Michał Rubaszek, Joscha Beckmann, Michele Ca' Zorzi, Marek Kwas, 2022. Boosting carry with equilibrium exchange rate estimates,
ECB Working Paper Series 2731 (link) and ECONBROWSER blog version
(link).
Recent publications
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 22, article 11 (link)
Karol Szafranek, Michał Rubaszek, Gazi Uddin, 2024. The role of uncertainty and sentiment for intraday volatility connectedness between oil
and financial markets.Energy Economics 137, 107760 (link). Replication files (RepOD link).
Warsaw School of Economics WP 2023/095 (link).
Michal Rubaszek, Karol Szafranek, 2024. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis,
Studies in Nonlinear Dynamics & Econometrics 28(3). 507-530 (link). Replication files (RepOD link). Warsaw School of Economics WP 2022/078 (link).
Piotr Dybka, Michał Rubaszek, 2024. Does exchange rate misalignments lead changes in macroeconomic fundamentals? Argumenta Oeconomica 52(1), 145-161 (link).
Michał Rubaszek, David Stenvall, Gazi Uddin, 2024. Rental market structure and housing dynamics:
An IPVAR investigation. International Journal of Finance and Economics in Press (link).
Marek Kwas, Joscha Beckmann, Michal Rubaszek, 2024 Are consensus FX forecasts valuable for investors?
International Journal of Forecasting 40(1), 268-284. (link)
Karol Szafranek, Michał Rubaszek, Gazi Uddin, 2023. Which uncertainty measure is most informative? A time-varying connectedness perspective.Econometric Research in Finance 8(1): 1-30
(link).Replication files (RepOD link).
Karol Szafranek, Monika Papież, Michał Rubaszek,Sławomir Śmiech, 2023. How immune is the connectedness of European natural gas markets to exceptional shocks?Resources Policy 85 Part A, Article 103917 (link).
Michele Ca' Zorzi, Michał Rubaszek, 2023. How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Economic Modelling 118, Article 106071
(link)
Monika Papież, Michał Rubaszek, Karol Szafranek, Sławomir Śmiech, 2022. Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis,
Resources Policy 79, Article 103029 (link). Replication files (RepOD link).
Adam Cap, Michele Ca'Zorzi, Andrej Mijakovic and Michal Rubaszek, 2022. The reliability of equilibrium exchange rate models: A forecasting perspective,
International Journal of Central Banking, 74: 229-280 (link). Replication files (MatlabCodes).
ECONBROWSER blog summary (link). ECB Economic Bulletin 2021/7 version:
(link)
Marek Dąbrowski, Monika Papież, Michał Rubaszek, Sławomir Śmiech, 2022. The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model,
Energy Economics 110, Article 106017 (link).
Fotios Petropoulos at al. (including Michał Rubaszek), 2022. Forecasting: theory and practice, International Journal of Forecasting 38: 705-871.
(link). See also the up-to-date version at (forecasting-encyclopedia.com)
Marek Kwas, Alessia Paccagnnini, Michal Rubaszek, 2022. Common factors and the dynamics of cereal prices. A forecasting perspective,
Journal of Commodity Markets 28, Article 100240 (link).
CAMA WP version (link).
Rachatar Nilavongse, Michal Rubaszek, Karsten Staehr, Gazi Uddin, 2021. Foreign and Domestic Uncertainty Shocks in Four Open Economies. Open Economies Review 32: 933-954
(link).
Michal Rubaszek, Karol Szafranek, Gazi Uddin, 2021. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis ,
Energy Economics 103, Article 105526 (link). Replication files (RepOD link).
Marek Kwas, Alessia Paccagnini, Michał Rubaszek, 2021. Common factors and the dynamics of industrial metal prices. A forecasting perspective,
Resources Policy 74, Article 102319 (link).
Michał Rubaszek, Justyna Rubaszek 2021. Housing Tenure Preferences among Students from Two Polish Universities, Real Estate Managment and Valuation , 29(2): 71-83 (link).
Marek Kwas, Michał Rubaszek, 2021. Forecasting commodity prices: Looking for a benchmark, Forecasting, 3: 447-459 (link).
Michał Rubaszek, 2021. Forecasting crude oil prices with DSGE models, International Journal of Forecasting, 37: 531-546 (link), replication files (MatlabCodes).
