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Andrzej Kociecki

Personal Details

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

Affiliation

Narodowy Bank Polski

Warszawa, Poland
http://www.nbp.pl/

: (0-22) 653 10 00
(0-22) 620 85 18
00-919 Warszawa ul. Świętokrzyska 11/21
RePEc:edi:nbpgvpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kocięcki, Andrzej, 2017. "Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions," MPRA Paper 81094, University Library of Munich, Germany.
  2. 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, Economic Research Department.
  3. Kociecki, Andrzej, 2013. "Further Results on Identification of Structural VAR Models," MPRA Paper 46536, University Library of Munich, Germany.
  4. Kociecki, Andrzej, 2013. "Bayesian Approach and Identification," MPRA Paper 46538, University Library of Munich, Germany.
  5. Kociecki, Andrzej, 2013. "Towards Understanding the Normalization in Structural VAR Models," MPRA Paper 47645, University Library of Munich, Germany.
  6. Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski, Economic Research Department.
  7. Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012. "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series 1492, European Central Bank.
  8. Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
  9. Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011. "Predictivistic Bayesian Forecasting System," NBP Working Papers 87, Narodowy Bank Polski, Economic Research Department.
  10. Kociecki, Andrzej, 2011. "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper 28731, University Library of Munich, Germany.
  11. Kociecki, Andrzej, 2010. "Algebraic theory of identification in parametric models," MPRA Paper 26820, University Library of Munich, Germany.
  12. Andrzej Kociêcki, 2003. "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics 0307006, University Library of Munich, Germany.

Articles

  1. 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.
  2. 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.
  3. 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.

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. 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, Economic Research Department.

    Cited by:

    1. Filip Premik & Ewa Stanisławska, 2017. "The impact of inflation expectations on Polish consumers’ spending and saving," NBP Working Papers 255, Narodowy Bank Polski, Economic Research Department.
    2. Malgorzata Skibinska, 2017. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," Working Papers 2017-027, Warsaw School of Economics, Collegium of Economic Analysis.
    3. Mariusz Kapuściński & Ewa Stanisławska, 2016. "Interest rate pass-through in Poland since the global financial crisis," NBP Working Papers 247, Narodowy Bank Polski, Economic Research Department.
    4. 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.

  2. 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.

  3. Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski, Economic Research Department.

    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. Peter A. Zadrozny, 2016. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data," CESifo Working Paper Series 5884, CESifo Group Munich.
    3. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    4. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier.
    5. 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.

  4. 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. Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona Graduate School of Economics.
    3. 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.
    4. 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.

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.

    Cited by:

    1. 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.
    2. 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.

  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.

    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.

More information

Research fields, statistics, top rankings, if available.

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 11 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 (10) 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. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2003-07-29 2012-12-10 2013-01-07 2013-04-27 2013-06-24 2017-09-10. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2017-01-22 2017-09-10
  4. NEP-CBA: Central Banking (1) 2017-01-22
  5. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  6. NEP-MON: Monetary Economics (1) 2017-01-22
  7. NEP-TRA: Transition Economics (1) 2017-01-22

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