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Publikacje naukowe pracowników Katedry Ekonomii Ilościowej

Najważniejsze publikacje

prof. dr hab. Michał Brzoza-Brzezina (Google Scholar: 1024 citations, h-index:19):

  • Monetary and macroprudential policy with foreign currency loans, (2017), z M. Kolasa i K. Makarski, ​Journal of Macroeconomics 54 (PB), s. 352-372.
  • Monetary policy in a non-representative agent economy: a survey (2013), z M., Kolasa, G. Koloch, K. Makarski i M. Rubaszek, Journal of Economic Surveys 27(4), s. 641-669.  
  • Bayesian Evaluation of DSGE Models with Financial Frictions, (2013), z M. Kolasa, Journal of Money, Credit and Banking 45(8), s. 1451-1476.
  • The Anatomy of Standard DSGE Models with Financial Frictions (2013), z M. Kolasa i K. Makarski, Journal of Economic Dynamics and Control,  37(1),  s. 32-51.​
  • Credit Crunch in a Small Open Economy (2011), z K. Makarski, Journal of International Money and Finance, 30(7), s. 1406-1428.

 prof. dr hab. Jakub Growiec (Google Scholar: 723 citations, h-index: 16)

  • ​Social Network Structure and The Trade-Off Between Social Utility and Economic Performance, (2018), z K. Growiec i B. Kamiński, Social Networks 55, s. 31-46.
  • Will the ”True” Labor Share Stand Up? An Applied Survey on Labor Share Measures (2018), z J. Mućk and P. McAdam, Journal of Economic Survey,32 (4), s. 961-984.
  • Endogenous Labor Share Cycles: Theory and Evidence, (2018), z P. McAdam i J. Mućk, Journal of Economic Dynamics and Control 87, s. 74-93.​
  • A Microfoundation for Normalized CES Production Functions with Factor-Augmenting Technical Change, (2013), Journal of Economic Dynamics and Control 37(11), s. 2336-2350.
  • Beyond the Linearity Critique: The Knife-Edge Assumption of Steady-State Growth (2007), Economic Theory 31(3), s. 489-499.

​dr hab. Krzysztof Kluza, prof. SGH (Google Scholar: 117 citations, h-index: 6)

  • Rural Areas – Boroughs Under Pressure and Free Riders. Evidence from Poland, (2018), z Wojciechem Rafał, Transylvanian Review 27(1), s. 117-134.
  • Model eliminacji zjawiska zaniżania celów w procesie budżetowania, (2018), Przegląd Organizacji 4„ s. 34-39.
  • Changes in the credit risk profile of Polish local governments. An assessment of unsystematic risk, (2017), Argumenta Oeconomica 2(39), s. 167-192.
  • Financial Innovation in Local Governments as a Response to the Deterioration of their Risk Profile and Legislative Changes: The case of Poland, (2016), The Innovation Journal: The Public Sector Innovation Journal 21(1), article 2.
  • Sustainability of Local Government Sector Debt. Evidence from Monte-Carlo Simulations, (2016), Lex Localis - Journal of Local Self-Government 14 (1), s. 115-132.

 dr hab. Małgorzata Knauff, prof. SGH (Google Scholar: 158 citations, h-index: 6) ​

  • ​Price competition with differentiated goods and incomplete product awareness, (2018), z C. Cosandier i F. Garcia, Economic Theory 66 (3), s. 681-705
  • Equal treatment and socially optimal R&D in duopoly with one‐way spillovers (2017), z C. Cosandier i G. De Feo, Journal of Public Economic Theory 19 (6), s. 1099-1117.
  • On the prisoner’s dilemma in R&D with input spillovers and incentives for R&D cooperation, (2013), z Ch. Burr i A. Stepanova, Mathematical Social Science 66(3), s. 254-261.
  • Symmetric versus asymmetric equilibria in symmetric supermodular games, (2008), z R. Amir i M. Jakubczyk, International Journal of Game Theory 37(3), s. 307-320.
  • Ranking economics departments worldwide on the basis of Ph.D placement, (2008), z R. Amir, Review of Economics and Statistics 90(1), s. 185-190

 prof. dr hab. Marcin Kolasa (Google Scholar: 1403 citations, h-index: 20)

  • ​Global identification of linearized DSGE models, (2018), z A. Kocięcki, Quantitative Economics 9(3), s. 1243–1263.
  • Exchange rate forecasting with DSGE models, (2017), z M. Ca’Zorzi i M. Rubaszek, Journal of International Economics 107, s. 127-146.
  • Macroprudential policy and imbalances in the euro area, (2015), z M. Brzoza-Brzezina i K. Makarski, Journal of International Money and Finance 51, s. 137-154.
  • Financial frictions and optimal monetary policy in an open economy, (2014), z G. Lombardo, International Journal of Central Banking 10(1), s. 43-94.
  • Bayesian evaluation of DSGE models with financial frictions, (2013), z M. Brzoza-Brzezina, Journal of Money, Credit and Banking 45(8), s. 1451-1476.

 prof. dr hab. Krzysztof Makarski, prof. SGH (Google Scholar: 426 citations, h-index: 12)

