Andrzej Kocięcki
(Andrzej Kociecki)

Personal Details

First Name:	Andrzej
Middle Name:
Last Name:	Kociecki
Suffix:
RePEc Short-ID:	pko417
	[This author has chosen not to make the email address public]

Affiliation

(50%) Narodowy Bank Polski

Warszawa, Poland
http://www.nbp.pl/
RePEc:edi:nbpgvpl (more details at EDIRC)

(50%) Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Tomasz Chmielewski & Andrzej Kocięcki & Tomasz Łyziak & Jan Przystupa & Ewa Stanisławska & Małgorzata Walerych & Ewa Wróbel, 2020. "Monetary policy transmission mechanism in Poland What do we know in 2019?," NBP Working Papers 329, Narodowy Bank Polski.

   Cited by:

   1. Voloshchenko-Holda Lada & Niedziółka Paweł, 2024. "Central bank communication in unconventional times: Some evidence from a textual analysis of the National Bank of Poland communication during the COVID-crisis," Economics and Business Review, Sciendo, vol. 10(1), pages 101-124, April.
   2. Artem Vdovychenko, 2021. "Empirical estimation of REER trend for Ukraine," IHEID Working Papers 06-2021, Economics Section, The Graduate Institute of International Studies.

2. Tomasz Chmielewski & Mariusz Kapuściński & Andrzej Kocięcki & Tomasz Łyziak & Jan Przystupa & Ewa Stanisławska & Ewa Wróbel, 2018. "Monetary transmission mechanism in Poland. What do we know in 2017?," NBP Working Papers 286, Narodowy Bank Polski.

   Cited by:

   1. Sznajderska, Anna, 2021. "The Impact of Foreign Shocks on the Polish Economy," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
      • Anna Sznajderska, 2021. "The Impact of Foreign Shocks on the Polish Economy," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 33-52.
   2. Tomasz Chmielewski & Tomasz Lyziak & Ewa Stanislawska, 2020. "Risk-Taking Channel and Its Non-Linearities: The Case of an Emerging Market Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(1), pages 2-25, February.
   3. Anna Sznajderska & Mariusz Kapuściński, 2019. "The spillover effects of Chinese economy on Southeast Asia and Oceania," NBP Working Papers 315, Narodowy Bank Polski.
   4. Jan Hagemejer & Aleksandra Hałka & Jacek Kotłowski, 2020. "Global value chains and exchange rate pass-through: the role of non-linearities," NBP Working Papers 324, Narodowy Bank Polski.
      • Hagemejer, Jan & Hałka, Aleksandra & Kotłowski, Jacek, 2022. "Global value chains and exchange rate pass-through—The role of non-linearities," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 461-478.
   5. Ghosh, Taniya & Bhadury, Soumya Suvra, 2018. "Has Money Lost Its Relevance? Resolving the Exchange Rate Disconnect Puzzle," MPRA Paper 90627, University Library of Munich, Germany.
   6. Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.

3. Mariusz Kapuściński & Andrzej Kocięcki & Halina Kowalczyk & Tomasz Łyziak & Jan Przystupa & Ewa Stanisławska & Anna Sznajderska & Ewa Wróbel, 2016. "Monetary policy transmission mechanism in Poland.What do we know in 2015?," NBP Working Papers 249, Narodowy Bank Polski.

   Cited by:

