Most recent

Adam Cap, Michele Ca'Zorzi, Andrej Mijakovic and Michal Rubaszek, 2021. The reliability of equilibrium exchange rate models: A forecasting perspective, accepted in International Journal of Central Banking. Replication files (MatlabCodes). Previous version, see ECB Working Paper 2358 (link). ECONBROWSER blog summary (link). ECB Economic Bulletin 2021/7 version: (link)

Michal Rubaszek, Karol Szafranek, Gazi Uddin, 2021. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis , Energy Economics 103, Article 105526 (link), replication files (MatlabCodes).

Marek Kwas, Alessia Paccagnini, Michał Rubaszek, 2021. Common factors and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy 74, Article 102319 (link).

Fotios Petropoulos at al. (including Michał Rubaszek), 2021. Forecasting: theory and practice. (link).

Michał Rubaszek, Justyna Rubaszek 2021. Housing Tenure Preferences among Students from Two Polish Universities Real Estate Managment and Valuation , 29(2): 71-83 (link).

Marek Kwas, Michał Rubaszek, 2021. Forecasting commodity prices: Looking for a benchmark Forecasting, 3: 447-459 (link).

Michał Rubaszek, 2021. Forecasting crude oil prices with DSGE models International Journal of Forecasting, 37: 531-546 (link), replication files (MatlabCodes).

Marcin Kolasa, Michal Rubaszek, Malgorzata Walerych, 2021. Do flexible working hours amplify or stabilize unemployment fluctuations?, European Economic Review 131, Article 103605 (link).

Sławomir Śmiech, Monika Papież, Michał Rubaszek, Małgorzata Snarska, 2021. The role of oil price uncertainty shocks on oil-exporting countries., Energy Economics 93, Article 105028 (link).

Marek Kwas, Alessia Paccagnnini, Michal Rubaszek, 2020. Common factors and the dynamics of cereal prices. A forecasting perspective, Centre for Applied Macroeconomic Analysis 47/2020 (link)

Michał Rubaszek, Tomasz Kostyra, 2020. Forecasting the Yield Curve for Poland Econometric Research in Finance 5(2), in Press (link)

Michał Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddin, 2020. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities Studies in Nonlinear Dynamics & Econometrics 24(5), Article 2019-0068 (link).

Michal Rubaszek, Margarita Rubio, 2020. Does rental housing market stabilize the economy? A micro and macro perspective Empirical Economics 59(1): 233-257 (link), also University of Nottingham CFCM Discussion Papers version (link)

Michał Rubaszek, Gazi Salah Uddin, 2020. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. Energy Economics 87, Article 104713 (link)

Michele Ca' Zorzi, Michał Rubaszek, 2020. Exchange rate forecasting on a napkin, Journal of International Money and Finance 104, Article 102168 (link) and ECONBROWSER blog version (link)

Michal Rubaszek, Zuzanna Karolak, Marek Kwas, 2020. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy 65, Article 101538 (link)

Rachatar Nilavongse, Michal Rubaszek, Gazi Salah Uddin, 2020. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments, Economics Letters 186, Article 108765 (link)


Exchange rates


Heterogenous agent, life cycle models

Housing market

Labor market papers

Commodity markets

Balance of payment

Books, reports and chapters

SVAR identification