Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Endogenous choice of mortgage loans portfolio in general equilibrium

2014/13/B/HS4/00212

Keywords:

mortgage loans portfolio choice business cycle general equilibrium models

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_6: Financial markets, international finance, public finance
  • HS4_12: Living conditions and standards, income distribution, poverty

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, Katedra Ekonomii Ilościowej

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: 1

Call: OPUS 7 - announced on 2014-03-17

Amount awarded: 158 660 PLN

Project start date (Y-m-d): 2015-03-17

Project end date (Y-m-d): 2018-03-16

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Wydajny komputer przenośny (6 000 PLN)
  2. Oprogramowanie Eviews (2 szt.) (5 000 PLN)
  3. Oprogramowanie Matlab z dodatkami (Symbolic Math, Statistics, Optimization) (7 000 PLN)

Information in the final report

  • Publication in academic press/journals (5)
  1. Transmission of monetary policy and exchange rate shocks under foreign currency lending
    Authors:
    Małgorzata Skibińska
    Academic press:
    Post-Communist Economies (rok: 2018, tom: 30(4), strony: 506-525), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/14631377.2018.1442058 - link to the publication
  2. Equilibrium foreign currency mortgages
    Authors:
    Marcin Kolasa
    Academic press:
    Collegium of Economic Analysis Working Paper Series (rok: 2016, tom: 21, strony: 14977), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
  3. Equilibrium foreign currency mortgages
    Authors:
    Marcin Kolasa
    Academic press:
    NBP Working Papers (rok: 2018, tom: 293, strony: 21551), Wydawca: Narodowy Bank Polski
    Status:
    Published
  4. Transmission of monetary policy and exchange rate shocks under foreign currency lending
    Authors:
    Małgorzata Skibińska
    Academic press:
    Collegium of Economic Analysis Working Paper Series (rok: 2017, tom: 27, strony: 45317), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
  5. Equilibrium foreign currency mortgages
    Authors:
    Marcin Kolasa
    Academic press:
    Review of Economic Dynamics , Wydawca: Elsevier
    Status:
    Submitted