IDEAS home Printed from https://ideas.repec.org/d/g/ixsghpl.html

Publications

by alumni of

Szkoła Główna Handlowa w Warszawie → Instytut Ekonometrii

Warsaw School of Economics → Institute of Econometrics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2026

  1. Piotr Dybka & Magdalena Karska & Maciej Łopusiński & Andrzej Torój, 2026, "Evaluation of the underreporting of income across households in Bulgaria: extending the Pissarides-Weber approach," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2026-119, Jan, DOI: 10.33119/kaewps2026119.

2025

  1. Andrzej Torój & Joanna Bęza-Bojanowska & Rafał Chmura & Kareem Ismail & Dominika Kroschel & Mr. Waikei Raphael Lam & Agnieszka Szczypińska & Bartłomiej Wiśnicki, 2025, "The Role of a Stabilizing Expenditure Rule in Fostering Macro-Fiscal Stability: Simulation-Based Evidence from Poland," IMF Working Papers, International Monetary Fund, number 2025/238, Nov.
  2. Michał Król & Andrzej Torój, 2025, "Is panel Currency Demand equation homogeneous, why not, and what it means for shadow economy measurement," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-106, Jan, DOI: 10.33119/kaewps2025106.
  3. Anna Sznajderska & Andrzej Torój & Rafał Chmura, 2025, "The Role of Fiscal Rules for Spending Multipliers in European Union Countries," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-108, Feb, DOI: 10.33119/kaewps2025108.

2023

  1. Jacek Kotłowski, 2023, "The role of central bank forecasts in uncertain times," NBP Working Papers, Narodowy Bank Polski, number 363.
  2. Michał Greszta & Marcin Humanicki & Mariusz Kapuściński & Tomasz Kleszcz & Andrzej Kocięcki & Jacek Kotłowski & Michał Ledóchowski & Michał Łesyk & Tomasz Łyziak & Mateusz Pipień & Piotr Popowski & Ew, 2023, "Monetary policy transmission mechanism in Poland What do we know in 2023?," NBP Working Papers, Narodowy Bank Polski, number 365.
  3. Agnieszka Rabiej & Dominika Sikora & Andrzej Torój, 2023, "How regional business cycles diffuse across space and time: evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-082, Jan, DOI: 10.33119/kaewps2023082.

2022

  1. Andrzej Torój, 2022, "Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-069, Jan, DOI: 10.33119/kaewps2022069.

2020

  1. Jan Hagemejer & Aleksandra Hałka & Jacek Kotłowski, 2020, "Global value chains and exchange rate pass-through: the role of non-linearities," NBP Working Papers, Narodowy Bank Polski, number 324.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020, "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-047, Mar, DOI: 10.33119/kaewps2020047.
  3. Piotr Dybka & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2020, "Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-046, Mar, DOI: 10.33119/kaewps2020046.

2018

  1. Michał Brzoza-Brzezina & Jacek Kotłowski, 2018, "International confidence spillovers and business cycles in small open economies," NBP Working Papers, Narodowy Bank Polski, number 287.
  2. Andrzej Torój, 2018, "Generation of regional input-output tables: a spatial econometric approach with illustrative simulations for France,Germany and Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2018-037, May, DOI: 10.33119/kaewps2018037.

2017

  1. Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2017, "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2017-030, Sep, DOI: 10.33119/kaewps2017030.

2016

  1. Jacek Kotłowski & Michał Brzoza-Brzezina, 2016, "The nonlinear nature of country risk," EcoMod2016, EcoMod, number 9416, Jul.
  2. Aleksandra Hałka & Jacek Kotłowski, 2016, "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers, Narodowy Bank Polski, number 232.
  3. Michał Brzoza-Brzezina & Jacek Kotlowski, 2016, "The nonlinear nature of country risk and its implications for DSGE models," NBP Working Papers, Narodowy Bank Polski, number 250.
  4. Andrzej Torój, 2016, "Regional economic impact assessment with missing input-output data: a spatial econometrics approach for Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-004, Mar, DOI: 10.33119/kaewps2016004.

2015

  1. Jacek Kotłowski, 2015, "Do central bank forecasts matter for professional forecasters?," EcoMod2015, EcoMod, number 8317, Jul.
  2. Piotr Cizkowicz & Andrzej Rzonca & Andrzej Toroj, 2015, "In search for appropriate lower bound.Zero lower bound vs. positive lower bound under discretion and commitment," NBP Working Papers, Narodowy Bank Polski, number 215.
  3. Andrzej Torój, 2015, "Macroeconomic Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers, Ministry of Finance in Poland, number 22, Oct.

2014

  1. Jacek Kotłowski & Michał Brzoza-Brzezina & Kamil Wierus, 2014, "Can interest rate spreads stabilize the euro area?," EcoMod2014, EcoMod, number 6886, Jul.
  2. Piotr Roszkowski & Kamila Sławińska & Andrzej Torój, 2014, "BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries," MF Working Papers, Ministry of Finance in Poland, number 20, Jun.

