WorkingPapersKAE

COLLEGIUM OF ECONOMIC ANALYSIS WORKING PAPERS

The faculty members as well as all the students, associates and colleagues are invited to publish the current research findings within the series of Collegium of Economic Analysis Working Papers.We believe that making the research results instantly available to professional community serves the good purpose of exchange of ideas and constant improvement of our work.

Our series is already accessible in IDEAS/ RePEc database (link).

The Collegium of Economic Analysis Working Papers has been initiated in March 2016 as a continuation of two working papers series: Applied Econometrics Papers (published in years 2004 - 2015), Working Papers of the Institute for Demography and Statistics (published in years 2009 - 2015). Please refer to the relevant pages for earlier research.

WORKING PAPERS 2016-2023


A solution to the global identification problem in DSGE models Author(s): Kocięcki A., Kolasa M. January 2023, Ref. SGH KAE Working Papers Series 2022/083
How regional business cycles diffuse across space and time: evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland Author(s): Rabiej A., Sikora D., Torój A. January 2023, Ref. SGH KAE Working Paper Series 2023/082
A Theory of The Procyclical Effectiveness of Forward Guidance Author(s): Kopiec P. December 2022, Ref. SGH KAE Working Papers Series 2022/081
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland Author(s): Haug A. A., Łyziak T., Sznajderska A. November 2022, Ref. SGH KAE Working Paper Series 2022/080
Common typology of virtual communities and multi-sided platforms. Analysis of business models using qualitative system dynamics Author(s): Doligalski T. July 2022, Ref. SGH KAE Working Papers Series 2022/079
Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. Author(s): Rubaszek M., Szafranek K. June 2022, Ref. SGH KAE Working Paper Series 2022/078
R&D Capital: An engine of Growth Author(s): Growiec J. May 2022, Ref. SGH KAE Working Papers Series 2022/077
Reconstruction of the Social Cash Transfers System in Poland and Household Well-being: 2015-2018 Evidence Author(s): Szulc A. April 2022, Ref. SGH KAE Working Paper Series 2022/076
How do firms respond to demand and supply shocks? Author(s): Gradzewicz M. April 2022, Ref. SGH KAE Working Papers Series 2022/075
Learning own preferences through consumption Author(s): Kapera M. April 2022, Ref. SGH KAE Working Paper Series 2022/074
On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour Author(s): Chudziak Sz. March 2022, Ref. SGH KAE Working Papers Series 2022/073
Iterative Monotone Comparative Statics Author(s): Balbus Ł., Olszewski W., Reffett K., Woźny Ł. February 2022, Ref. SGH KAE Working Paper Series 2022/072
Are Ideas Really Getting Harder To Find? R&D Capital and the Idea Production Function Author(s): Growiec J., McAdam P., Mućk J. February 2022, Ref. SGH KAE Working Papers Series 2022/071
The Aggregate and Distributional Effects of Fiscal Stimuli Author(s): Kopiec P. January 2022, Ref. SGH KAE Working Paper Series 2022/070
Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach Author(s): Torój A. January 2022, Ref. SGH KAE Working Papers Series 2022/069
Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregression Author(s): Stefański M. October 2021, Ref. SGH KAE Working Paper Series 2021/068
Monetary policy and COVID-19 Author(s): Brzoza-Brzezina M., Kolasa M., Makarski K. July 2021, Ref. SGH KAE Working Papers Series 2021/067
The aggregate and redistributive effects of emigration Author(s): Walerych M. May 2021, Ref. SGH KAE Working Paper Series 2021/066
