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Karol Szafranek

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First Name:Karol
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Last Name:Szafranek
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RePEc Short-ID:psz65
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https://sites.google.com/view/karol-szafranek/

Affiliation

(50%) Narodowy Bank Polski

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

(50%) Szkoła Główna Handlowa w Warszawie

Warszawa, Poland
http://www.sgh.waw.pl/
RePEc:edi:sgwawpl (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Paweł Macias & Damian Stelmasiak & Karol Szafranek & Krzysztof Makarski, 2026. "New evidence on consumer price rigidity in Poland," NBP Working Papers 383, Narodowy Bank Polski.
  2. Damian Stelmasiak & Karol Szafranek & Paweł Macias & Krzysztof Makarski, 2026. "Food price responses to VAT changes: Price rigidity perspective from official and online data," NBP Working Papers 384, Narodowy Bank Polski.
  3. Anna Sznajderska & Karol Szafranek & Alfred Haug, 2024. "The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions," KAE Working Papers 2024-102, Warsaw School of Economics, Collegium of Economic Analysis.
  4. Karol Szafranek & Michał Rubaszek, 2024. "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers 2024-099, Warsaw School of Economics, Collegium of Economic Analysis.
  5. Strasser, Georg & Wieland, Elisabeth & Macias, Paweł & Błażejowska, Aneta & Szafranek, Karol & Wittekopf, David & Franke, Jörn & Henkel, Lukas & Osbat, Chiara, 2023. "E-commerce and price setting: evidence from Europe," Occasional Paper Series 320, European Central Bank.
  6. Karol Szafranek & Grzegorz Szafrański & Agnieszka Leszczyńska-Paczesna, 2023. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," NBP Working Papers 357, Narodowy Bank Polski.
  7. 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 365, Narodowy Bank Polski.
  8. Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin., 2023. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers 2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
  9. Henkel, Lukas & Wieland, Elisabeth & Błażejowska, Aneta & Conflitti, Cristina & Fabo, Brian & Fadejeva, Ludmila & Jonckheere, Jana & Karadi, Peter & Macias, Paweł & Menz, Jan-Oliver & Seiler, Pascal &, 2023. "Price setting during the coronavirus (COVID-19) pandemic," Occasional Paper Series 324, European Central Bank.
  10. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
  11. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
  12. Aleksandra Halka & Karol Szafranek, 2017. "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017 10560, EcoMod.
  13. Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
  14. Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," EcoMod2015 8554, EcoMod.
  15. Aleksandra Hałka & Karol Szafranek, 2015. "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers 223, Narodowy Bank Polski.

Articles

  1. Rubaszek, Michał & Szafranek, Karol, 2025. "Modelling oil consumption in Baumeister and Hamilton’s (2019) model of the global oil market," Economics Letters, Elsevier, vol. 248(C).
  2. Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2025. "Intraday volatility connectedness on the forex market: the role of uncertainty," Journal of International Money and Finance, Elsevier, vol. 157(C).
  3. Mućk, Jakub & Błażejowska, Aneta & Łapszys, Karolina & Szafranek, Karol, 2025. "On the effect of e-commerce’s spread on inflation," Economics Letters, Elsevier, vol. 254(C).
  4. Michał Rubaszek & Karol Szafranek, 2025. "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-22, February.
  5. Karol Szafranek & Paweł Macias & Damian Stelmasiak & Aneta Błażejowska, 2025. "Is Big Data a Big Help? Evidence From Nowcasting Food Inflation During Covid‐19 and Wartime," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(8), pages 2346-2363, December.
  6. Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
  7. Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
  8. Szafranek Karol & Rubaszek Michał, 2024. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
  9. Damian Stelmasiak & Karol Szafranek & Paweł Macias & Aneta Błażejowska, 2024. "Online food prices and shocks to product availability since Covid-19," Applied Economics Letters, Taylor & Francis Journals, vol. 31(16), pages 1528-1534, September.
  10. Macias, Paweł & Stelmasiak, Damian & Szafranek, Karol, 2023. "Nowcasting food inflation with a massive amount of online prices," International Journal of Forecasting, Elsevier, vol. 39(2), pages 809-826.
  11. Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2023. "How immune is the connectedness of European natural gas markets to exceptional shocks?," Resources Policy, Elsevier, vol. 85(PA).
  12. Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
  13. Jakub Mućk & Michał Rubaszek & Karol Szafranek, 2021. "A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure," Bank i Kredyt, Narodowy Bank Polski, vol. 52(3), pages 253-266.
  14. Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021. "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, vol. 103(C).
  15. Szafranek, Karol, 2021. "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, vol. 94(C), pages 1-13.
  16. Szafranek, Karol, 2021. "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 229-245.
  17. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
  18. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
  19. 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.
  20. Karol Szafranek, 2018. "Determinanty zmiennej w czasie korelacji pomiędzy cenami ropy naftowej a kursem walutowym dolara amerykańskiego," Bank i Kredyt, Narodowy Bank Polski, vol. 49(6), pages 671-708.
  21. Szafranek, Karol, 2017. "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, vol. 63(C), pages 334-348.
  22. Aleksandra Hałka & Karol Szafranek, 2016. "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, vol. 54(2), pages 109-132, March.

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Statistics

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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 14 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-MON: Monetary Economics (9) 2016-01-03 2016-07-02 2018-02-05 2023-07-31 2023-08-21 2023-08-21 2024-01-08 2026-03-23 2026-03-23. Author is listed
  2. NEP-EEC: European Economics (6) 2016-01-03 2018-02-05 2022-08-15 2023-08-21 2023-08-21 2024-07-08. Author is listed
  3. NEP-TRA: Transition Economics (6) 2018-02-05 2023-07-31 2024-01-08 2024-07-08 2026-03-23 2026-03-23. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2015-11-21 2016-01-03 2016-07-02 2018-02-05 2024-07-08. Author is listed
  5. NEP-ENE: Energy Economics (4) 2022-08-15 2023-07-31 2024-02-19 2024-07-08
  6. NEP-CBA: Central Banking (3) 2017-05-21 2024-01-08 2026-03-23
  7. NEP-CIS: Confederation of Independent States (2) 2024-07-08 2026-03-23
  8. NEP-ETS: Econometric Time Series (2) 2015-11-21 2017-05-21
  9. NEP-BAN: Banking (1) 2024-01-08
  10. NEP-CMP: Computational Economics (1) 2017-05-21
  11. NEP-FMK: Financial Markets (1) 2024-02-19
  12. NEP-FOR: Forecasting (1) 2017-05-21
  13. NEP-IFN: International Finance (1) 2024-02-19
  14. NEP-IND: Industrial Organization (1) 2023-08-21
  15. NEP-INT: International Trade (1) 2024-07-08
  16. NEP-MST: Market Microstructure (1) 2024-02-19
  17. NEP-OPM: Open Economy Macroeconomics (1) 2023-07-31
  18. NEP-ORE: Operations Research (1) 2017-05-21
  19. NEP-REG: Regulation (1) 2022-08-15
  20. NEP-RMG: Risk Management (1) 2024-02-19

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