"
Working Paper Series
1420, European Central Bank.
- Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," NBP Working Papers 92, Narodowy Bank Polski.
- Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012. "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series 1492, European Central Bank.
- Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011. "Predictivistic Bayesian Forecasting System," NBP Working Papers 87, Narodowy Bank Polski.
- Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michal Rubaszek, 2011.
"Monetary policy in a non-representative agent economy: A survey,"
NBP Working Papers
95, Narodowy Bank Polski.
- Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michał Rubaszek, 2013. "Monetary Policy In A Non-Representative Agent Economy: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 641-669, September.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011.
"Forecasting the Polish zloty with non-linear models,"
NBP Working Papers
81, Narodowy Bank Polski.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
- Michal RUBASZEK, 2010. "The Role of Two Interest Rates in the Intertemporal CA Model," EcoMod2010 259600145, EcoMod.
- Marcin Kolasa & Michal Rubaszek & Daria Taglioni, 2010.
"Firms in the great global recession: The role of foreign ownership and financial dependence,"
NBP Working Papers
77, Narodowy Bank Polski.
- Kolasa, Marcin & Rubaszek, Michal & Taglioni, Daria, 2010. "Firms in the great global recession: The role of foreign ownership and financial dependence," Emerging Markets Review, Elsevier, vol. 11(4), pages 341-357, December.
- Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009.
"Putting the New Keynesian DSGE model to the real-time forecasting test,"
Working Paper Series
1110, European Central Bank.
- Marcin Kolasa & MichaŁ Rubaszek & PaweŁ SkrzypczyŃski, 2012. "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
- Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
- Rubaszek, Michał, 2008.
"Economic convergence and the fundamental equilibrium exchange rate in Poland,"
MPRA Paper
12910, University Library of Munich, Germany.
- Michal Rubaszek, 2009. "Economic convergence and the fundamental equilibrium exchange rate in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 40(1), pages 7-22.
- Ca' Zorzi, Michele & Rubaszek, Michał, 2008.
"On the empirical evidence of the intertemporal current account model for the euro area countries,"
Working Paper Series
895, European Central Bank.
- Michele Ca' Zorzi & Michał Rubaszek, 2012. "On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries," Review of Development Economics, Wiley Blackwell, vol. 16(1), pages 95-106, February.
- Michal Rubaszek & Pawel Skrzypczynski, 2007.
"Can a simple DSGE model outperform Professional Forecasters?,"
NBP Working Papers
43, Narodowy Bank Polski.
- Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," Working Papers 5, Department of Applied Econometrics, Warsaw School of Economics.
- Michal Rubaszek, 2005.
"Fundamental equilibrium exchange rate for the Polish zloty,"
NBP Working Papers
35, Narodowy Bank Polski.
- Rubaszek, Michal, 2005. "Fundamental equilibrium exchange rate for the Polish zloty," MPRA Paper 126, University Library of Munich, Germany.
- Tatiana Fic & Marcin Kolasa & Adam Kot & Karol Murawski & Michal Rubaszek & Magdalena Tarnicka, 2005. "ECMOD Model of the Polish Economy," NBP Working Papers 36, Narodowy Bank Polski.
- Wojciech Mroczek & Michal Rubaszek, 2004. "Development of the trade links between Poland and the European Union in the years 1992–2002," NBP Working Papers 30, Narodowy Bank Polski.
- Michal Rubaszek, 2002. "Modeling Fundamentals for Forecasting Portfolio Inflows to Poland," NBP Working Papers 21, Narodowy Bank Polski.
Articles
- Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024.
"The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets,"
Energy Economics, Elsevier, vol. 137(C).
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers 2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
- Szafranek Karol & Rubaszek Michał, 2024.
"Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
- Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
- Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał, 2024. "Are consensus FX forecasts valuable for investors?," International Journal of Forecasting, Elsevier, vol. 40(1), pages 268-284.
- Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2023. "How immune is the connectedness of European natural gas markets to exceptional shocks?," Resources Policy, Elsevier, vol. 85(PA).
- Ca’ Zorzi, Michele & Rubaszek, Michał, 2023. "How many fundamentals should we include in the behavioral equilibrium exchange rate model?," Economic Modelling, Elsevier, vol. 118(C).
- Michele Ca' Zorzi & Adam Cap & Andrej Mijakovic & Michal Rubaszek, 2022. "The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 229-280, September.
- Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022.
"Common factors and the dynamics of cereal prices. A forecasting perspective,"
Journal of Commodity Markets, Elsevier, vol. 28(C).
- Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- 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, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2022. "The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model," Energy Economics, Elsevier, vol. 110(C).
- Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
- Rubaszek Michał & Rubaszek Justyna, 2021. "Housing Tenure Preferences among Students from Two Polish Universities," Real Estate Management and Valuation, Sciendo, vol. 29(2), pages 71-83, June.
- Jakub Mućk & Michał Rubaszek & Karol Szafranek, 2021. "A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure," Bank i Kredyt, Narodowy Bank Polski, vol. 52(3), pages 253-266.
- Rubaszek, Michał, 2021.
"Forecasting crude oil prices with DSGE models,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 531-546.
- Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Śmiech, Sławomir & Papież, Monika & Rubaszek, Michał & Snarska, Małgorzata, 2021. "The role of oil price uncertainty shocks on oil-exporting countries," Energy Economics, Elsevier, vol. 93(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2021.
"Do flexible working hours amplify or stabilize unemployment fluctuations?,"
European Economic Review, Elsevier, vol. 131(C).
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019. "Are flexible working hours helpful in stabilizing unemployment?," NBP Working Papers 319, Narodowy Bank Polski.
- Marek Kwas & Michał Rubaszek, 2021. "Forecasting Commodity Prices: Looking for a Benchmark," Forecasting, MDPI, vol. 3(2), pages 1-13, June.
- Rachatar Nilavongse & Michał Rubaszek & Karsten Staehr & Gazi Salah Uddin, 2021. "Foreign and Domestic Uncertainty Shocks in Four Open Economies," Open Economies Review, Springer, vol. 32(5), pages 933-954, November.
- Ca' Zorzi, Michele & Longaric, Pablo Anaya & Rubaszek, Michał, 2021.
"The predictive power of equilibrium exchange rate models,"
Economic Bulletin Articles, European Central Bank, vol. 7.
- Mijakovic, Andrej & Rubaszek, Michał & Ca' Zorzi, Michele & Cap, Adam, 2020. "The predictive power of equilibrium exchange rate models," Working Paper Series 2358, European Central Bank.
- Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021. "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, vol. 103(C).
- Michal Rubaszek & Margarita Rubio, 2020.
"Does the rental housing market stabilize the economy? A micro and macro perspective,"
Empirical Economics, Springer, vol. 59(1), pages 233-257, July.
- Michal Rubaszek & Margarita Rubio, 2017. "Does rental housing market stabilize the economy? A micro and macro perspective," Discussion Papers 2017/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Rubaszek, Michał & Karolak, Zuzanna & Kwas, Marek, 2020. "Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 65(C).
- Rubaszek Michal & Karolak Zuzanna & Kwas Marek & Uddin Gazi Salah, 2020. "The role of the threshold effect for the dynamics of futures and spot prices of energy commodities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-20, December.
- Zorzi, Michele Ca’ & Rubaszek, Michał, 2020.
"Exchange rate forecasting on a napkin,"
Journal of International Money and Finance, Elsevier, vol. 104(C).
- Michele Ca' Zorzi & Michal Rubaszek, 2018. "Exchange rate forecasting on a napkin," GRU Working Paper Series GRU_2018_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rubaszek, Michał & Ca' Zorzi, Michele, 2018. "Exchange rate forecasting on a napkin," Working Paper Series 2151, European Central Bank.
- Tomasz Piotr Kostyra & Michał Rubaszek, 2020. "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 5(2), pages 103-117, December.
- Rubaszek, Michał & Uddin, Gazi Salah, 2020. "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, vol. 87(C).
- Nilavongse, Rachatar & Rubaszek, Michał, & Uddin, Gazi Salah, 2020. "Economic policy uncertainty shocks, economic activity, and exchange rate adjustments," Economics Letters, Elsevier, vol. 186(C).
- Michal Rubaszek, 2019. "Private rental housing market underdevelopment: life cycle model simulations for Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(2), pages 334-358.
- Kolasa, Marcin & Rubaszek, Michał, 2018.
"Does the foreign sector help forecast domestic variables in DSGE models?,"
International Journal of Forecasting, Elsevier, vol. 34(4), pages 809-821.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers 2016-022, Warsaw School of Economics, Collegium of Economic Analysis.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," EcoMod2016 9393, EcoMod.
- Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski.
- Adam Czerniak & Michał Rubaszek, 2018. "The Size of the Rental Market and Housing Market Fluctuations," Open Economies Review, Springer, vol. 29(2), pages 261-281, April.
- Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017.
"Exchange rate forecasting with DSGE models,"
Journal of International Economics, Elsevier, vol. 107(C), pages 127-146.
- Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017. "Exchange rate forecasting with DSGE models," NBP Working Papers 260, Narodowy Bank Polski.
- Michał Rubaszek & Adam Czerniak, 2017. "Preferencje Polaków dotyczące struktury własnościowej mieszkań: opis wyników ankiety," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 197-234.
- Piotr Dybka & Michal Rubaszek, 2017. "What Determines the Current Account: Intratemporal versus Intertemporal Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(1), pages 2-14, March.
- Anna KOSIOR & Michał RUBASZEK & Kamil WIERUS, 2016. "The potential effects of labour market duality for countries in a monetary union," International Labour Review, International Labour Organization, vol. 155(4), pages 509-534, December.
- Michał Rubaszek, 2016. "Forecasting the Yield Curve With Macroeconomic Variables," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(1), pages 1-21, June.
- Kolasa, Aleksandra & Rubaszek, Michał, 2016. "The effect of ageing on the European economies in a life-cycle model," Economic Modelling, Elsevier, vol. 52(PA), pages 50-57.
- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016.
"Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses,"
Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
- Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek, 2015. "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization Institute Working Papers 229, Federal Reserve Bank of Dallas.
- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series 1576, European Central Bank.
- Kolasa, Marcin & Rubaszek, Michał, 2015.
"Forecasting using DSGE models with financial frictions,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
- Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
- Ca' Zorzi, Michele & Kocięcki, Andrzej & Rubaszek, Michał, 2015. "Bayesian forecasting of real exchange rates with a Dornbusch prior," Economic Modelling, Elsevier, vol. 46(C), pages 53-60.
- Marcin Kolasa & Michal Rubaszek, 2015.
"How Frequently Should We Reestimate DSGE Models?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 279-305, December.
- Marcin Kolasa & Michał Rubaszek, 2014. "How frequently should we re-estimate DSGE models?," NBP Working Papers 194, Narodowy Bank Polski.
- Rubaszek, Michał & Serwa, Dobromił, 2014. "Determinants of credit to households: An approach using the life-cycle model," Economic Systems, Elsevier, vol. 38(4), pages 572-587.
- Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michał Rubaszek, 2013.
"Monetary Policy In A Non-Representative Agent Economy: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 641-669, September.
- Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michal Rubaszek, 2011. "Monetary policy in a non-representative agent economy: A survey," NBP Working Papers 95, Narodowy Bank Polski.
- Michele Ca' Zorzi & Michał Rubaszek, 2012.
"On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries,"
Review of Development Economics, Wiley Blackwell, vol. 16(1), pages 95-106, February.
- Ca' Zorzi, Michele & Rubaszek, Michał, 2008. "On the empirical evidence of the intertemporal current account model for the euro area countries," Working Paper Series 895, European Central Bank.
- Michał Rubaszek, 2012. "Mortgage down-payment and welfare in a life-cycle model," Bank i Kredyt, Narodowy Bank Polski, vol. 43(4), pages 5-28.
- Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał, 2012. "A Bayesian method of combining judgmental and model-based density forecasts," Economic Modelling, Elsevier, vol. 29(4), pages 1349-1355.
- Marcin Kolasa & MichaŁ Rubaszek & PaweŁ SkrzypczyŃski, 2012.
"Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
- Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
- Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
- Rubaszek, Michał, 2012. "The Role Of Two Interest Rates In The Intertemporal Current Account Model," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 176-189, September.
- Kolasa, Marcin & Rubaszek, Michal & Taglioni, Daria, 2010.
"Firms in the great global recession: The role of foreign ownership and financial dependence,"
Emerging Markets Review, Elsevier, vol. 11(4), pages 341-357, December.
- Marcin Kolasa & Michal Rubaszek & Daria Taglioni, 2010. "Firms in the great global recession: The role of foreign ownership and financial dependence," NBP Working Papers 77, Narodowy Bank Polski.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010.
"Forecasting the Polish Zloty with Non-Linear Models,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.
- Michal Rubaszek, 2009.
"Economic convergence and the fundamental equilibrium exchange rate in Poland,"
Bank i Kredyt, Narodowy Bank Polski, vol. 40(1), pages 7-22.
- Rubaszek, Michał, 2008. "Economic convergence and the fundamental equilibrium exchange rate in Poland," MPRA Paper 12910, University Library of Munich, Germany.