What makes a successful scientist in a central bank? Evidence from the RePEc database Author(s): Rybacki J., Serwa D. April 2021, Ref. SGH KAE Working Papers Series 2021/065
Intergenerational redistributive effects of monetary policy Author(s): Bielecki M., Brzoza-Brzezina M., Kolasa M. March 2021, Ref. SGH KAE Working Paper Series 2021/064
Quantitative Easing in the US and Financial Cycles in Emerging Markets Author(s): Kolasa M., Wesołowski G. March 2021, Ref. SGH KAE Working Papers Series 2021/063
Efficiency in rewarding academic journal publications. The case of Poland Author(s): Charemza W., Lewandowski M., Woźny Ł February 2021, Ref. SGH KAE Working Paper Series 2021/062
Central bank credibility, long-term yields and the effects of monetary integration Author(s): Kolasa M., Supera D. January 2021, Ref. SGH KAE Working Papers Series 2021/061
The Great Lockdown: information, noise and macroeconomic fluctuations Author(s): Brzoza-Brzezina M., Wesołowski G. January 2021, Ref. SGH KAE Working Paper Series 2021/060
On complementary symmetry and reference dependence Author(s): Lewandowski M., Woźny Ł. December 2020, Ref. SGH KAE Working Papers Series 2020/059
To What Extent does Convergence Explain the Slowdown in Potential Growth of the CEE Countries Following the Global Financial Crisis? Author(s): Stefański M. December 2020, Ref. SGH KAE Working Paper Series 2020/058
GDP effect of Pandemics: A Historical Perspective Author(s): Stefański M. December 2020, Ref. SGH KAE Working Papers Series 2020/057
Unravelling the Markups Changes: The Role of Demand Elasticity and Concentration Author(s): Gradzewicz M., Mućk J. November 2020, Ref. SGH KAE Working Paper Series 2020/056
Time consistent equilibria in dynamic models with recursive payoffs and behavioral discounting Author(s): Balbus Ł., Reffett K., Woźny Ł. November 2020, Ref. SGH KAE Working Papers Series 2020/055
What Will Drive Long-Run Growth in the Digital Age? Author(s): Growiec J. September 2020, Ref. SGH KAE Working Paper Series 2020/054
One model or many? Exchange rates determinants and their predictive capabilities Author(s): Dybka P. July 2020, Ref. Ref. SGH KAE Working Paper Series 2020/053
Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk Author(s): Balbus L., Dziewulski P., Reffett K., Wozny L. July 2020, Ref. SGH KAE Working Paper Series 2020/052
Joint identification of monopoly and monopsony power Author(s): Gradzewicz M. June 2020, Ref. SGH KAE Working Papers Series 2020/051
Demographics and the natural interest rate in the euro area Author(s): Bielecki M., Brzoza-Brzezina M., Kolasa M. June 2020, Ref. SGH KAE Working Paper Series 2020/050
International confidence spillovers and business cycles in small open economies Author(s): Brzoza-Brzezina M., Kotłowski J. May 2020, Ref. SGH KAE Working Paper Series 2020/049
Automation, Partial and Full Author(s): Growiec J. April 2020, Ref. SGH KAE Working Papers Series 2020/048
International information flows, sentiments and cross-country business cycles fluctuations Author(s): Brzoza-Brzezina M., Kotłowski J., Wesołowski G. March 2020, Ref. SGH KAE Working Papers Series 2020/047
Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging Author(s): Dybka P., Olesiński B., Rozkrut M., Torój A. March 2020, Ref. SGH KAE Working Papers Series 2020/046
Are Central Banks' Research Teams Fragile Because of Groupthink? Author(s): Rybacki J. December 2019, Ref. SGH KAE Working Papers Series 2019/045
Fiscal Deficit Forecasts by International Institutions: Evidence for a Double Standard? Author(s): Rybacki J. May 2019, Ref. SGH KAE Working Papers Series 2019/044
