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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Robust and prudent optimal macroeconomic policy rules in the models with parameter uncertainty

2017/26/D/HS4/00942

Keywords:

robust control risk-sensitive control monetary policy macroprudential policy parameter uncertainty VAR models DSGE models

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • ST1_17: Applied mathematics

Panel:

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

Host institution :

Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny

woj. łódzkie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Mariusz Górajski 

Number of co-investigators in the project: 2

Call: SONATA 13 - announced on 2017-06-14

Amount awarded: 225 620 PLN

Project start date (Y-m-d): 2018-03-28

Project end date (Y-m-d): 2022-03-27

Project duration:: 48 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Komputer przenośny (6 000 PLN)
  2. Pakiet statystyczny EViews (Econometric Views) (6 000 PLN)
  3. Odnowienie licencji oprogramowania Matlab oraz zakup 2 bibliotek: Symbolic Math Toolbox and Econometrics Toolbox (3 500 PLN)

Information in the final report

  • Publication in academic press/journals (5)
  1. Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis
    Authors:
    Mariusz Górajski, Zbigniew Kuchta
    Academic press:
    North American Journal of Economics and Finance (rok: 2023, tom: 67, strony: 45307), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.najef.2023.101922 - link to the publication
  2. Designing Optimal Policy Rules under Parameter Uncertainty: A Stochastic Dominance Approach
    Authors:
    Mariusz Górajski, Zbigniew Kuchta
    Academic press:
    Journal of Economic Dynamic and Control , Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  3. Which hallmarks of optimal monetary policy rules matter in Poland? A stochastic dominance approach
    Authors:
    Mariusz Górajski, Zbigniew Kuchta
    Academic press:
    Bank i Kredyt (rok: 2022, tom: 53(2), strony: 149-182), Wydawca: NBP
    Status:
    Published
    DOI:
    brak - link to the publication
  4. Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy
    Authors:
    Mariusz Górajski, Zbigniew Kuchta, Agnieszka Leszczyńska-Paczesna
    Academic press:
    Economic Modelling (rok: 2023, tom: 122, strony: 45311), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.econmod.2023.106227 - link to the publication
  5. Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach
    Authors:
    Mariusz Górajski
    Academic press:
    Journal of Statistical Planning and Inference , Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication

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