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Publications : Selected Publications – Department of Quantitative Economics | SGH Warsaw School of Economics
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 Selected Publications

 

List of all articles published in JCR-listed journals


Michał Brzoza-Brzezina (Google Scholars: 1024 citations, h-index:19): 

  1. Monetary and macroprudential policy with foreign currency loans, (2017), with M. Kolasa and K. Makarski, ​Journal of Macroeconomics 54 (PB), pp. 352-372.
  2. Monetary policy in a non-representative agent economy: a survey (2013), with M., Kolasa, G. Koloch, K. Makarski and M. Rubaszek, Journal of Economic Surveys 27(4), pp. 641-669.  
  3. Bayesian Evaluation of DSGE Models with Financial Frictions, (2013), with M. Kolasa, Journal of Money, Credit and Banking 45(8), pp. 1451-1476. 
  4. The Anatomy of Standard DSGE Models with Financial Frictions (2013), with M., Kolasa and K. Makarski, Journal of Economic Dynamics and Control,  37( 1),  pp. 32-51.​
  5. Credit Crunch in a Small Open Economy (2011), with K. Makarski, Journal of International Money and Finance, 30(7), pp. 1406-1428. 


 Jakub Growiec (Google Scholars: 723 citations, h-index: 16)

  1. ​Social Network Structure and The Trade-Off Between Social Utility and Economic Performance, (2018), with K. Growiec and B. Kamiński, Social Networks 55, pp. 31-46.
  2. Will the ''True'' Labor Share Stand Up? An Applied Survey on Labor Share Measures (2018), with J. Mućk and P. McAdam, Journal of Economic Survey,32 (4), pp. 961-984. 
  3. Endogenous Labor Share Cycles: Theory and Evidence, (2018), with P. McAdam and J. Mućk, Journal of Economic Dynamics and Control 87, pp. 74-93.​
  4. A Microfoundation for Normalized CES Production Functions with Factor-Augmenting Technical Change, (2013), Journal of Economic Dynamics and Control 37(11), pp. 2336-2350. 
  5. Beyond the Linearity Critique: The Knife-Edge Assumption of Steady-State Growth (2007), Economic Theory 31(3), pp. 489-499.


Krzysztof Kluza (Google Scholar: 117 citations, h-index: 6)
  1. ​​Rural Areas – Boroughs Under Pressure and Free Riders. Evidence from Poland, (2018), with W. Rafał, Transylvanian Review 27(1), pp. 117-134. 
  2. Model eliminacji zjawiska zaniżania celów w procesie budżetowania, (2018), Przegląd Organizacji 4, pp. 34-39. 
  3. Changes in the credit risk profile of Polish local governments. An assessment of unsystematic risk, (2017), Argumenta Oeconomica 2(39), pp. 167-192.
  4. Financial Innovation in Local Governments as a Response to the Deterioration of their Risk Profile and Legislative Changes: The case of Poland, (2016), The Innovation Journal: The Public Sector Innovation Journal 21(1), article 2. 
  5. Sustainability of Local Government Sector Debt. Evidence from Monte-Carlo Simulations, (2016), Lex Localis - Journal of Local Self-Government 14 (1), pp. 115-132.
   

Małgorzata Knauff (Google Scholars: 158 citations, h-index: 6) ​

  1. ​Price competition with differentiated goods and incomplete product awareness, (2018), with C. Cosandier and F. Garcia, Economic Theory 66 (3), pp. 681-705
  2. Equal treatment and socially optimal R&D in duopoly with one‐way spillover,s (2017), with C. Cosandier, and G. De Feo, Journal of Public Economic Theory 19 (6), pp. 1099-1117.
  3. On the prisoner’s dilemma in R&D with input spillovers and incentives for R&D cooperation, (2013),, with Chrystie Burr and Anna Stepanova, Mathematical Social Science 66(3), pp. 254-261.
  4. Symmetric versus asymmetric equilibria in symmetric supermodular games, (2008), with R. Amir and M. Jakubczyk, International Journal of Game Theory 37(3), pp. 307-320.
  5. Ranking economics departments worldwide on the basis of Ph.D placement, (2008), with R. Amir, Review of Economics and Statistics 90(1), pp. 185-190 

 

 Marcin Kolasa (Google Scholars: 1403 citations, h-index: 20)

  1. ​Global identification of linearized DSGE models, (2018), with A. Kocięcki, Quantitative Economics 9(3), pp. 1243–1263.
  2. Exchange rate forecasting with DSGE models, (2017), with M. Ca'Zorzi and M. Rubaszek, Journal of International Economics 107, pp. 127-146.
  3. Macroprudential policy and imbalances in the euro area, (2015), with M. Brzoza-Brzezina and K. Makarski, Journal of International Money and Finance 51, pp. 137-154.
  4. Financial frictions and optimal monetary policy in an open economy, (2014), with G. Lombardo, International Journal of Central Banking 10(1), pp. 43-94.
  5. Bayesian evaluation of DSGE models with financial frictions, (2013), with M. Brzoza-Brzezina, Journal of Money, Credit and Banking 45(8), pp. 1451-1476.

