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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Evaluation of macroeconomic uncertainty

2014/15/B/HS4/04263

Keywords:

macroeconomic uncertainty multivariate modelling nowcasting

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods
  • HS4_15: Land management, urban studies

Panel:

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

Host institution :

Akademia Finansów i Biznesu Vistula, Wydział Biznesu i Stosunków Międzynarodowych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Wojciech Charemza 

Number of co-investigators in the project: 2

Call: OPUS 8 - announced on 2014-09-15

Amount awarded: 262 560 PLN

Project start date (Y-m-d): 2015-08-04

Project end date (Y-m-d): 2019-01-03

Project duration:: 41 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (3)
  1. European Central Bank footprints on inflation forecast uncertainty
    Authors:
    Makarova S.
    Academic press:
    Economic Inquiry (rok: 2018, tom: vol. 56 no. 1, strony: 637-652), Wydawca: John Wiley and Sons
    Status:
    Published
    DOI:
    10.1111/ecin.12469 - link to the publication
  2. Quasi ex-ante inflation forecast uncertainty
    Authors:
    Charemza W., Diaz, C., Makarova, S.
    Academic press:
    International Journal of Forecasting (rok: 2019, tom: 35, strony: 994-1007), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2019.03.002 - link to the publication
  3. Forecasting the duration of short-term deflation episodes
    Authors:
    Charemza W., Makarova S., Wu Y.
    Academic press:
    Journal of Forecasting (rok: 2018, tom: 37, strony: 475-488), Wydawca: John Wiley & Sons
    Status:
    Published
    DOI:
    10.1002/for.2514 - link to the publication