Institutional determinants of export competitiveness among the EU countries: evidence from Bayesian model averaging**** Author(s): Beata K. Bierut, P. Dybka April 2019, Ref. SGH KAE Working Papers Series 2019/043
The Hardware-Software Model: A New Conceptual Framework of Production, R&D, and Growth with AI Author(s): J. Growiec Ferbuary 2019, Ref. SGH KAE Working Papers Series 2019/042
Unexplained native - immigrant wage gap in Poland in 2015-2016. Insights from the surveys in Warsaw and in Lublin. Author(s): P. Strzelecki October 2018, Ref. SGH KAE Working Papers Series 2018/041
What happens after an investment spike - investment events and firm performance Author(s): M. Gradzewicz October 2018, Ref. SGH KAE Working Papers Series 2018/040
On the trade-offs in money market benchmarks’ stabilisation Author(s): M. Dec September 2018, Ref. SGH KAE Working Papers Series 2018/039
Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustement of interest rate derivatives Author(s): M. Dec June 2018, Ref. SGH KAE Working Papers Series 2018/038
Generation of regional input-output tables: a spatial econometric approach with illustrative simulations for France, Germany and Poland Author(s): A. Torój May 2018, Ref. SGH KAE Working Papers Series 2018/037
Social Network Dynamics: Individual Level Mechanisms and Aggregate Outcomes Author(s): K. Growiec, J. Growiec, B. Kamiński May 2018, Ref. SGH KAE Working Papers Series 2018/036
The non-linear nature of country risk and its implications for DSGE models Author(s): M. Brzoza-Brzezina, J. Kotłowski May 2018, Ref. SGH KAE Working Papers Series 2018/035
The Digital Era, Viewed From a Perspective of Millennia of Economic Growth Author(s): J. Growiec March 2018, Ref. SGH KAE Working Papers Series 2018/034
Does a bank levy increase frictions on the interbank market? Author(s): A. Hryckiewicz, P. Mielus, K. Skorulska, M. Snarska March 2018, Ref. SGH KAE Working Papers Series 2018/033
Unraveling the economic performance of the CEEC countries. The role of exports and global value chains Author(s): J. Hagemejer, J. Muck February 2018, Ref. SGH KAE Working Papers Series 2018/032
On the Optimal Labor Income Share Author(s): J. Growiec, P. McAdam, J. Muck February 2018, Ref. SGH KAE Working Papers Series 2018/031
Currency Demand and MIMIC Models: Towards a Structured Hybrid Model-Based Estimation of the Shadow Economy Size Author(s): P. Dybka, M. Kowalczuk, B. Olesiński, M. Rozkrut, A. Torój September 2017, Ref. SGH KAE Working Papers Series 2017/030
Weighting Sub-Populations in Longevity Inequility Reasearch: a Practical Approach Author(s): A. Szulc September 2017, Ref. SGH KAE Working Papers Series 2017/029
Reforming Housing Rental Market in a Life-cycle Model Author(s): M. Rubaszek September 2017, Ref. SGH KAE Working Papers Series 2017/028
Transmission of Monetary Policy and Exchange Rate Shocks under Foreign Currency Lending Author(s): M. Skibińska August 2017, Ref. SGH KAE Working Papers Series 2017/027
Social Network Structure and the Trade-Off Between Social Utility and Economic Performance Author(s): K. Growiec, J. Growiec, B. Kamiński March 2017, Ref. SGH KAE Working Papers Series 2017/026
Mapping the Dimensions of Social Capital Author(s): K. Growiec, J. Growiec, B. Kamiński March 2017, Ref. SGH KAE Working Papers Series 2017/025
The role of fractional-reserve banking in amplifying credit booms: evidence from panel data Author(s): M. Albinowski March 2017, Ref. SGH KAE Working Papers Series 2017/024
Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties Author(s): G. Koloch December 2016, Ref. SGH KAE Working Papers Series 2016/023
Does foreign sector help forecast domestic variables in DSGE models? Author(s): M. Kolasa, M.Rubaszek December 2016, Ref. SGH KAE Working Papers Series 2016/022
