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Andrzej Kociecki

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This is information that was supplied by Andrzej Kociecki in registering through RePEc. If you are Andrzej Kociecki , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrzej
Middle Name:
Last Name: Kociecki
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RePEc Short-ID: pko417

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Affiliation

Narodowy Bank Polski
Location: Warszawa, Poland
Homepage: http://www.nbp.pl/
Email:
Phone: (0-22) 653 10 00
Fax: (0-22) 620 85 18
Postal: 00-919 Warszawa ul. Świętokrzyska 11/21
Handle: RePEc:edi:nbpgvpl (more details at EDIRC)

Works

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Working papers

  1. Kociecki, Andrzej, 2013. "Bayesian Approach and Identification," MPRA Paper 46538, University Library of Munich, Germany.
  2. Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," National Bank of Poland Working Papers 170, National Bank of Poland, Economic Institute.
  3. Kociecki, Andrzej, 2013. "Further Results on Identification of Structural VAR Models," MPRA Paper 46536, University Library of Munich, Germany.
  4. Kociecki, Andrzej, 2013. "Towards Understanding the Normalization in Structural VAR Models," MPRA Paper 47645, University Library of Munich, Germany.
  5. Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012. "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series 1492, European Central Bank.
  6. Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
  7. Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011. "Predictivistic Bayesian Forecasting System," National Bank of Poland Working Papers 87, National Bank of Poland, Economic Institute.
  8. Kociecki, Andrzej, 2011. "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper 28731, University Library of Munich, Germany.
  9. Kociecki, Andrzej, 2010. "Algebraic theory of identification in parametric models," MPRA Paper 26820, University Library of Munich, Germany.
  10. Andrzej Kociêcki, 2003. "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics 0307006, EconWPA.

Articles

  1. 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.
  2. 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.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  2. NEP-ECM: Econometrics (9) 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. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2003-07-29 2012-12-10 2013-01-07 2013-04-27 2013-06-24. Author is listed

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