2013

  1. Aleksandra Hałka & Jacek Kotłowski, 2013, "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers, Narodowy Bank Polski, number 152.
      Unknown

2012

  1. Jacek Kotłowski & Michał Brzoza-Brzezina, 2012, "Measuring the Natural Yield Curve," EcoMod2012, EcoMod, number 4197, Jul.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski & Agata Miśkowiec, 2012, "How forward looking are central banks? Some evidence from their forecasts," NBP Working Papers, Narodowy Bank Polski, number 112.
  3. Andrzej Torój, 2012, "Excessive Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers, Ministry of Finance in Poland, number 11, Feb.
  4. Andrzej Torój & Elżbieta Bednarek & Joanna Bęza-Bojanowska & Joanna Osińska & Katarzyna Waćko & Dariusz Witkowski, 2012, "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," MF Working Papers, Ministry of Finance in Poland, number 12, Mar.
  5. Andrzej Torój, 2012, "Poland and Slovakia during the crisis: would the euro (non-)adoption matter?," MF Working Papers, Ministry of Finance in Poland, number 13, May.

2011

  1. Andrzej Toroj, 2011, "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers, Narodowy Bank Polski, number 86.
  2. Andrzej Torój & Joanna Osińska, 2011, "Greek ricochet? What drove Poles' attitudes to the euro in 2009-2010," MF Working Papers, Ministry of Finance in Poland, number 10, Aug.

2010

  1. Andrzej Torój, 2010, "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers, Ministry of Finance in Poland, number 4, May.
  2. Karolina Konopczak & Andrzej Torój, 2010, "Estimating the Baumol-Bowen and Balassa-Samuelson effects in the Polish economy - a disaggregated approach," MF Working Papers, Ministry of Finance in Poland, number 7, Sep.
  3. Andrzej Torój, 2010, "Rationality of expectations: another OCA criterion? A DSGE analysis," MF Working Papers, Ministry of Finance in Poland, number 9, Dec.

2009

  1. Michal Brzoza-Brzezina & Jacek Kotlowski, 2009, "Estimating pure inflation in the Polish economy," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 37, Jun.
  2. Andrzej Toroj, 2009, "Macroeconomic adjustment and heterogeneity in the euro area," NBP Working Papers, Narodowy Bank Polski, number 54, Jan.
  3. Andrzej Torój, 2009, "Solving forward-looking models of cross-country adjustment within the euro area," MF Working Papers, Ministry of Finance in Poland, number 2, Sep.

2008

  1. Jacek Kotlowski, 2008, "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 24, Feb.
  2. Andrzej Toroj, 2008, "Estimation of weights for the Monetary Conditions Index in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 27, Jun.

2005

  1. Jacek Kotlowski, 2005, "Reaction functions of the Polish central bankers. A logit approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 18, May.
  2. Jacek Kotlowski, 2005, "Money and prices in the Polish economy. Seasonal cointegration approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 20, May.

Journal articles

2026

  1. Andrzej Torój & Joscha Beckmann & Michał Rubaszek, 2026, "The role of global value chains for the propagation of global and domestic PMI shocks," Empirical Economics, Springer, volume 70, issue 3, pages 1-23, March, DOI: 10.1007/s00181-026-02898-2.
  2. Julia Kotowska & Andrzej Torój, 2026, "Regional airports and regional development: spatial difference-in-difference evidence from Poland," Spatial Economic Analysis, Taylor & Francis Journals, volume 21, issue 2, pages 226-247, April, DOI: 10.1080/17421772.2025.2536845.

2025

  1. Kotłowski, Jacek, 2025, "The role of central bank forecasts in uncertain times," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107143.

2024

  1. Andrzej Torój, 2024, "Estimating high-resolution interregional input–output tables: a Bayesian spatial approach," Economic Systems Research, Taylor & Francis Journals, volume 36, issue 3, pages 353-377, July, DOI: 10.1080/09535314.2024.2358357.

2023

  1. Stanisław Cichocki & Andrzej Torój, 2023, "Estimating the size of informal economy in a post-transition country – the case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 23, issue 1, pages 91-116.
  2. Mateusz Szysz & Andrzej Torój, 2023, "Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis," Econometrics, MDPI, volume 11, issue 2, pages 1-29, June.
  3. Piotr Dybka & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2023, "Measuring the model uncertainty of shadow economy estimates," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 30, issue 4, pages 1069-1106, August, DOI: 10.1007/s10797-022-09737-x.

2022

  1. Michał Brzoza‐Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2022, "International information flows, sentiments, and cross‐country business cycle fluctuations," Review of International Economics, Wiley Blackwell, volume 30, issue 4, pages 1110-1147, September, DOI: 10.1111/roie.12597.
  2. 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, volume 82, issue C, pages 461-478, DOI: 10.1016/j.iref.2022.05.009.

2021

  1. Michał Brzoza-Brzezina & Jacek Kotłowski, 2021, "International confidence spillovers and business cycles in small open economies," Empirical Economics, Springer, volume 61, issue 2, pages 773-798, August, DOI: 10.1007/s00181-020-01887-3.
  2. Andrzej Torój, 2021, "Construction of multiregion–multisector input–output tables: a spatial econometric approach for Poland," Spatial Economic Analysis, Taylor & Francis Journals, volume 16, issue 4, pages 550-569, October, DOI: 10.1080/17421772.2021.1904149.

