Research
Current working papers
The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets (with M. Rubaszek and G. S. Uddin). R&R.
Is Big Data a Big help? Evidence from nowcasting food inflation during Covid-19 and wartime (with P. Macias, D. Stelmasiak and A. Błażejowska). Under review.
Fiscal mutlipliers. Evidence from a Bayesian SVAR model (with A. Sznajderska). Work in progress.
Articles in scientific journals
Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR (with G. Szafrański and A. Leszczyńska-Paczesna). International Review of Economics & Finance, in press.
Which Uncertainty Measure is Most Informative? A Time-Varying Connectedness Perspective (with M. Rubaszek and G.S. Uddin), Econometric Research in Finance, 8(1):1-30 (2024)
How immune is the connectedness of European natural gas markets to exceptional shocks? (with M. Rubaszek, M. Papież & S. Śmiech). Resources Policy, 85A, 103917, 2023.
Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis (with M. Rubaszek). Studies in Non-linear Dynamics and Econometrics, in press.
Online food prices and shocks to product availability since Covid-19 (with P. Macias, D. Stelmasiak and A. Błażejowska). Applied Economics Letters, in press.
Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis (with M. Papież, M. Rubaszek & S. Śmiech). Resources Policy, 79, 103029 (2022). Replication codes.
Nowcasting food inflation with a massive amount of online prices (with P. Macias and D. Stelmasiak). International Journal of Forecasting, 39(2):809-826 (2023).
The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis (with M. Rubaszek and G.S. Uddin). Energy Economics, 103, 105526 (2021). Replication codes.
A note on the heterogeneous economic effects of COVID-19 on GDP via the sectoral structure (with J. Mućk and M. Rubaszek), Bank & Credit, 52(3):253-266 (2021).
Disentangling the sources of inflation synchronization. Evidence from a large panel dataset, International Review of Economics & Finance, 76:229-245 (2021).
Evidence on time-varying inflation synchronization, Economic Modelling, 94:1-13 (2021).
Common determinants of credit default swap premia in the North American oil & gas industry. A panel BMA approach (with M. Kwas, G. Szafrański and Z. Wośko), Energies, 13(23), 6327 (2020).
Bagged neural networks for forecasting Polish (low) inflation, International Journal of Forecasting, 35(3):1042-1059 (2019).
Determinants of low inflation in an emerging, small open economy through the lens of aggregated and disaggregated approach (with A. Hałka), Emerging Markets Finance and Trade 55(13):3094-3111 (2019).
Flattening of the New Keynesian Phillips Curve: Evidence for a Small Open Economy, Economic Modelling 63(C):334-348 (2017).
Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies (with A. Hałka), Eastern European Economics 54(2):109-132 (2016).
Permanent Working Papers
Price setting during the coronavirus (COVID-19) pandemic (including K. Szafranek), ECB Occasional Paper Series, No. 324.
E-commerce and price setting: evidence from Europe (including K. Szafranek), ECB Occasional Paper Series, No. 320.
Articles in Polish
The nexus between the US dollar and oil prices, Bank & Credit 49(6):671-708 (2018).
Grants
National Science Center, decision no. 2021/43/D/HS4/00380, 2022-2025. Role: Principal Investigator.
National Science Center, decision no. 2020/39/B/HS4/00366, 2021-2024. Role: Co-investigator.
National Science Center, decision no. 2017/27/N/HS4/00409, 2018-2020. Role: Principal Investigator.
Minister of Science and Education 2022 Scholarship for outstanding young researchers, 2022.
START 2019 Scholarship for outstanding young researchers received from the Foundation for Polish Science, 2019.
International Institute of Forecasters Travel Award, 2017.
Young Researchers Grant, decision no. KAE/BMN16/16/16, 2016.
Popular science articles and press appearances
Real-time online monitoring of supply conditions (with A. Błażejowska, P. Macias and D. Stelmasiak), [Internetowy monitoring sytuacji podażowej w czasie rzeczywistym], in Polish, 11.07.2022.
The road to energy independence of Poland and Europe, [Droga do uniezależnienia energetycznego Europy i Polski od Rosji], in Polish, 29.04.2022.