Marcin Kolasa, Michal Rubaszek, Malgorzata Walerych, 2021. Do flexible working hours amplify or stabilize unemployment fluctuations?,
European Economic Review 131, Article 103605 (link).
Sławomir Śmiech, Monika Papież, Michał Rubaszek, Małgorzata Snarska, 2021. The role of oil price uncertainty shocks on oil-exporting countries.,
Energy Economics 93, Article 105028 (link).
Michał Rubaszek, Tomasz Kostyra, 2020. Forecasting the Yield Curve for Poland, Econometric Research in Finance 5(2): 103-117
(link)
Michał Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddin, 2020. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities,
Studies in Nonlinear Dynamics & Econometrics 24(5), Article 2019-0068 (link).
Michal Rubaszek, Margarita Rubio, 2020. Does rental housing market stabilize the economy? A micro and macro perspective, Empirical Economics 59(1): 233-257 (link),
also University of Nottingham CFCM Discussion Papers version (link)
Michał Rubaszek, Gazi Salah Uddin, 2020. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. Energy Economics 87, Article 104713
(link)
Michele Ca' Zorzi, Michał Rubaszek, 2020. Exchange rate forecasting on a napkin, Journal of International Money and Finance 104, Article 102168
(link) and ECONBROWSER blog version
(link)
Michal Rubaszek, Zuzanna Karolak, Marek Kwas, 2020. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy 65, Article 101538
(link)
Rachatar Nilavongse, Michal Rubaszek, Gazi Salah Uddin, 2020. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments, Economics Letters 186, Article 108765
(link)
Forecasting
Marek Kwas, Joscha Beckmann, Michal Rubaszek, 2024 Are consensus FX forecasts valuable for investors?
International Journal of Forecasting 40(1), 268-284. (link)
Michele Ca' Zorzi, Michał Rubaszek, 2023. How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Economic Modelling 118, Article 106071
(link)
Adam Cap, Michele Ca'Zorzi, Andrej Mijakovic and Michal Rubaszek, 2022. The reliability of equilibrium exchange rate models: A forecasting perspective,
International Journal of Central Banking, 74: 229-280 (link). Replication files (MatlabCodes).
ECONBROWSER blog summary (link). ECB Economic Bulletin 2021/7 version:
(link)
Marek Kwas, Alessia Paccagnnini, Michal Rubaszek, 2022. Common factors and the dynamics of cereal prices. A forecasting perspective,
Journal of Commodity Markets 28, Article 100240 (link).
CAMA WP version (link).
Fotios Petropoulos at al. (including Michał Rubaszek), 2022. Forecasting: theory and practice, International Journal of Forecasting 38: 705-871.
(link). See also the up-to-date version at (forecasting-encyclopedia.com)
Marek Kwas, Alessia Paccagnini, Michał Rubaszek, 2021. Common factors and the dynamics of industrial metal prices. A forecasting perspective,
Resources Policy 74, Article 102319 (link).
Marek Kwas, Michał Rubaszek, 2021. Forecasting commodity prices: Looking for a benchmark, Forecasting, 3: 447-459 (link).
Michał Rubaszek, 2021. Forecasting crude oil prices with DSGE models, International Journal of Forecasting, 37: 531-546 (link), replication files (MatlabCodes).
Michał Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddin, 2020. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities, Studies in Nonlinear Dynamics & Econometrics, 24(5), Article 2019-0068 (link).
Michał Rubaszek, Tomasz Kostyra, 2020. Forecasting the Yield Curve for Poland, Econometric Research in Finance 5(2), in Press (link).
Michal Rubaszek, Zuzanna Karolak, Marek Kwas, 2020. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy 65, Article 101538
(link).
