Michał Rubaszek : Citation Profile

Are you Michał Rubaszek?

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

11

H index

17

i10 index

537

Citations

RESEARCH PRODUCTION:

50

Articles

43

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 25
   Journals where Michał Rubaszek has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 42 (7.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru76
   Updated: 2023-11-04    RAS profile: 2023-09-05    
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Relations with other researchers

Works with:

Kolasa, Marcin (6)

Uddin, Gazi (5)

Ca' Zorzi, Michele (5)

Paccagnini, Alessia (5)

Szafranek, Karol (4)

Walerych, Małgorzata (4)

Śmiech, Sławomir (3)

Fiszeder, Piotr (2)

Reade, J (2)

Thomakos, Dimitrios (2)

Hendry, David (2)

Guidolin, Massimo (2)

Martinez, Andrew (2)

Li, Feng (2)

Clements, Michael (2)

Shang, Han Lin (2)

Franses, Philip Hans (2)

Castle, Jennifer (2)

Grossi, Luigi (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)

Galvão, Ana (8)

Kapetanios, George (8)

Ca' Zorzi, Michele (6)

Albonico, Alice (6)

Cites to:

Rogoff, Kenneth (45)

Kilian, Lutz (37)

Smets, Frank (35)

Wouters, Raf (35)

Kolasa, Marcin (28)

Taylor, Mark (27)

Baumeister, Christiane (25)

Ca' Zorzi, Michele (25)

Kramarz, Francis (23)

Chinn, Menzie (22)

Schorfheide, Frank (21)

Main data

Where Michał Rubaszek has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Economic Modelling4
Energy Economics4
Bank i Kredyt4
Open Economies Review4
Resources Policy3
Econometric Research in Finance2

Working Papers Series with more than one paper published# docs
NBP Working Papers / Narodowy Bank Polski17
Working Paper Series / European Central Bank9
Working Papers / Warsaw School of Economics, Collegium of Economic Analysis3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Michał Rubaszek (2023 and 2022)

YearTitle of citing document
2023.

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2022Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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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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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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2022Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. (2022). Restrepo-Ángel, Sergio ; Garavito, Aaron ; Arcila-Agudelo, Leidy Viviana ; Restrepo-Angel, Sergio ; Garavito-Acosta, Aaron Levi ; Salazar-Diaz, Andrea. In: Borradores de Economia. RePEc:bdr:borrec:1221.

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2022Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:46-72.

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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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2022National and Sectoral Effects of a Decline in the Desirability of Investing in Australia. (2022). Gretton, Paul. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:91-121.

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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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2022Economic policy uncertainty and unconventional monetary policy. (2022). Funashima, Yoshito. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:3:p:278-292.

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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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2022Does Economic Policy Uncertainty Affect Exchange Rate in China and Japan? Evidence from Threshold Cointegration with Asymmetric Adjustment. (2022). Mighri, Zouheir ; Ben Hamouda, Abderrazek ; el Abed, Riadh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-05.

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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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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022Economic policy uncertainty and household consumption: Evidence from Chinese households. (2022). Zhao, Jing ; Wu, Weixing. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001640.

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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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2022Demographic change, technological advance, and growth: A cross-country analysis. (2022). Park, Cyn-Young ; Kikkawa, Aiko ; Shin, Kwanho. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100331x.

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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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2022Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members. (2022). Horvath, Roman ; Fiera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000169.

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2022Newsvendor problems: An integrated method for estimation and optimisation. (2022). Svetunkov, Ivan ; Letchford, Adam N ; Liu, Congzheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:590-601.

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2022Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000832.

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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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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022The power of investors’ optimism and pessimism in oil market forecasting. (2022). Mishra, Tapas ; Parhi, Mamata ; Maaitah, Ahmad ; Mustanen, Dmitri. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004091.

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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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2022Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Liu, LU ; Xiao, Yidong ; Su, Chi-Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x.

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2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

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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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2022Economic policy uncertainty and fund flows to the United States. (2022). French, Joseph ; Li, Wei-Xuan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002075.

