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Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Forecasting with DSGE models

2012/07/E/HS4/01080

Keywords:

macroeconomic forecasting DSGE models Bayesian inference

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Marcin Kolasa 

Number of co-investigators in the project: 3

Call: SONATA BIS 2 - announced on 2012-09-15

Amount awarded: 347 250 PLN

Project start date (Y-m-d): 2013-07-02

Project end date (Y-m-d): 2017-01-01

Project duration:: 42 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Lekkie dyski twarde przenośne.
  2. Notebook HP EliteBook z procesorem Core i7 lub szybszym, pamięcią co najmniej RAM 8 GB i systemem operacyjnym MS Windows (3 szt.) (30 000 PLN)
  3. Intel Visual Fortran Composer XE dla Windows.
  4. Oprogramowanie Matlab z nastepującymi bibliotekami: Optimization toolbox, Statistics toolbox, Parallel computing toolbox, Symbolic Math toolbox (3 szt.) (24 000 PLN)

Information in the final report

  • Publication in academic press/journals (7)
  1. Does foreign sector help forecast domestic variables in DSGE models?
    Authors:
    Marcin Kolasa, Michał Rubaszek
    Academic press:
    Collegium of Economic Analysis Working Paper Series (rok: 2016, tom: 22, strony: 45321), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
    DOI:
    brak - link to the publication
  2. Does the foreign sector help forecast domestic variables in DSGE models?
    Authors:
    Marcin Kolasa, Michał Rubaszek
    Academic press:
    International Journal of Forecasting (rok: 2018, tom: 34(4), strony: 809-821), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2018.05.008 - link to the publication
  3. Forecasting with DSGE models with financial frictions
    Authors:
    Marcin Kolasa, Michał Rubaszek
    Academic press:
    Dynare Working Paper (rok: 2014, tom: 40, strony: 13516), Wydawca: CEPREMAP
    Status:
    Published
    DOI:
    brak - link to the publication
  4. Identifying skewness of structural shocks within a first-order DSGE economy
    Authors:
    Grzegorz Koloch
    Academic press:
    Journal of Economic Dynamics and Control , Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  5. Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties
    Authors:
    Grzegorz Koloch
    Academic press:
    Collegium of Economic Analysis Working Paper Series (rok: 2016, tom: 23, strony: 12420), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
    DOI:
    brak - link to the publication
  6. Forecasting using DSGE models with financial frictions
    Authors:
    Marcin Kolasa, Michał Rubaszek
    Academic press:
    International Journal of Forecasting (rok: 2015, tom: 31(1), strony: 45310), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2014.05.001 - link to the publication
  7. Plausibility of big shocks within a linear state space setting with skewness
    Authors:
    Grzegorz Koloch
    Academic press:
    MPRA Paper (rok: 2016, tom: 69001, strony: 45318), Wydawca: MPRA
    Status:
    Published
    DOI:
    brak - link to the publication

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