Michele Ca' Zorzi, Michał Rubaszek, 2020. Exchange rate forecasting on a napkin, Journal of International Money and Finance 104, Article 102168
(link), ECB WP version (link) and ECONBROWSER blog version
(link)
Kolasa Marcin and Michał Rubaszek, 2018. Does foreign sector help forecast domestic variables in DSGE models?,International Journal of Forecasting34(4): 809-821
(link), also SGH/WSE Collegium of Economic Analysis WP version (link)
Ca' Zorzi Michele, Marcin Kolasa and Michał Rubaszek, 2017. Exchange rate forecasting with DSGE models,Journal of International Economics107: 127-146 (link and MatlabCodes),
ECB Working Paper version (link) and main conclusions in a VOX column (link)
Michał Rubaszek, 2016. Forecasting the Yield Curve with Macroeconomic Variables, Econometric Research in Finance 1(1): 1-21
(link)
Ca' Zorzi Michele, Jakub Mućk, Michał Rubaszek, 2016. Real exchange rate forecasting and PPP: This time the random walk loses, Open Economies Review 27(3): 585-609 (link), ECB WP version (link), and main conclusions in a VOX column (link)
Kolasa Marcin, Michał Rubaszek, 2015. Forecasting with DSGE models with financial frictions. International Journal of Forecasting 31: 1-19 (link and MatlabCodes),
also Dynare WP version (link)
Kolasa Marcin, Michał Rubaszek, 2015. How often should we re-estimate DSGE models. International Journal of Central Banking, December Issue: 279-305 (link)
Ca'Zorzi Michele, Michał Rubaszek, 2015. Bayesian Forecasting of Real Exchange Rates with a Dornbusch Prior. Economic Modelling 46: 53-60 (link)
Kolasa Marcin, Michał Rubaszek, Paweł Skrzypczyński, 2012. Putting the New Keynesian DSGE model to the real-time forecasting test,
Journal of Money, Credit and Banking 44 (7): 1301-1324 (link and MatlabCodes), also
ECB Working Paper version (link)
Kocińcki Andrzej, Marcin Kolasa, Michal Rubaszek, 2012. Predictivistic Bayesian Forecasting System, Economic Modelling 29 (4): 1349-1355 (link)
Rubaszek Michał, Paweł Skrzypczynski, Grzegorz Koloch, 2010. Forecasting the Polish zloty with non-linear models, Central European Journal of Economic Modelling and Econometrics 2 (2): 151-167 (link)
Rubaszek Michał, Paweł Skrzypczyński, 2008. On the forecasting performance of a small-scale DSGE model, International Journal of Forecasting 24(3): 498-512 (link),
also SGH/WSE Working Papers version (link)
Exchange rates
Piotr Dybka, Michał Rubaszek, 2024. Does exchange rate misalignments lead changes in macroeconomic fundamentals? Argumenta Oeconomica 52(1), 145-161 (link).
Marek Kwas, Joscha Beckmann, Michal Rubaszek, 2024 Are consensus FX forecasts valuable for investors?
International Journal of Forecasting 40(1), 268-284. (link)
Michele Ca' Zorzi, Michał Rubaszek, 2023. How many fundamentals should we include in the behavioral equilibrium exchange rate model?
, Economic Modelling 118, Article 106071
(link)
Michal Rubaszek, Joscha Beckmann, Michele Ca' Zorzi, Marek Kwas, 2022. Boosting carry with equilibrium exchange rate estimates,
ECB Working Paper Series 2731 (link).
Adam Cap, Michele Ca'Zorzi, Andrej Mijakovic and Michal Rubaszek, 2022. The reliability of equilibrium exchange rate models: A forecasting perspective,
International Journal of Central Banking, 74: 229-280 (link). Replication files (MatlabCodes).