2020

  1. Brzoza-Brzezina, Michał & Kotłowski, Jacek, 2020, "The Nonlinear Nature Of Country Risk And Its Implications For Dsge Models," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 3, pages 601-628, April.

2019

  1. Piotr Ciżkowicz & Andrzej Rzońca & Andrzej Torój, 2019, "In Search of an Appropriate Lower Bound. The Zero Lower Bound vs. the Positive Lower Bound under Discretion and Commitment," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 1028-1053, November, DOI: 10.1111/geer.12203.
  2. Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Andrzej Torój & Marek Rozkrut, 2019, "Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 26, issue 1, pages 4-40, February, DOI: 10.1007/s10797-018-9504-5.
  3. Lasoń Aleksandra & Torój Andrzej, 2019, "Anti-Liberal, Anti-Establishment or Constituency-Driven? Spatial Econometric Analysis of Polish Parliamentary Election Results in 2015," European Spatial Research and Policy, Paradigm, volume 26, issue 2, pages 199-236, December, DOI: 10.18778/1231-1952.26.2.10.

2018

  1. Magdalena Karska & Andrzej Torój, 2018, "Strategiczne interakcje przestrzenne między decyzjami wydatkowymi gmin w Polsce w latach 2008–2014," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 29-46.

2017

  1. Aleksandra Hałka & Jacek Kotłowski, 2017, "Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 8, pages 1812-1835, August, DOI: 10.1080/1540496X.2016.1193001.
  2. Torój, Andrzej, 2017, "Managing external macroeconomic imbalances in the EU: the welfare cost of scoreboard-based constraints," Economic Modelling, Elsevier, volume 61, issue C, pages 293-311, DOI: 10.1016/j.econmod.2016.10.009.
  3. Piotr Dybka & Bartosz Olesiński & Piotr Pękała & Andrzej Torój, 2017, "To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 119-148.
  4. Piotr Pękała & Andrzej Torój, 2017, "Wpływ czynników cenowych i niecenowych na konsumpcję tytoniu – analiza danych panelowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 157-176.

2016

  1. Andrzej Torój, 2016, "Regional Economic Impact Assessment with Missing Input-Output Data: A Spatial Econometrics Approach for Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 2, pages 61-91, June.
  2. Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2016, "Measuring the consequences of short-termism in business – the econometric evidence for a sample of European companies," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 63-78.

2015

  1. Jacek Kotlowski, 2015, "Do Central Bank Forecasts Matter for Professional Forecasters?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 6, pages 432-454, December.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2015, "Can interest rate spreads stabilize the euro area?," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3696-3709, July, DOI: 10.1080/00036846.2015.1021547.
  3. Michał Kowalczuk & Andrzej Torój, 2015, "Does it pay to pay for health? How health expenditure translates into GDP growth in OECD countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 103-118.

2014

  1. Michał Brzoza-Brzezina & Jacek Kotłowski, 2014, "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, volume 46, issue 17, pages 2052-2065, June, DOI: 10.1080/00036846.2013.829204.
  2. Piotr Roszkowski & Kamila Sławińska & Andrzej Torój, 2014, "BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 34, pages 209-226.

2013

  1. Michał Brzoza-Brzezina & Jacek Kotłowski & Agata Miśkowiec, 2013, "How forward-looking are central banks? Some evidence from their forecasts," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 2, pages 142-146, February, DOI: 10.1080/13504851.2012.684780.
  2. Andrzej Torój, 2013, "Why Don’t Blanchard-Kahn ever "Catch" Flu? And How it Matters for Measuring Indirect Cost of Epidemics in DSGE Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 3, pages 185-206, September.
  3. Kamila Sławińska & Andrzej Torój, 2013, "Take (health) care of yourself: what international experience predicts about drivers and structure of Polish health expenditure," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 291-303.

2012

  1. Joanna Osińska & Andrzej Torój, 2012, "Greek ricochet? What drove Poles’ attitudes to the euro 2009-2010," Bank i Kredyt, Narodowy Bank Polski, volume 43, issue 4, pages 29-84.
  2. Andrzej Torój & Karolina Konopczak, 2012, "Crisis Resistance Versus Monetary Regime: A Polish–Slovak Counterfactual Exercise," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 1-22, March.

2010

  1. Andrzej Torój, 2010, "Rationality of Expectations: Another OCA Criterion? A DSGE Analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 3, pages 205-252, June.
  2. Karolina Konopczak & Andrzej Torój, 2010, "Estimating the Baumol-Bowen and Balassa-Samuelson Effects in the Polish Economy - a Disaggregated Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 2, pages 117-150, March.

2009

  1. Andrzej Torój, 2009, "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 211-241, November.

Undated

  1. Brzoza-Brzezina, Michał & Kotłowski, Jacek, undated, "Bezwzględna stopa inflacji w gospodarce polskiej," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2009, issue 9, DOI: 10.22004/ag.econ.356696.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.