 

Krzysztof Makarski  (Google Scholars: 426 citations, h-index: 12) 

  1. Inequality in an OLG economy with heterogeneous cohorts and pension systems (2018), with J. Tyrowicz and M. Bielecki, The Journal of Economic Inequality 16(4), pp. 583-606. 
  2. Macroprudential policy and imbalances in the euro area (2015), with M. Brzoza-Brzezina and M. Kolasa, Journal of International Money and Finance 51(C), pp. 137-154.
  3. The anatomy of standard DSGE models with financial frictions (2013), with M. Brzoza-Brzezina and M. Kolasa, Journal of Economic Dynamics and Control 37(1), pp. 32-51. 
  4. Monetary policy in a non-representative agent economy: a survey (2013), with M. Brzoza-Brzezina, M., Kolasa, G. Koloch, and M. Rubaszek,  Journal of Economic Surveys, 27(4), pp. 641-669.
  5. Credit Crunch in a Small Open Economy (2011), with  M. Brzoza-Brzezina, Journal of International Money and Finance, 30(7), pp. 1406-1428.


Piotr Mielus
  1. Kreowanie cen na pozagiełdowych rynkach finansowych [Market making on the over-the counter financial markets], (2017), OW SGH,  pp. 1-302.
  2. The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Market, (2005), in: Forecasting Financial Markets. Theory and Applications, ed. Władysław Milo and Piotr Wdowiński, Wydawnictwo Uniwersytetu Łódzkiego, Łódź, pp. 43-56.
  3. The Role of Market Makers in Liquidity Providing on Emerging OTC Markets, (2014), in: Contemporary Issues of the Financial Market, ed. P. Chodnicka, R. Karkowska, M. Olszak, Wydawnictwo Naukowe WZ UW, Warszawa 2014, pp. 76-90.
  4. Financial convergence on emerging markets: a case of CEE countries, (2017), with M. Fronc, Bank i Kredyt 48(2), pp. 149-172.
  5. Behavioural aspects of benchmark quotation – the WIBOR case, (2018), Acta Universitatis Lodziensis Folia Oeconomica  3(335), pp. 189-205.


Jakub Mućk (Google Scholars: 128 citations, h-index: 6)  ​​

  1. Isoelastic Elasticity of Substitution Production Functions, with J. Growiec, Macroeconomics Dynamics, forthcoming.
  2. Will the ''True'' Labor Share Stand Up? An Applied Survey on Labor Share Measures (2018), with J. Growiec and P. McAdam, Journal of Economic Survey,32 (4), pp. 961-984. 
  3. Endogenous Labor Share Cycles: Theory and Evidence, (2018), with J. Growiec and P. McAdam, Journal of Economic Dynamics and Control 87, pp. 74-93.
  4. Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses, (2016), with M. Ca’Zorzi and M. Rubaszek, Open Economies Review 27(3), pp. 585-609.


Andrzej Sławiński

  1. Central banks: hesitant guardians of equilibrium, (2018), with J. Hausner, Acta Oeconomica 68, pp. 125-140.
  2. The case for saving for retirement via index funds, (2017),  with D. Tymoczko,  Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia  4, pp. 282-288
  3. The role of the ECB’s QE in alleviating the Eurozone debt crisis, (2016), Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu 428, pp. 236-250. 
  4. Shielding money creation from severe banking crises: How useful are proposals offered by the alternative reform plans, (2015), Bank i Kredyt 46 (3), pp. 191-206.
  5. Institutional causes of the global banking crisis and the emergence of macro-prudential countercyclical policy, (2013), Acta Universitatis Lodziensis. Folia Oeconomica 295, pp. 7-25.

Jacek Suda (Google Scholars: 55 citations, h-index: 5) 

  1. ​Learning Financial Shocks and the Great Recession, with P. Pintus, Review of Economic Dynamics, forthcoming.
  2. Belief-Twisting Shocks and the Macroeconomy, (2018), Macroeconomic Dynamics 22(7), pp. 1844–1858.
  3. International Great Inflation and Common Monetary Policy, (2018), with A. Zervou, Macroeconomic Dynamics 22(6), pp. 1428–1461.
  4. The Stability of Macroeconomic Systems with Bayesian Learners, (2016), with J. Bullard, Journal of Economic Dynamics and Control 62, pp. 1-16.
  5. Monetary Policy and the Financial Sector, (2015), with A. Singh and S. Stone,  Economics Letters 132, pp. 82-86.  

Monika Tarsalewska (Google Scholar: 62 citations, h-index: 4)
  1. ​​Buyouts under the threat of preemption, (2018), Journal of Banking and Finance, forthcoming. 
  2. Pre-going private ownership around the world, (2018), with D. Cumming, A. Sanjust and R. Peter, British Journal of Management, forthcoming
  3. Common Auditors and Cross-Country M&A Transactions, (2017), with J. Chircop and S. Johan​, Journal of International Financial Markets, Institutions and Money.         
  4. Equity Incentives and Corporate Fraud in China, (2016), with L.H. Hass and F. Zhan, Journal of Business Ethics 138(4), pp. 723-742.   
  5. The Timing of Mergers along the Production Chain, Capital Structure, and Risk Dynamics, (2015), Journal of Banking and Finance 57, pp. 51-64.


Łukasz Woźny (Google Scholars: 147 citations, h-index: 6) 

  1. On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty, (2018), with Ł. Balbus and K. Reffett, Journal of Economic Theory 176, pp. 293-310.
  2. Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy, (2018), with M. Datta and K.Reffett, Economic Theory 66 (3), pp. 593-626. 
  3. A qualitative theory of large games with strategic complementarities, (2017), with Ł. Balbus, P. Dziewulski, and K. Reffett,  Economic Theory, fothcoming. 
  4. Constructive Study of Markov Equilibria in Stochastic Games with Complementarities, (2014), with Ł. Balbus and K. Reffett, Journal of Economic Theory (150), pp. 815–840.
  5. Stationary Markovian equilibria in Altruistic Stochastic OLG models with Limited Commitment, (2012), with  Ł. Balbus and K. Reffett, Journal of Mathematical Economics 48(2), pp. 115-132