ECONBROWSER blog summary (link). ECB Economic Bulletin 2021/7 version:
(link)
Michele Ca' Zorzi, Michał Rubaszek, 2020. Exchange rate forecasting on a napkin, Journal of International Money and Finance 104, Article 102168
(link), ECB WP version (link) and ECONBROWSER blog version
(link)
Rachatar Nilavongse, Michal Rubaszek, Gazi Salah Uddin, 2020. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments, Economics Letters 186, Article 108765
(link)
Ca' Zorzi Michele, Marcin Kolasa and Michał Rubaszek, 2017. Exchange rate forecasting with DSGE models,Journal of International Economics 107: 127-146 (link and MatlabCodes),
ECB Working Paper version (link) and main conclusions in a VOX column (link)
Ca' Zorzi Michele, Jakub Mućk, Michał Rubaszek, 2016. Real exchange rate forecasting and PPP: This time the random walk loses, Open Economies Review 27(3): 585-609 (link), ECB WP version (link), and main conclusions in a VOX column (link)
Ca'Zorzi Michele, Michał Rubaszek, 2015. Bayesian Forecasting of Real Exchange Rates with a Dornbusch Prior. Economic Modelling 46: 53-60 (link)
Rubaszek Michał, Paweł Skrzypczynski, Grzegorz Koloch, 2010. Forecasting the Polish zloty with non-linear models, Central European Journal of Economic Modelling and Econometrics 2 (2): 151-167 (link)
Marcinkowska-Lewandowska W., M. Rubaszek, D. Serwa, 2009. Analiza Kursu Walutowego, C.H. Beck, Warszawa (link)
Rubaszek Michał, łukasz Rawdanowicz, 2009. Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe,
International Review of Financial Analysis 18(5): 277-284 (link)
Rubaszek Michał, 2009. Economic convergence and the fundamental equilibrium exchange rate in Poland, Bank i Kredyt 40(1): 7-23 (link)
Rubaszek Michał, 2004. A Model of Balance of Payments Equilibrium Exchange Rate, Eastern European Economics 42(3): 5-22 (link)
Rubaszek Michał, 2004. Modelowanie optymalnego poziomu realnego efektywnego kursu złotego. Zastosowanie koncepcji fundamentalnego kursu równowagi,
Materiały i Studia NBP, Zeszyt nr 175 (link)
Rubaszek Michał, 2003. Model równowagi bilansu płatniczego. Zastosowanie wobec kursu złotego, Bank i Kredyt 2003(5) (link)
Rubaszek Michał, Dobromił Serwa, 2001. Prognozowanie kursu walutowego. Model nadzwyczajnej stopy zwrotu z inwestycji zagranicznych,
Bank i Kredyt 2001(9) (link)
DSGE papers
Michał Rubaszek, 2021. Forecasting crude oil prices with DSGE models, International Journal of Forecasting, 37: 531-546 (link), replication files (MatlabCodes).
Marcin Kolasa, Michal Rubaszek, Malgorzata Walerych, 2021. Do flexible working hours amplify or stabilize unemployment fluctuations?,
European Economic Review 131, Article 103605 (link), also Bank of Finaland Discussion Papers (link).
Michal Rubaszek, Margarita Rubio, 2020. Does rental housing market stabilize the economy? A micro and macro perspective, Empirical Economics 59(1): 233-257 (link).
Kolasa Marcin and Michał Rubaszek, 2018. Does foreign sector help forecast domestic variables in DSGE models?,International Journal of Forecasting34(4): 809-821
(link), also SGH/WSE Collegium of Economic Analysis WP version (link)
Ca' Zorzi Michele, Marcin Kolasa and Michał Rubaszek, 2017. Exchange rate forecasting with DSGE models,Journal of International Economics 107: 127-146 (link and MatlabCodes),
ECB Working Paper version (link) and main conclusions in a VOX column (link)
Kolasa Marcin, Michał Rubaszek, 2015. Forecasting with DSGE models with financial frictions. International Journal of Forecasting 31: 1-19 (link and MatlabCodes),
also Dynare WP version (link)
Kolasa Marcin, Michał Rubaszek, 2015. How often should we re-estimate DSGE models. International Journal of Central Banking, December Issue: 279-305 (link)
Kolasa Marcin, Michał Rubaszek, Paweł Skrzypczyński, 2012. Putting the New Keynesian DSGE model to the real-time forecasting test,
Journal of Money, Credit and Banking 44 (7): 1301-1324 (link and MatlabCodes), also
ECB Working Paper version (link)
Ca'Zorzi Michele, Michał Rubaszek, 2012. On the empirical evidence of the intertemporal current account model for the euro area countries, Review of Development Economics 16(1): 95-106
(link and MatlabCodes), also ECB WP version (link)
Rubaszek Michał, Paweł Skrzypczyński, 2008. On the forecasting performance of a small-scale DSGE model, International Journal of Forecasting 24(3): 498-512 (link),
also SGH/WSE Working Papers version (link)
Rubaszek Michał, 2005. Fundamental equilibrium exchange rate for the Polish zloty, National Bank of Poland Paper No. 35
(link)
VAR papers
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 22, article 11 (link)
Karol Szafranek, Michał Rubaszek, Gazi Uddin, 2024. The role of uncertainty and sentiment for intraday volatility connectedness between oil
and financial markets.Energy Economics 137, 107760 (link). Replication files (RepOD link).
Warsaw School of Economics WP 2023/095 (link).