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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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2022Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

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2022Fathoming empirical forecasting competitions’ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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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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2022Unmasking the other face of flexible working practices: A systematic literature review. (2022). Laker, Benjamin ; Nasr, Rita ; Mariani, Marcello ; Bolade-Ogunfodun, Yemisi ; Soga, Lebene Richmond. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:648-662.

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2022Modelling the trade balance between the northern and southern eurozone using an intertemporal approach. (2022). Pouliot, William ; Boonman, Tjeerd ; Pilbeam, Keith ; Litsios, Ioannis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001595.

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2022Drivers of consumer prices and exchange rates in small open economies. (2022). di Casola, Paola ; Corbo, Vesna. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002047.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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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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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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2022Natural resources rents and economic performance: Post-COVID-19 era for G7 countries. (2022). Kaur, Prabjot ; Vu, Hieu Minh ; Arif, Asma ; Mughal, Nafeesa ; Liying, Song ; Hordofa, Tolassa Temesgen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004505.

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2022A dynamic ensemble learning with multi-objective optimization for oil prices prediction. (2022). Li, Jianping ; Sun, Xiaolei ; Yuan, Jiaxin ; Feng, Qianqian ; Hao, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004007.

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2022Multi-step-ahead copper price forecasting using a two-phase architecture based on an improved LSTM with novel input strategy and error correction. (2022). Wu, Qiaosheng ; Cheng, Jinhua ; Wang, De Yun ; Luo, Hongyuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004056.

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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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2022Effect of increasing the rental housing supply on house prices: Evidence from China’s large and medium-sized cities. (2022). Zhu, Daolin ; Yao, Jingtao ; Fu, Shuya ; Hou, Yuchen ; Liu, Licheng ; Qi, Yuan. In: Land Use Policy. RePEc:eee:lauspo:v:123:y:2022:i:c:s0264837722004471.

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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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2022Oil price uncertainty, corporate governance and firm performance. (2022). Yang, Baochen ; Song, Xinyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:469-487.

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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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2022Macroeconomic determinants of loan defaults: Evidence from the U.S. peer-to-peer lending market. (2022). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001379.

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2022Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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2022Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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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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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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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

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2022Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns. (2022). Manfredi, Piero ; Guidolin, Mariangela ; Bunea, Anita M ; della Posta, Pompeo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:26-476:d:798344.

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2022Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach. (2022). Fianu, Emmanuel Senyo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:30-564:d:836532.

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2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016.

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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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2022.

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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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2022The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine. (2022). Zatonatska, Tetiana ; Liashenko, Olena ; Fareniuk, Yana ; Dluhopolskyi, Oleksandr ; Dmowski, Artur ; Cichorzewska, Marzena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14501-:d:963500.

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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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2022Long-term dynamics of new residential supply: A case study of the apartment segment in Sweden. (2022). Wilhelmsson, Mats ; Warsame, Abukar ; Engerstam, Sviatlana. In: Working Paper Series. RePEc:hhs:kthrec:2022_005.

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2022An application of deep learning for exchange rate forecasting.. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202201.

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2022Economic Policy Uncertainty Index Meets Ensemble Learning. (2022). Logarui, Marija ; Sori, Petar ; Loli, Ivana. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10153-2.

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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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2022The performance of private companies in China before and during the global financial crisis: firms’ characteristics and entrepreneurs’ attributes. (2022). Fracasso, Andrea ; Jiang, Kun. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:2:d:10.1007_s10644-021-09329-5.

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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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2022Managerial entrenchment and corporate social responsibility engagement: the role of economic policy uncertainty. (2022). Robles, Luis R ; McCumber, William R ; Walters, Bruce A ; Muriithi, Sammy G. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:2:d:10.1007_s10997-021-09569-7.

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2022Working from home: small business performance and the COVID-19 pandemic. (2022). Acs, Zoltan ; Zoltan Ács, ; Gerlowski, Dan ; Zhang, Ting. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:2:d:10.1007_s11187-021-00493-6.

