Michał Rubaszek : Citation Profile

Are you Michał Rubaszek?

Szkoła Główna Handlowa w Warszawie (50% share)
Szkoła Główna Handlowa w Warszawie (50% share)

12

H index

18

i10 index

620

Citations

RESEARCH PRODUCTION:

53

Articles

45

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 28
   Journals where Michał Rubaszek has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 47 (7.05 %)

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   Permalink: http://citec.repec.org/pru76
   Updated: 2024-11-04    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Szafranek, Karol (9)

Uddin, Gazi (6)

Paccagnini, Alessia (5)

Kolasa, Marcin (4)

Walerych, Małgorzata (4)

Ca' Zorzi, Michele (4)

Śmiech, Sławomir (3)

Franses, Philip Hans (2)

Grossi, Luigi (2)

Li, Feng (2)

Beckmann, Joscha (2)

Sermpinis, Georgios (2)

Fiszeder, Piotr (2)

Castle, Jennifer (2)

Thomakos, Dimitrios (2)

Reade, J (2)

Guidolin, Massimo (2)

Hendry, David (2)

Shang, Han Lin (2)

Martinez, Andrew (2)

Clements, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michał Rubaszek.

Is cited by:

Paccagnini, Alessia (39)

Bekiros, Stelios (18)

Villa, Stefania (14)

Cardani, Roberta (12)

Dybka, Piotr (11)

Schorfheide, Frank (10)

Del Negro, Marco (8)

Kapetanios, George (8)

Galvão, Ana (8)

Tirelli, Patrizio (6)

Ca' Zorzi, Michele (6)

Cites to:

Rogoff, Kenneth (47)

Kilian, Lutz (43)

Smets, Frank (35)

Wouters, Raf (35)

Baumeister, Christiane (33)

Taylor, Mark (32)

Kolasa, Marcin (31)

Ca' Zorzi, Michele (28)

Sarno, Lucio (26)

Kramarz, Francis (23)

Chinn, Menzie (23)

Main data

Where Michał Rubaszek has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Energy Economics5
Economic Modelling4
Open Economies Review4
Resources Policy4
Bank i Kredyt4
Econometric Research in Finance2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
NBP Working Papers / Narodowy Bank Polski17
Working Paper Series / European Central Bank9
KAE Working Papers / Warsaw School of Economics, Collegium of Economic Analysis5
MPRA Paper / University Library of Munich, Germany2

Recent works citing Michał Rubaszek (2024 and 2023)

YearTitle of citing document
2023.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2023Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy. (2023). Santioni, Raffaele ; Tomassetti, Luca ; Affinito, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_788_23.

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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2023The Russian Rouble Crisis of December 2014: An Alternative View. (2023). Smirnov, Valery. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:137-144.

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2023The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

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2023Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2023Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Assessment of Fiji’s exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305.

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2023Do general equilibrium effects matter for labor market dynamics?. (2023). Miyamoto, Hiroaki ; Kudoh, Noritaka. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003455.

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2023Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676.

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2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

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2023The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220.

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2023The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262.

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2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

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2023Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x.

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2023Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2024Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078.

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2024Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques. (2024). Kim, Woo Chang ; Choi, Insu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001844.

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2024Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Wang, Haijun ; Chen, Kedong ; Yang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935.

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2023Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2023A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894.

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2024A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2024The effect of trade credit on firm performance: Evidence from Korean firms during the Global Financial Crisis. (2024). Heo, Ye Jin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001882.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2024Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x.

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2024A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2023Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892.

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2023Exploring the vital role of geopolitics in the oil market: The case of Russia. (2023). Qin, Meng ; Wu, Shuang ; Lee, Zhengzheng ; Wang, Xinghua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006207.

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2023Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595.

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2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2023A novel non-ferrous metal price hybrid forecasting model based on data preprocessing and error correction. (2023). Huang, Jianhua ; He, Zhichao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009005.

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2024Assessing the impact of resource efficiency on sustainable development: Policies to cope with resource scarcity in Chinese provinces. (2024). Zhang, Suo ; Wen, Yixian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001211.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Luo, Xiaowei ; Shafique, Muhammad ; Zheng, Zhuang ; Wang, Shengwei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2023Oil price uncertainty and enterprise total factor productivity: Evidence from China. (2023). Ren, Xiaohang ; Lin, Ruya ; Jin, Chenglu ; Liu, Ziqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:201-218.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2023A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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2024A Novel Layout for Combined Heat and Power Production for a Hospital Based on a Solid Oxide Fuel Cell. (2024). Vicidomini, Maria ; Daccadia, Massimo Dentice ; Cimmino, Luca ; Cappiello, Francesco Liberato ; Calise, Francesco. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:979-:d:1342014.