Michal Rubaszek, Karol Szafranek, 2024. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis,
Studies in Nonlinear Dynamics & Econometrics 28(3). 507-530 (link). Replication files (RepOD link). Warsaw School of Economics WP 2022/078 (link).
Michał Rubaszek, David Stenvall, Gazi Uddin, 2024. Rental market structure and housing dynamics:
An IPVAR investigation. International Journal of Finance and Economics in Press (link).
Karol Szafranek, Michał Rubaszek, Gazi Uddin, 2023. Which uncertainty measure is most informative? A time-varying connectedness perspective.Econometric Research in Finance 8(1): 1-30
(link).
Karol Szafranek, Monika Papież, Michał Rubaszek,Sławomir Śmiech, 2023. How immune is the connectedness of European natural gas markets to exceptional shocks?Resources Policy 85 Part A, Article 103917 (link).
Monika Papież, Michał Rubaszek, Karol Szafranek, Sławomir Śmiech, 2022. Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis,
Resources Policy 79, Article 103029 (link), replication files (RepOD link).
Marek Dąbrowski, Monika Papież, Michał Rubaszek, Sławomir Śmiech, 2022. The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model,
Energy Economics 110, Article 106017 (link).
Rachatar Nilavongse, Michal Rubaszek, Karsten Staehr, Gazi Uddin, 2021. Foreign and Domestic Uncertainty Shocks in Four Open Economies. Open Economies Review 32: 933-954
(link).
Michal Rubaszek, Karol Szafranek, Gazi Uddin, 2021. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis ,
Energy Economics 103, Article 105526 (link), replication codes (RepOD link).
Sławomir Śmiech, Monika Papież, Michał Rubaszek, Małgorzata Snarska, 2021. The role of oil price uncertainty shocks on oil-exporting countries.,
Energy Economics 93, Article 105028 (link).
Michał Rubaszek, Gazi Salah Uddin, 2020. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. Energy Economics 87, Article 104713
(link)
Rachatar Nilavongse, Michal Rubaszek, Gazi Salah Uddin, 2020. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments, Economics Letters 186, Article 108765
(link)
Ca'Zorzi Michele, Michał Rubaszek, 2015. Bayesian Forecasting of Real Exchange Rates with a Dornbusch Prior. Economic Modelling 46: 53-60 (link)
Kocińcki Andrzej, Michele Ca' Zorzi, Michał Rubaszek, 2012, Bayesian analysis of recursive SVAR models with overidentifying restrictions, ECB Working Paper Series 1492 (link) Matlab SBVAR codes (SBVAR.rar)
Commodity markets
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 22, article 11 (link)
also Warsaw School of Economics WP 2024/099 (link).
Karol Szafranek, Michał Rubaszek, Gazi Uddin, 2024. The role of uncertainty and sentiment for intraday volatility connectedness between oil
and financial markets.Energy Economics 137, 107760 (link). Replication files (RepOD link).
Warsaw School of Economics WP 2023/095 (link).
Michal Rubaszek, Karol Szafranek, 2024. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis,
Studies in Nonlinear Dynamics & Econometrics 28(3). 507-530 (link). Replication files (RepOD link). Warsaw School of Economics WP 2022/078 (link).
Karol Szafranek, Monika Papież, Michał Rubaszek,Sławomir Śmiech, 2023. How immune is the connectedness of European natural gas markets to exceptional shocks?Resources Policy 85 Part A, Article 103917 (link).
Monika Papież, Michał Rubaszek, Karol Szafranek, Sławomir Śmiech, 2022. Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis,
Resources Policy 79, Article 103029 (link), replication files (RepOD link).
Michal Rubaszek, Karol Szafranek, 2022. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis.,
Warsaw School of Economics, Collegium of Economic Analysis Working Papers 2022/078 (link).
Monika Papież, Michał Rubaszek, Karol Szafranek, Sławomir Śmiech, 2022. Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis,
Available at SSRN (link).
Marek Dąbrowski, Monika Papież, Michał Rubaszek, Sławomir Śmiech, 2022. The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model,
Energy Economics 110, Article 106017 (link).
Marek Kwas, Alessia Paccagnnini, Michal Rubaszek, 2022. Common factors and the dynamics of cereal prices. A forecasting perspective,
Journal of Commodity Markets , Available Online, Article 100240 (link).