   1. Kapuściński, Mariusz & Stanisławska, Ewa, 2018. "Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland," Economic Modelling, Elsevier, vol. 70(C), pages 288-300.
   2. Malgorzata Skibinska, 2017. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," KAE Working Papers 2017-027, Warsaw School of Economics, Collegium of Economic Analysis.
      • Małgorzata Skibińska, 2018. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," Post-Communist Economies, Taylor & Francis Journals, vol. 30(4), pages 506-525, July.
   3. Karol Szafranek & Aleksandra Hałka, 2017. "Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches," NBP Working Papers 267, Narodowy Bank Polski.
      • Karol Szafranek & Aleksandra Hałka, 2019. "Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(13), pages 3094-3111, October.
      • Aleksandra Halka & Karol Szafranek, 2017. "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017 10560, EcoMod.
   4. Filip Premik & Ewa Stanisławska, 2017. "The impact of inflation expectations on Polish consumers’ spending and saving," NBP Working Papers 255, Narodowy Bank Polski.
      • Filip Premik & Ewa Stanisławska, 2017. "The Impact of Inflation Expectations on Polish Consumers’ Spending and Saving," Eastern European Economics, Taylor & Francis Journals, vol. 55(1), pages 3-28, January.
   5. Kuznetsov, Aleksei & Berdigulova, Aigul, 2019. "EDB Special report 2019. Exchange rate pass-through effects on inflation in EDB Member Countries," Working Papers 2019-7, Eurasian Development Bank, Chief Economist Group.
   6. Mariusz Kapuściński & Ewa Stanisławska, 2016. "Interest rate pass-through in Poland since the global financial crisis," NBP Working Papers 247, Narodowy Bank Polski.
   7. Ulrichs Magdalena, 2018. "Identification of Financial and Macroeconomic Shocks in a Var Model of the Polish Economy. A Stability Analysis," Economics and Business Review, Sciendo, vol. 4(1), pages 29-43, April.
   8. Lucjan T. Orlowski, 2017. "Sensitivity of Interest Rates to Inflation and Exchange Rate in Poland: Implications for Direct Inflation Targeting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 59(4), pages 545-560, December.
   9. Saoussen Ouhibi & Sami Hammami, 2021. "The Interaction Between Monetary Policy And Macroprudential Tools: Empirical Evidence Of The Southern Mediterranean Countries," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(2), pages 51-66, June.

4. Kociecki, Andrzej, 2013. "Bayesian Approach and Identification," MPRA Paper 46538, University Library of Munich, Germany.

   Cited by:

   1. Michele Piffer, 2016. "Assessing Identifying Restrictions in SVAR Models," Discussion Papers of DIW Berlin 1563, DIW Berlin, German Institute for Economic Research.

5. Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski.
   • Andrzej Kocięcki & Marcin Kolasa, 2018. "Global identification of linearized DSGE models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1243-1263, November.

   Cited by:

   1. Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
   2. Andrzej Kocięcki & Marcin Kolasa, 2022. "A solution to the global identification problem in DSGE models," Working Papers 2022-01, Faculty of Economic Sciences, University of Warsaw.
      • Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
      • Kocięcki, Andrzej & Kolasa, Marcin, 2023. "A solution to the global identification problem in DSGE models," Journal of Econometrics, Elsevier, vol. 236(2).
   3. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
   4. Peter A. Zadrozny, 2015. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data," Economic Working Papers 485, Bureau of Labor Statistics.
      • Zadrozny, Peter A., 2015. "Extended Yule-Walker identification of Varma models with single- or mixed frequency data," CFS Working Paper Series 526, Center for Financial Studies (CFS).
      • Zadrozny, Peter A., 2016. "Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 438-446.
      • Peter A. Zadrozny, 2016. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data," CESifo Working Paper Series 5884, CESifo.
   5. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
      • Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
      • Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
      • Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
   6. Zadrozny, Peter A., 2022. "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series 682, Center for Financial Studies (CFS).
   7. Ivashchenko, Sergey & Mutschler, Willi, 2020. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
      • Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
   8. Emanuele Bacchiocchi & Toru Kitagawa, 2020. "Locally- but not globally-identified SVARs," CeMMAP working papers CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
   9. Morris, Stephen D., 2020. "Is the Taylor principle still valid when rates are low?," Journal of Macroeconomics, Elsevier, vol. 64(C).
   10. Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
   11. Zhongjun Qu, 2018. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
       • Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
   12. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
   13. Majid M. Al-Sadoon, 2020. "Regularized Solutions to Linear Rational Expectations Models," Papers 2009.05875, arXiv.org, revised Oct 2020.
   14. Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
   15. Majid M. Al-Sadoon, 2020. "The Spectral Approach to Linear Rational Expectations Models," Papers 2007.13804, arXiv.org, revised Jun 2023.

6. Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012. "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series 1492, European Central Bank.

   Cited by:

   1. Jiranyakul, Komain, 2016. "Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand," MPRA Paper 75708, University Library of Munich, Germany.
   2. Gholamreza Hajargasht & D.S. Prasada Rao, 2019. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," CEPA Working Papers Series WP032019, School of Economics, University of Queensland, Australia.
      • Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019. "Multilateral index number systems for international price comparisons: Properties, existence and uniqueness," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
      • Gholamreza Hajargasht & Prasada Rao, 2018. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," Papers 1811.04197, arXiv.org, revised Dec 2018.
   3. 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.
   4. Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona School of Economics.
      • Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating overidentified, nonrecursive, time-varying coefficients structural VARs," Economics Working Papers 1321, Department of Economics and Business, Universitat Pompeu Fabra.
      • Canova, Fabio & Pérez Forero, Fernando J., 2014. "Estimating overidentified, non-recursive, time varying coefficients structural VARs," CEPR Discussion Papers 10022, C.E.P.R. Discussion Papers.
   5. Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020. "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 127-136.
   6. Han, Xu, 2018. "Estimation and inference of dynamic structural factor models with over-identifying restrictions," Journal of Econometrics, Elsevier, vol. 202(2), pages 125-147.

7. Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011. "Predictivistic Bayesian Forecasting System," NBP Working Papers 87, Narodowy Bank Polski.

   Cited by:

   1. Martin Feldkircher & Nico Hauzenberger, 2019. "How useful are time-varying parameter models for forecasting economic growth in CESEE?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 29-48.

Articles

1. Andrzej Kocięcki & Marcin Kolasa, 2018. "Global identification of linearized DSGE models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1243-1263, November.
   • Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski.
   See citations under working paper version above.
2. 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.

   Cited by:

   1. He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2018. "Forecasting exchange rate using Variational Mode Decomposition and entropy theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 15-25.
   2. 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).
   3. Sarthak Behera & Hyeongwoo Kim, 2019. "Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors," Auburn Economics Working Paper Series auwp2019-04, Department of Economics, Auburn University.
   4. Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020. "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, vol. 89(C), pages 484-501.
   5. Chikashi Tsuji, 2015. "Exchange Rate Effects on Equity Prices: The Recent Case from Japan," Business and Management Research, Business and Management Research, Sciedu Press, vol. 4(4), pages 1-12, December.
   6. Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2023. "Convergence in solvency and capital centralization: A B‐VAR analysis for high‐income and euro area countries," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 40-73, February.
   7. Leandro Maciel & Rosangela Ballini, 2021. "Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 743-771, February.

3. 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.

   Cited by:

   1. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
   2. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
      • Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Technology.
   3. Yuri S. Popkov & Yuri A. Dubnov & Alexey Yu. Popkov, 2016. "New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction," Mathematics, MDPI, vol. 4(1), pages 1-16, March.
   4. Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.

4. Kocięcki, Andrzej, 2010. "A Prior for Impulse Responses in Bayesian Structural VAR Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 115-127.

   Cited by:

   1. Sergio Ocampo & Norberto Rodríguez, 2011. "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia 686, Banco de la Republica de Colombia.
      • Sergio Ocampo & Norberto Rodríguez, 2011. "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia 9200, Banco de la Republica.
   2. Christian Matthes & Felipe Schwartzman, 2019. "The Demand Origins of Business Cycles," 2019 Meeting Papers 1122, Society for Economic Dynamics.
   3. Martin Bruns & Michele Piffer, 2018. "Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses," Working Papers 878, Queen Mary University of London, School of Economics and Finance.
      • Martin Bruns & Michele Piffer, 2019. "Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses," Discussion Papers of DIW Berlin 1796, DIW Berlin, German Institute for Economic Research.
   4. Christian Matthes & Felipe Schwartzman, 2019. "What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?," Working Paper 19-9, Federal Reserve Bank of Richmond.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 17 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.

1. NEP-ECM: Econometrics (11) 2003-08-01 2010-11-27 2011-02-19 2011-08-09 2012-12-10 2013-01-07 2013-04-27 2013-04-27 2013-06-24 2017-09-10 2022-12-12. Author is listed
2. NEP-ETS: Econometric Time Series (7) 2003-07-29 2012-12-10 2013-01-07 2013-04-27 2013-06-24 2017-09-10 2022-12-12. Author is listed
3. NEP-MON: Monetary Economics (4) 2017-01-22 2018-10-15 2020-07-13 2024-01-08
4. NEP-TRA: Transition Economics (4) 2017-01-22 2018-10-15 2020-07-13 2024-01-08
5. NEP-CBA: Central Banking (3) 2017-01-22 2018-10-15 2024-01-08
6. NEP-MAC: Macroeconomics (3) 2017-01-22 2017-09-10 2020-07-13
7. NEP-DGE: Dynamic General Equilibrium (2) 2022-12-12 2024-01-01
8. NEP-BAN: Banking (1) 2024-01-08
9. NEP-BIG: Big Data (1) 2020-07-13
10. NEP-CIS: Confederation of Independent States (1) 2011-02-19
11. NEP-UPT: Utility Models and Prospect Theory (1) 2022-12-05

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andrzej Kociecki
(Andrzej Kociecki) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.