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2023Predicting the Oil Price Movement in Commodity Markets in Global Economic Meltdowns. (2023). Jannova, Michaela ; Horak, Jakub. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:20-389:d:1108839.

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2023Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework. (2023). Damico, Juan Nicolas ; Adrangi, Bahram. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:257-:d:1132391.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

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2023Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x.

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2023Productivity and firm exit during the COVID-19 crisis: cross-country evidence. (2023). Muzi, Silvia ; Viganola, Domenico ; Ueda, Kohei ; Jolevski, Filip. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00675-w.

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More than 100 citations found, this list is not complete...

Works by Michał Rubaszek:

YearTitleTypeCited
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper54
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 54		article
2017The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations In: ERES.
[Full Text][Citation analysis]		paper0
2019Private rental housing market underdevelopment: life cycle model simulations for Poland In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article2
2011The role of the exchange rate in monetary policy in Poland In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter4
2016The potential effects of labour market duality for countries in a monetary union In: International Labour Review.
[Full Text][Citation analysis]		article1
2013MONETARY POLICY IN A NON-REPRESENTATIVE AGENT ECONOMY: A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2011Monetary policy in a non-representative agent economy: A survey.(2011) In: NBP Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2012On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries In: Review of Development Economics.
[Full Text][Citation analysis]		article31
2008On the empirical evidence of the intertemporal current account model for the euro area countries.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2019Are flexible working hours helpful in stabilizing unemployment? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2020The role of the threshold effect for the dynamics of futures and spot prices of energy commodities In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2022Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis..(2022) In: KAE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Forecasting with DSGE models with financial frictions In: Dynare Working Papers.
[Full Text][Citation analysis]		paper46
2015Forecasting using DSGE models with financial frictions.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2013Forecasting with DSGE models with financial frictions.(2013) In: EcoMod2013.
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This paper has nother version. Agregated cites: 46		paper
2012THE ROLE OF TWO INTEREST RATES IN THE INTERTEMPORAL CURRENT ACCOUNT MODEL In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2021The predictive power of equilibrium exchange rate models In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article11
2020The predictive power of equilibrium exchange rate models.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2009Putting the New Keynesian DSGE model to the real-time forecasting test In: Working Paper Series.
[Full Text][Citation analysis]		paper49
2012Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2012Determinants of credit to households in a life-cycle model In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2011Determinants of credit to households in a life-cycle model.(2011) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2012Bayesian analysis of recursive SVAR models with overidentifying restrictions In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2013Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2012Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk.(2012) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Exchange rate forecasting with DSGE models In: Working Paper Series.
[Full Text][Citation analysis]		paper29
2017Exchange rate forecasting with DSGE models.(2017) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2017Exchange rate forecasting with DSGE models.(2017) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2018Exchange rate forecasting on a napkin In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2020Exchange rate forecasting on a napkin.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2022Boosting carry with equilibrium exchange rate estimates In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023How many fundamentals should we include in the behavioral equilibrium exchange rate model? In: Economic Modelling.
[Full Text][Citation analysis]		article1
2012A Bayesian method of combining judgmental and model-based density forecasts In: Economic Modelling.
[Full Text][Citation analysis]		article6
2015Bayesian forecasting of real exchange rates with a Dornbusch prior In: Economic Modelling.
[Full Text][Citation analysis]		article6
2016The effect of ageing on the European economies in a life-cycle model In: Economic Modelling.
[Full Text][Citation analysis]		article5
2020Economic policy uncertainty shocks, economic activity, and exchange rate adjustments In: Economics Letters.
[Full Text][Citation analysis]		article30
2014Determinants of credit to households: An approach using the life-cycle model In: Economic Systems.
[Full Text][Citation analysis]		article13
2021Do flexible working hours amplify or stabilize unemployment fluctuations? In: European Economic Review.
[Full Text][Citation analysis]		article6
2019Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Firms in the great global recession: The role of foreign ownership and financial dependence In: Emerging Markets Review.
[Full Text][Citation analysis]		article40
2010Firms in the great global recession: The role of foreign ownership and financial dependence.(2010) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis In: Energy Economics.
[Full Text][Citation analysis]		article3
2022The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model In: Energy Economics.
[Full Text][Citation analysis]		article7
2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets In: Energy Economics.
[Full Text][Citation analysis]		article0