- Rubaszek, Michal & Rawdanowicz, Lukasz, 2009. "Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 277-284, December.
- Rubaszek, Michal & Skrzypczynski, Pawel, 2008. "On the forecasting performance of a small-scale DSGE model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 498-512.
- Michal Rubaszek, 2004. "A Model of Balance of Payments Equilibrium Exchange Rate," Eastern European Economics, Taylor & Francis Journals, vol. 42(3), pages 5-22, May.
Chapters
- Anna Kosior & Micha_ Rubaszek, 2016. "EU structural policies and euro adoption in CEE countries," Chapters, in: Marek Belka & Ewald Nowotny & Pawel Samecki & Doris Ritzberger-Grünwald (ed.), Boosting European Competitiveness, chapter 9, pages 97-110, Edward Elgar Publishing.
- Piotr Banbula & Witold Kozinski & Michal Rubaszek, 2011. "The role of the exchange rate in monetary policy in Poland," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 285-295, Bank for International Settlements.
More information
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This author is among the top 5% authors according to these criteria:- Number of Journal Pages
- Number of Abstract Views in RePEc Services over the past 12 months
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (18) 2009-12-19 2011-04-16 2012-10-27 2013-08-23 2014-07-05 2014-09-05 2015-06-05 2016-06-18 2016-12-18 2017-04-09 2017-05-14 2018-05-07 2018-06-18 2019-07-15 2019-09-09 2020-02-03 2020-06-15 2022-03-21. Author is listed
- NEP-DGE: Dynamic General Equilibrium (17) 2009-12-19 2011-08-09 2011-10-01 2012-07-08 2014-07-05 2014-09-05 2016-06-18 2016-12-18 2017-04-09 2017-05-14 2017-09-17 2017-09-24 2018-05-07 2018-05-07 2019-09-09 2019-10-07 2020-05-18. Author is listed
- NEP-MAC: Macroeconomics (13) 2011-08-09 2011-10-01 2014-07-05 2014-09-05 2015-08-01 2016-12-18 2017-04-09 2017-09-17 2017-09-24 2018-05-07 2019-10-07 2020-05-18 2024-07-08. Author is listed
- NEP-MON: Monetary Economics (7) 2011-10-01 2012-10-27 2013-08-23 2015-08-01 2016-06-18 2018-06-18 2020-02-03. Author is listed
- NEP-OPM: Open Economy Macroeconomics (6) 2012-10-27 2013-08-23 2015-06-05 2016-06-18 2020-02-03 2022-11-14. Author is listed
- NEP-CBA: Central Banking (4) 2009-12-19 2011-04-16 2011-10-01 2013-08-23
- NEP-EEC: European Economics (4) 2015-08-01 2019-10-07 2022-08-15 2024-07-08
- NEP-ENE: Energy Economics (4) 2019-09-09 2022-08-15 2024-02-19 2024-07-08
- NEP-IFN: International Finance (4) 2009-01-24 2011-01-30 2022-11-14 2024-02-19
- NEP-ORE: Operations Research (3) 2016-12-18 2018-05-07 2020-06-15
- NEP-URE: Urban and Real Estate Economics (3) 2017-09-17 2017-09-24 2018-05-07
- NEP-BAN: Banking (2) 2011-08-09 2022-03-21
- NEP-ECM: Econometrics (2) 2009-12-19 2013-01-07
- NEP-EUR: Microeconomic European Issues (2) 2017-09-17 2017-09-24
- NEP-TRA: Transition Economics (2) 2009-01-24 2024-07-08
- NEP-AGR: Agricultural Economics (1) 2020-06-15
- NEP-BEC: Business Economics (1) 2011-01-30
- NEP-CIS: Confederation of Independent States (1) 2024-07-08
- NEP-CWA: Central and Western Asia (1) 2022-03-21
- NEP-ETS: Econometric Time Series (1) 2013-01-07
- NEP-FMK: Financial Markets (1) 2024-02-19
- NEP-IAS: Insurance Economics (1) 2014-07-05
- NEP-INT: International Trade (1) 2024-07-08
- NEP-IUE: Informal and Underground Economics (1) 2015-08-01
- NEP-LAB: Labour Economics (1) 2015-08-01
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2019-10-07
- NEP-MST: Market Microstructure (1) 2024-02-19
- NEP-REG: Regulation (1) 2022-08-15
- NEP-RMG: Risk Management (1) 2024-02-19
- NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21
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