CAMA WP version (link).
Michal Rubaszek, Karol Szafranek, Gazi Uddin, 2021. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis ,
Energy Economics 103, Article 105526 (link), replication files (RepOD link).
Marek Kwas, Alessia Paccagnini, Michał Rubaszek, 2021. Common factors and the dynamics of industrial metal prices. A forecasting perspective,
Resources Policy 74, Article 102319 (link).
Marek Kwas, Michał Rubaszek, 2021. Forecasting commodity prices: Looking for a benchmark, Forecasting, 3: 447-459 (link).
Michał Rubaszek, 2021. Forecasting crude oil prices with DSGE models, International Journal of Forecasting, 37: 531-546 (link), replication files (MatlabCodes).
Sławomir Śmiech, Monika Papież, Michał Rubaszek, Małgorzata Snarska, 2021. The role of oil price uncertainty shocks on oil-exporting countries.,
Energy Economics 93, Article 105028 (link).
Michał Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddin, 2020. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities,Â
Studies in Nonlinear Dynamics & Econometrics, 24(5), Article 2019-0068 (link).
Michał Rubaszek, Gazi Salah Uddin, 2020. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. Energy Economics 87, Article 104713
(link).
Michal Rubaszek, Zuzanna Karolak, Marek Kwas, 2020. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy 65, Article 101538
(link).
Marek Kwas, Michal Rubaszek, 2019. A note on the accuracy of commodity prices forecasts based on futures contracts, p. 194-204 in M. Papież and S. Śmiech (Eds.), The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of
Socio-Economic Phenomena. Conference Proceedings. C.H. Beck (link)
Heterogenous agent, life cycle models
Michal Rubaszek, 2019. Private rental housing market underdevelopment: life cycle model simulations for Poland, Baltic Journal of Economics 19(2), 334-358 (link),
also SGH/WSE Collegium of Economic Analysis WP version (link)
Kolasa Aleksandra, Michał Rubaszek, 2016. The effect of ageing on the European economies in a life-cycle model. Economic Modelling 52(A): 50-57 (link)
Rubaszek Michał, Dobromił Serwa, 2014. Determinants of credit to households in a life-cycle model. Economic Systems 38: 572-587 (link)
Brzoza-Brzezina Michał, Marcin Kolasa, Grzegorz Koloch, Krzysztof Makarski, Michal Rubaszek, 2013. Monetary policy in a non-representative agent economy: A survey, Journal of Economic Surveys 27(4): 641-669 (link) .
Michał Rubaszek, 2012. Mortgage down-payment and welfare in a life-cycle model,
Bank i Kredyt 43 (4): 5-28 (link). Data and Matlab codes that can be used to replicate results (MatlabCodes.rar)
Housing market
Michał Rubaszek, David Stenvall, Gazi Uddin, 2024. Rental market structure and housing dynamics:
An IPVAR investigation. International Journal of Finance and Economics in Press (link).
Michał Rubaszek, Justyna Rubaszek 2021. Housing Tenure Preferences among Students from Two Polish Universities, Real Estate Managment and Valuation , 29(2): 71-83 (link).
Michal Rubaszek, Margarita Rubio, 2020. Does rental housing market stabilize the economy? A micro and macro perspective, Empirical Economics 59(1): 233-257 (link),
also University of Nottingham CFCM Discussion Papers version (link)
Michal Rubaszek, 2019. Private rental housing market underdevelopment: life cycle model simulations for Poland, Baltic Journal of Economics 19(2), 334-358 (link),
also SGH/WSE Collegium of Economic Analysis WP version (link)
Michał Rubaszek, 2018. A note on the private housing rental market in Poland, p. 413-422 in M. Papież and S. Śmiech (Eds.), The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of
Socio-Economic Phenomena. Conference Proceedings. Cracow (link)
Czerniak Adam and Michał Rubaszek, 2018. The Size of the Rental Market and Housing Market Fluctuations,Open Economies Review 29(2): 261-281 (link)
Michał Rubaszek, Adam Czerniak, 2017. Preferencje Polaków dotyczące struktury własnoŚciowej
mieszkań: opis wyników ankiety, Bank i Kredyt 48(2): 197-234 (link)
Adam Czerniak, Michał Rubaszek, 2016. Znaczenie prywatnego rynku najmu nieruchomoŚci dla stabilnoŚci makroekonomicznej krajów strefy euro, Materiały i Studia NBP 325 (link)
Michał Rubaszek, 2012. Mortgage down-payment and welfare in a life-cycle model,
Bank i Kredyt 43 (4): 5-28 (link). Data and Matlab codes that can be used to replicate results (MatlabCodes.rar)
Labor market papers
Marcin Kolasa, Michal Rubaszek, Malgorzata Walerych, 2021. Do flexible working hours amplify or stabilize unemployment fluctuations?,
European Economic Review 131, Article 103605 (link), also Bank of Finaland Discussion Papers (link).