  • Inequality in an OLG economy with heterogeneous cohorts and pension systems (2018), z J. Tyrowicz M. Bielecki, The Journal of Economic Inequality 16(4), s. 583-606.
  • Macroprudential policy and imbalances in the euro area (2015), z M. Brzoza-Brzezina I M. Kolasa Journal of International Money and Finance, Elsevier,. 51(C), s. 137-154a
  • ​The anatomy of standard DSGE models with financial frictions (2013), z M. Brzoza-Brzezina i M. Kolasa, Journal of Economic Dynamics and Control 37(1), s. 32-51.
  • Monetary policy in a non-representative agent economy: a survey (2013), z M. Brzoza-Brzezina, M., Kolasa, G. Koloch i M. Rubaszek,  Journal of Economic Surveys, 27(4), s. 641-669.
  • Credit Crunch in a Small Open Economy (2011), z  M. Brzoza-Brzezina, Journal of International Money and Finance, 30(7), s. 1406-1428.

 dr hab. Piotr Mielus, prof. SGH

  • Kreowanie cen na pozagiełdowych rynkach finansowych , (2017), OW SGH,  s. 1-302.
  • The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Market, (2005), w: Forecasting Financial Markets. Theory and Applications, red. Władysław Milo and Piotr Wdowiński, Wydawnictwo Uniwersytetu Łódzkiego, Łódź, s. 43-56.
  • The Role of Market Makers in Liquidity Providing on Emerging OTC Markets, (2014), w: Contemporary Issues of the Financial Market, ed. P. Chodnicka, R. Karkowska, M. Olszak, Wydawnictwo Naukowe WZ UW, Warszawa 2014, s. 76-90.
  • Financial convergence on emerging markets: a case of CEE countries, (2017), z M. Fronc, Bank i Kredyt 48(2), s. 149-172.
  • Behavioural aspects of benchmark quotation – the WIBOR case, (2018), Acta Universitatis Lodziensis Folia Oeconomica  3(335), s. 189-205.

dr Jakub Mućk (Google Scholar: 128 citations, h-index: 6)  ​​

  • Isoelastic Elasticity of Substitution Production Functions, z J. Growiec, Macroeconomics Dynamics, forthcoming.
  • Will the ”True” Labor Share Stand Up? An Applied Survey on Labor Share Measures (2018), z J. Growiec i P. McAdam, Journal of Economic Survey 32 (4), s. 961-984.
  • Endogenous Labor Share Cycles: Theory and Evidence, (2018), z J. Growiec i P. McAdam, Journal of Economic Dynamics and Control 87, s. 74-93.
  • Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses, (2016), z M. Ca’Zorzi i M. Rubaszek, Open Economies Review 27(3), s. 585-609.

prof. dr hab. Andrzej Sławiński

  • Central banks: hesitant guardians of equilibrium, (2018), z J. Hausner, Acta Oeconomica 68, s. 125-140.
  • The case for saving for retirement via index funds, (2017),  z D. Tymoczko,  Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia  4, s. 282-288
  • The role of the ECB’s QE in alleviating the Eurozone debt crisis, (2016), Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu 428, s. 236-250.
  • Shielding money creation from severe banking crises: How useful are proposals offered by the alternative reform plans, (2015), Bank i Kredyt 46 (3), s. 191-206.
  • Institutional causes of the global banking crisis and the emergence of macro-prudential countercyclical policy, (2013), Acta Universitatis Lodziensis. Folia Oeconomica 295, s. 7-25.

dr Jacek Suda (Google Scholar: 55 citations, h-index: 5)

  • ​Learning Financial Shocks and the Great Recession, z P. Pintus, Review of Economic Dynamics, forthcoming.
  • Belief-Twisting Shocks and the Macroeconomy, (2018), Macroeconomic Dynamics 22(7), s. 1844–1858.
  • International Great Inflation and Common Monetary Policy, (2018), z A. Zervou, Macroeconomic Dynamics 22(6), s. 1428–1461.
  • The Stability of Macroeconomic Systems with Bayesian Learners, (2016) z J. Bullard, Journal of Economic Dynamics and Control 62, s. 1-16.
  • Monetary Policy and the Financial Sector, (2015), z A. Singh i S. Stone,  Economics Letters 132, s. 82-86.  

dr hab. Łukasz Woźny, prof. SGH (Google Scholar: 147 citations, h-index: 6)

  • On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty, (2018), z Ł. Balbus i K. Reffett, Journal of Economic Theory 176, s. 293-310.
  • Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy, (2018), z M. Datta i K.Reffett, Economic Theory 66 (3), s. 593-626.
  • A qualitative theory of large games with strategic complementarities, (2017), z Ł. Balbus, P. Dziewulski i K. Reffett,  Economic Theory, fothcoming.
  • Constructive Study of Markov Equilibria in Stochastic Games with Complementarities, (2014), z Ł. Balbus i K. Reffett, Journal of Economic Theory (150), s. 815–840.
  • Stationary Markovian equilibria in Altruistic Stochastic OLG models with Limited Commitment, (2012), z  Ł. Balbus i K. Reffett, Journal of Mathematical Economics 48(2), s. 115-132
.