Equilibrium foreign currency mortgages Author(s): M. Kolasa December 2016, Ref. SGH KAE Working Papers Series 2016/021
On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty Author(s): Ł. Balbus, K. Reffett, Ł.Woźny November 2016, Ref. SGH KAE Working Papers Series 2016/020
Multiple unemployment spells duration in Poland Author(s): E. Gałecka-Burdziak October 2016, Ref. SGH KAE Working Papers Series 2016/019
An experiment on temptation and attitude towards paternalism Author(s): M. Krawczyk, Ł. Woźny September 2016, Ref. SGH KAE Working Papers Series 2016/018
Repeated moral hazard with costly self-control Author(s): Ł. Woźny September 2016, Ref. SGH KAE Working Papers Series 2016/017
When 0 + ⅓ + ⅓ > ⅔, but 0 + 0 + ⅓ < ⅓. How the median outcome impacts lottery valuation? Author(s): K. Kontek, M. Birnbaum September 2016, Ref. SGH KAE Working Papers Series 2016/016
Endogenous labour share cycles: theory and evidence Author(s): J. Growiec, P. McAdam, J. Mućk September 2016, Ref. SGH KAE Working Papers Series 2016/015
Value relevance of companies’ financial statements in Poland Author(s): M. Gruszczyński, R. Bilicz, M. Kubik-Kwiatkowska, A. Pernach August 2016, Ref. SGH KAE Working Papers Series 2016/014
Is Poland at risk of the zero lower bound? Author(s): M. Brzoza-Brzezina, M. Kolasa, M. Szetela July 2016, Ref. SGH KAE Working Papers Series 2016/013
Why may large economies suffer more at the zero lower bound? Author(s): M. Brzoza-Brzezina June 2016, Ref. SGH KAE Working Papers Series 2016/012
Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling Author(s): M. Jakubczyk May 2016, Ref. SGH KAE Working Papers Series 2016/011
Efficiency in spatially disaggregated labour market matching Author(s): E. Antczak, E. Gałecka-Burdziak, R. Pater April 2016, Ref. SGH KAE Working Papers Series 2016/010
Spatial labour market matching Author(s): E. Antczak, E. Gałecka-Burdziak, R. Pater April 2016, Ref. SGH KAE Working Papers Series 2016/009
The impact of firms’ expectations & adjustments on the productivity cost of illness Author(s): M. Jakubczyk, B. Koń April 2016, Ref. SGH KAE Working Papers Series 2016/008
(Belief in) life after death impacts the utility of life before it – a difference in preferences or an artefact Author(s): M. Jakubczyk, D. Golicki, M. Niewada April 2016, Ref. SGH KAE Working Papers Series 2016/007
Choosing from multiple alternatives in cost-effectiveness analysis with fuzzy willingness-to-pay/accept and uncertainty Author(s): M. Jakubczyk April 2016, Ref. SGH KAE Working Papers Series 2016/006
Randomness or stock-flow: Which mechanism describes labour market matching in Poland? Author(s): E. Gałecka-Burdziak April 2016, Ref. SGH KAE Working Papers Series 2016/005
Regional economic impact assessment with missing input-output data: a spatial econometrics approach for Poland Author(s): A. Torój March 2016, Ref. SGH KAE Working Papers Series 2016/004
Crisis, contagion and international policy spillovers under foreign ownership of banks Author(s): M. Brzoza-Brzezina, M. Kolasa, K. Makarski March 2016, Ref. SGH KAE Working Papers Series 2016/003
On the limits of macroprudential policy Author(s): M.Kolasa March 2016, Ref. SGH KAE Working Papers Series 2016/002
Isoelastic Elasticity of Substitution Production Functions Author(s): J. Growiec, J. Mućk March 2016, Ref. SGH KAE Working Papers Series 2016/001

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Contact: WorkingPapers_KAE[at]sgh.waw.pl

Editors: dr hab. Łukasz Woźny,

dr Jakub Mućk, dr Anna Chmielewska

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