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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Macroprudential policy and business cycle

2012/05/B/HS4/04158

Keywords:

Macroprudential policy Modelling the banking sector

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_6: Financial markets, international finance, public finance

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. Michał Brzoza-Brzezina 

Number of co-investigators in the project: 3

Call: OPUS 3 - announced on 2012-03-15

Amount awarded: 286 000 PLN

Project start date (Y-m-d): 2013-02-14

Project end date (Y-m-d): 2016-02-13

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

Project status: Project settled

Equipment purchased [PL]

  1. notebook z procesorem powyżej 2 GHz, pamięcią RAM powyżej 8 GB i dyskem twardym co najmniej 500 GB (10 000 PLN)
  2. Twarde dyski przenośne (449 PLN)
  3. Oprogramowanie Matlab z dodatkami (Symbolic Match, Statistics, Optimization, Global Optimization) (7 500 PLN)

Information in the final report

  • Publication in academic press/journals (5)
  1. A penalty function approach to occasionally binding credit constraints
    Authors:
    M. Brzoza-Brzezina, M. Kolasa, K. Makarski
    Academic press:
    NBP Working Paper (rok: 2013, tom: 159, strony: -), Wydawca: Narodowy Bank Polski
    Status:
    Published
    DOI:
    - - link to the publication
  2. A penalty function approach to occasionally binding credit constraints
    Authors:
    M. Brzoza-Brzezina, M. Kolasa, K. Makarski
    Academic press:
    Dynare Working Papers (rok: 2013, tom: 27, strony: -), Wydawca: CEPREMAP
    Status:
    Published
    DOI:
    - - link to the publication
  3. Crisis, contagion and international policy spillovers under foreign ownership of banks
    Authors:
    M. Brzoza-Brzezina, M. Kolasa, K. Makarski
    Academic press:
    NBP Working Paper (rok: 2016, tom: 231, strony: 12420), Wydawca: Narodowy Bank Polski
    Status:
    Published
    DOI:
    brak - link to the publication
  4. A penalty function approach to occasionally binding credit constraints
    Authors:
    M. Brzoza-Brzezina, M. Kolasa, K. Makarski
    Academic press:
    Economic Modelling (rok: 2015, tom: 51, strony: 315-327), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.econmod.2015.07.021 - link to the publication
  5. Crisis, contagion and international policy spillovers under foreign ownership of banks
    Authors:
    M. Brzoza-Brzezina, M. Kolasa, K. Makarski
    Academic press:
    Journal of Financial Stability (rok: 2018, tom: 36, strony: 293-304), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jfs.2018.03.006 - link to the publication

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