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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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2023Macroeconomic forecasting in Poland: lessons from the external shocks. (2023). Rybacki, Jakub ; Gniazdowski, Micha. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:53:y:2023:i:1:p:45-64.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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2023Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:202204.

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2023A spatial autoregressive geographically weighted quantile regression to explore housing rent determinants in Amsterdam and Warsaw. (2023). Helbich, Marco ; Tomal, Mateusz. In: Environment and Planning B. RePEc:sae:envirb:v:50:y:2023:i:3:p:579-599.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2022Yield Curve Modelling with the Nelson-Siegel Method for Poland. (2022). Kostyra, Tomasz P. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2022:i:2:p:44-56.

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2022Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jana, Rabin K ; Albulescu, Claudiu. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-022-04723-2.

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2022Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals. (2022). Tomal, Mateusz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02080-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]		paper28
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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2017The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations In: ERES.
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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 another 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 another 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
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 another version. Agregated cites: 46		article
2013Forecasting with DSGE models with financial frictions.(2013) In: EcoMod2013.
[Full Text][Citation analysis]
This paper has another 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.
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This paper has another 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]		paper48
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 another version. Agregated cites: 48		article
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 another version. Agregated cites: 48		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.
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This paper has another 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]		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 another version. Agregated cites: 11		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 another version. Agregated cites: 11		paper
2016Exchange rate forecasting with DSGE models In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2017Exchange rate forecasting with DSGE models.(2017) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2017Exchange rate forecasting with DSGE models.(2017) In: NBP Working Papers.
[Full Text][Citation analysis]
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2018Exchange rate forecasting on a napkin In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2020Exchange rate forecasting on a napkin.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
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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]		article0
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]		article24
2014Determinants of credit to households: An approach using the life-cycle model In: Economic Systems.
[Full Text][Citation analysis]		article12
2021Do flexible working hours amplify or stabilize unemployment fluctuations? In: European Economic Review.
[Full Text][Citation analysis]		article4
2019Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers.
[Full Text][Citation analysis]
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2010Firms in the great global recession: The role of foreign ownership and financial dependence In: Emerging Markets Review.
[Full Text][Citation analysis]		article39
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 another version. Agregated cites: 39		paper
2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis In: Energy Economics.
[Full Text][Citation analysis]		article1
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]		article1
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]		article5
2021The role of oil price uncertainty shocks on oil-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article9
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]		article52
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]
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2018Does the foreign sector help forecast domestic variables in DSGE models?.(2018) In: NBP Working Papers.
[Full Text][Citation analysis]
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2016Does foreign sector help forecast domestic variables in DSGE models?.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 5		paper
2021Forecasting crude oil prices with DSGE models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2022Common factors and the dynamics of cereal prices. A forecasting perspective In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2020Common factors and the dynamics of cereal prices. A forecasting perspective.(2020) In: CAMA Working Papers.
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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy.
[Full Text][Citation analysis]		article3
2021Common factors and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy.
[Full Text][Citation analysis]		article2
2022Are European natural gas markets connected? A time-varying spillovers analysis 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]		paper10
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2021Forecasting Commodity Prices: Looking for a Benchmark In: Forecasting.
[Full Text][Citation analysis]		article2
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 another version. Agregated cites: 8		paper
2018The Size of the Rental Market and Housing Market Fluctuations In: Open Economies Review.
[Full Text][Citation analysis]		article6
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]		article10
2008Economic convergence and the fundamental equilibrium exchange rate in Poland.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		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 another 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 another 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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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]		paper7
2020Does the rental housing market stabilize the economy? A micro and macro perspective.(2020) In: Empirical Economics.
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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: Working Papers.
[Full Text][Citation analysis]		paper0
2022Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Housing Tenure Preferences among Students from Two Polish Universities In: Real Estate Management and Valuation.
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In: .
[Full Text][Citation analysis]		paper1
2019Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers.
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This paper has another version. Agregated cites: 1		paper

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