Kosior Anna, Michał Rubaszek, Kamil Wierus, 2016. On the importance of the dual labour market for a country within a monetary union, International Labour Review 155(4): 509-534 (link)
Balance of payment
Dybka Piotr, Michał Rubaszek, 2017. What determines the current account: intratemporal versus intertemporal factors, Czech Journal of Economics and Finance 67(1): 2-14 (link)
Kolasa Aleksandra, Michał Rubaszek, 2016. The effect of ageing on the European economies in a life-cycle model. Economic Modelling52(A): 50-57 (link)
Ca'Zorzi Michele, Michał Rubaszek, 2012. On the empirical evidence of the intertemporal current account model for the euro area countries, Review of Development Economics 16(1): 95-106 (link) . Data and Matlab codes that can be used to replicaste the results (MatlabCodes.zip)
Rubaszek Michał, 2012. The role of two interest rates in the intertemporal current account model, Macroeconomic Dynamics 16(S2): 176-189 (link)
Ca'Zorzi Michele, Michał Rubaszek, 2012. On the empirical evidence of the intertemporal current account model for the euro area countries, Review of Development Economics 16(1): 95-106
(link and MatlabCodes), also ECB WP version (link)
Kolasa Marcin, Rubaszek Michał, Taglioni Daria, 2010. Firms in the great global recession: The role of foreign ownership and financial dependence, Emerging Markets Review 11(4): 341-357
(link)
Rubaszek Michał, 2006. Nierównowaga globalna: przyczyny oraz możliwe rozwiązania, Bank i Kredyt 2006(7) (link)
Mroczek Wojciech, Rubaszek Michał, 2003. Determinanty polskiego handlu zagranicznego, Materiały i Studia NBP, Zeszyt nr 161
(link)
Rubaszek Michał, 2002. Modeling fundamentals for forecasting portfolio inflows to Poland, National Bank of Poland Paper No. 21
(link)
Books, reports and chapters
Gradzewicz M., Growiec J., Rubaszek M., Sławiński A., Stążka-Gawrysiak A., 2016. Potencjał innowacyjny gospodarki: uwarunkowania, determinanty, perspektywy, NBP (link)
Anna Kosior, Michał Rubaszek, 2016. EU structural policies and euro adoption in CEE countries, in M. Belka et al. (eds.) Boosting European Competitiveness, Edward Elgar Publishing (link)
Kosior, A., M. Rubaszek (red.), 2014. Ekonomiczne wyzwania integracji Polski ze strefą euro,
NBP (link)
and The economic challenges of Poland's integration with the euro area (link)
Michał Rubaszek, 2012, Modelowanie Polskiej Gospodarki z Pakietem R, Oficyna Wydawnicza SGH (link oraz materiały uzupełniające)
Michał Rubaszek, 2011. Kurs równowagi, w Sławiński A. (red.), Polityka pienińżna, C.H. Beck, Warszawa (link)
Marcinkowska-Lewandowska W., M. Rubaszek, D. Serwa, 2009. Analiza Kursu Walutowego, C.H. Beck, Warszawa (link)
Michał Rubaszek i Dobromił Serwa, 2009. Model z rozkladem opoznien. Kointegracja. , w Gruszczyński M. et al. (red.), 2009. Ekonometria i badania operacyjne, PWN (link)
Fic Tatiana, Marcin Kolasa, Adam Kot, Karol Murawski, Michał Rubaszek, Magdalena Tarnicka, 2005. Model gospodarki polskiej ECMOD,
Materiały i Studia NBP, Zeszyt nr 21 (wersja
polska lub wersja angielska)
IDEAS/RePEc
Citations and additional information on my IDEAS profile (link)