2023The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets.(2023) In: KAE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis In: Energy Economics.
[Full Text][Citation analysis]		article8
2021The role of oil price uncertainty shocks on oil-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article15
2009Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2008On the forecasting performance of a small-scale DSGE model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article53
2018Does the foreign sector help forecast domestic variables in DSGE models? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2016Does foreign sector help forecast domestic variables in DSGE models?.(2016) In: EcoMod2016.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Does the foreign sector help forecast domestic variables in DSGE models?.(2018) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2016Does foreign sector help forecast domestic variables in DSGE models?.(2016) In: KAE Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2021Forecasting crude oil prices with DSGE models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2024Are consensus FX forecasts valuable for investors? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022Common factors and the dynamics of cereal prices. A forecasting perspective In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2020Common factors and the dynamics of cereal prices. A forecasting perspective.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy.
[Full Text][Citation analysis]		article8
2021Common factors and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy.
[Full Text][Citation analysis]		article6
2022Are European natural gas markets connected? A time-varying spillovers analysis In: Resources Policy.
[Full Text][Citation analysis]		article1
2023How immune is the connectedness of European natural gas markets to exceptional shocks? In: Resources Policy.
[Full Text][Citation analysis]		article1
2010The Role of Two Interest Rates in the Intertemporal CA Model In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2016EU structural policies and euro adoption in CEE countries In: Chapters.
[Full Text][Citation analysis]		chapter0
2017What Determines the Current Account: Intratemporal versus Intertemporal Factors In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article7
2015Real exchange rate forecasting and ppp: this time the random walk loses In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper11
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2021Forecasting Commodity Prices: Looking for a Benchmark In: Forecasting.
[Full Text][Citation analysis]		article4
2015How Frequently Should We Reestimate DSGE Models? In: International Journal of Central Banking.
[Full Text][Citation analysis]		article8
2014How frequently should we re-estimate DSGE models?.(2014) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2018The Size of the Rental Market and Housing Market Fluctuations In: Open Economies Review.
[Full Text][Citation analysis]		article8
2021Foreign and Domestic Uncertainty Shocks in Four Open Economies In: Open Economies Review.
[Full Text][Citation analysis]		article1
2004A Model of Balance of Payments Equilibrium Exchange Rate In: Eastern European Economics.
[Full Text][Citation analysis]		article12
2009Economic convergence and the fundamental equilibrium exchange rate in Poland In: Bank i Kredyt.
[Full Text][Citation analysis]		article11
2008Economic convergence and the fundamental equilibrium exchange rate in Poland.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2012Mortgage down-payment and welfare in a life-cycle model In: Bank i Kredyt.
[Full Text][Citation analysis]		article6
2017Preferencje Polaków dotycz?ce struktury w?asno?ciowej mieszka?: opis wyników ankiety In: Bank i Kredyt.
[Full Text][Citation analysis]		article1
2021A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure In: Bank i Kredyt.
[Full Text][Citation analysis]		article2
2015On the importance of the dual labour market for a country within a monetary union In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2002Modeling Fundamentals for Forecasting Portfolio Inflows to Poland In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2004Development of the trade links between Poland and the European Union in the years 1992–2002 In: NBP Working Papers.
[Full Text][Citation analysis]		paper2
2005Fundamental equilibrium exchange rate for the Polish zloty In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2005Fundamental equilibrium exchange rate for the Polish zloty.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2005ECMOD Model of the Polish Economy In: NBP Working Papers.
[Full Text][Citation analysis]		paper11
2007Can a simple DSGE model outperform Professional Forecasters? In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2007Can a simple DSGE model outperform Professional Forecasters?.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2011Forecasting the Polish zloty with non-linear models In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2010Forecasting the Polish Zloty with Non-Linear Models.(2010) In: Central European Journal of Economic Modelling and Econometrics.
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This paper has nother version. Agregated cites: 1		article
2011Predictivistic Bayesian Forecasting System In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2017Does rental housing market stabilize the economy? A micro and macro perspective. In: Discussion Papers.
[Full Text][Citation analysis]		paper9
2020Does the rental housing market stabilize the economy? A micro and macro perspective.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2016Forecasting the Yield Curve With Macroeconomic Variables In: Econometric Research in Finance.
[Full Text][Citation analysis]		article3
2020Forecasting the Yield Curve for Poland In: Econometric Research in Finance.
[Full Text][Citation analysis]		article1
2017Reforming housing rental market in a life-cycle model In: KAE Working Papers.
[Full Text][Citation analysis]		paper0
2024The European energy crisis and the US natural gas market dynamics. A structural VAR investigation In: KAE Working Papers.
[Full Text][Citation analysis]		paper0
2021Housing Tenure Preferences among Students from Two Polish Universities In: Real Estate Management and Valuation.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		paper1
2019Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper

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