Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

Methodology of construction of macroeconomic forecasts taking into account economic agent heterogenity

2013/11/B/HS4/02120

Keywords:

forecasting macroeconomics simulation

Descriptors:

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

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, Instytut Ekonometrii

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Bogumił Kamiński 

Number of co-investigators in the project: 3

Call: OPUS 6 - announced on 2013-09-16

Amount awarded: 138 160 PLN

Project start date (Y-m-d): 2014-07-28

Project end date (Y-m-d): 2016-12-27

Project duration:: 29 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (4)
  1. Modelling Heterogenous Economies - Robustness vs. Flexibility
    Authors:
    Grzegorz Koloch, Bogumił Kamiński, Marek Antosiewicz, Mateusz Żbikowski
    Academic press:
    Argumenta Oeconomica (rok: 2017, tom: 39, strony: 193-212), Wydawca: Wrocław University of Economics
    Status:
    Published
  2. Output Analysis for Terminating Simulations with Partial Observability
    Authors:
    Bogumił Kamiński, Grzegorz Koloch
    Academic press:
    Simulation Modeling Practice and Theory (rok: 2017, tom: 71, strony: 102-113), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.simpat.2016.12.002 - link to the publication
  3. Solving a large heterogeneous-agent general equilibrium model with labour market frictions
    Authors:
    Marek Antosiewicz
    Academic press:
    Control and Cybernetics (rok: 2016, tom: 45, strony: 513-524), Wydawca: IBS PAN
    Status:
    Published
  4. Heterogeneous agent models as short-term forecasting devices
    Authors:
    Grzegorz Koloch, Bogumił Kamiński, Marek Antosiewicz
    Academic press:
    Journal of Forecasting , Wydawca: Wiley
    Status:
    Submitted