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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Money, credit and house prices from the wavelet perspective

2017/26/D/HS4/00116

Keywords:

money supply credit wavelet analysis house prices

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods
  • HS4_7: Banking, corporate finance, accounting

Panel:

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

Host institution :

Uniwersytet Mikołaja Kopernika, Wydział Nauk Ekonomicznych i Zarządzania

woj. kujawsko-pomorskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Maciej Ryczkowski 

Number of co-investigators in the project: 1

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

Amount awarded: 77 200 PLN

Project start date (Y-m-d): 2018-04-10

Project end date (Y-m-d): 2020-04-09

Project duration:: 24 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. laptop (3 000 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  • Book publications / chapters in book publications (1)
  1. Money and inflation in inflation targeting regimes – new evidence from time-frequency analysis
    Authors:
    Maciej Ryczkowski
    Academic press:
    Journal of Applied Economics (rok: 2021, tom: 24(1), strony: 17-44), Wydawca: Taylor & Francis Online
    Status:
    Published
    DOI:
    10.1080/15140326.2020.1830461 - link to the publication
  2. The interconnectedness of stock prices, money and credit across time and frequency from 1970 to 2016
    Authors:
    Maciej Ryczkowski i Marek Zinecker
    Academic press:
    Technological and Economic Development of Economy (rok: 2021, tom: -, strony: 45314), Wydawca: Vilnius Gedminas Technical University
    Status:
    Submitted
    DOI:
    brak - link to the publication
  3. Money, credit, house prices and quantitative easing – the wavelet perspective from 1970 to 2016
    Authors:
    Maciej Ryczkowski
    Academic press:
    Journal of Business Economics and Management (rok: 2019, tom: 20(3), strony: 546-572), Wydawca: Vilnius Gediminas Technical University
    Status:
    Published
    DOI:
    10.3846/jbem.2019.9859 - link to the publication
  4. Money and credit during normal times and house price booms: evidence from time-frequency analysis
    Authors:
    Maciej Ryczkowski
    Academic press:
    Empirica (rok: 2020, tom: 47(4), strony: 835-861), Wydawca: Springer US
    Status:
    Published
    DOI:
    10.1007/s10663-019-09457-2 - link to the publication
  1. What came first: bank credit or house prices? Time-frequency analysis of the co-movements and lead-lag patterns for Poland for the 2010-2019 time period
    Authors:
    Maciej Ryczkowski
    Book:
    Real Estate at Exposure, New Challanges , Old Problems (rok: 2021, tom: 1, strony: 165-174), Wydawca: SGH Publishing House
    Status:
    Published

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