Forecasting inflation with prices from online stores (with P. Macias and D. Stelmasiak), [Prognozowanie inflacji w oparciu o ceny ze sklepów internetowych], in Polish, 01.03.2022.
Competition on the Polish retailing market acts disinflationary (with A. Hałka, A. Błażejowska and G. Szafrański), [Konkurencja w polskim handlu obniża nam ceny], in Polish, 10.08.2020.
Retailing market in Poland: the expansion of e-commerce and new challenges (with A. Błażejowska), [Rynek detaliczny w Polsce: rozwój e-commerce i nowe wyzwania], in Polish, 05.08.2020.
Retailing market in Poland: a pre-pandemic snapshot (with A. Błażejowska), [Rynek detaliczny w Polsce: stan sprzed pandemii COVID-19], in Polish, 04.08.2020.
The domestic and foreign dimension of inflation [Krajowy i zagraniczny wymiar inflacji], in Polish, 21.05.2019.
The link between ageing population and inflation [Świat się starzeje, a to wpłynie na inflację], in Polish, 20.12.2018.
The impact of digitalization on inflation [Wpływ digitalizacji na inflację], in Polish, 10.10.2018.
The internet combats inflation [Internet zwiększa konkurencję i ogranicza możliwość wzrostu cen], in Polish, 08.10.2018.
Changing relationship between the US dollar and oil prices [Zmienne losy cen ropy naftowej i kursu dolara], in Polish, 24.04.2018.
Why inflation in Poland is low? (with A. Hałka), [Przyczyny niskiej inflacji w Polsce], in Polish, 30.07.2018.
The missing inflation after the GFC (with A. Hałka) [Po kryzysie inflacja nie przychodzi o czasie], in Polish, 18.10.2016.
Conference appearances
2022:07 10th Summer Workshop on Macroeconomics and Finance, Programme.
Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR Analysis.
2021:09 Econometric Research in Finance Workshop, Programme.
Nowcasting food inflation witha massive amount of online prices.
2021:06 9th Summer Workshop of Narodowy Bank Polski, Programme.
Nowcasting food inflation with a massive amount of online prices.
2021:06 27th International Conference Computing in Economics and Finance, Programme.
The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis.
2020:09 Econometric Research in Finance Workshop, Programme.
The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis.
2020:04 SGH Financial Markets Modelling Unit Seminar, Programme.
The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis.
2019:10 SGH Seminar on Econometric Modelling, Programme.
Inflation synchronization across the world. Evidence from time-varying correlations.
2018:12 SGH Seminar on Econometric Modelling, Programme.
Sources of inflation co-movements.
2018:12 12th International Conference on Computational and Financial Econometrics, Programme.
Sources of inflation comovements.
2018:10 Institute of Economics, Polish Academy of Sciences, Programme.
Pokryzysowe zagadki inflacji.
2018:09 Econometric Research in Finance Workshop, Programme.
The nexus between oil prices and the US dollar.
2018:06 7th NBP Summer Workshop, Programme.
The nexus between oil prices and the US dollar.
2017:11 SGH Seminar on Econometric Modelling, Programme.
Bagged artificial neural networks in forecasting (low) inflation: An extensive comparison with current modelling frameworks.
2017:06 9th Economic Challenges in Enlarged Europe, Programme.
Determinants of low inflation in emerging, small open economy: Comparison of aggregated and disaggregated approaches.
2017:06 37th International Symposium on Forecasting, Programme.
Bagged artificial neural networks in forecasting (low) inflation: an extensive comparison with current modelling frameworks.
2017:05 3rd International Workshop on Financial Markets and Nonlinear Dynamics, Programme.
Bagged Artificial Neural Networks in Forecasting Inflation: An Extensive Comparison with Current Modelling Frameworks.
2017:04 2017 Conference of the Scottish Economic Society, Programme.
Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches.
2016:07 Ecomod2016 International Conference on Economic Modelling, Programme.
Disinflation Period in Poland. A Hybrid New Keynesian Phillips Curve Perspective.
2015:12 9th International Conference on Computational and Financial Econometrics, Programme.
On neural networks in forecasting inflation.
2015:10 NBP Workshop on Forecasting, Programme.
Neural networks in forecasting inflation. A magician’s trick?
2015:07 Ecomod2015 International Conference on Economic Modelling, Programme.
Financialisation of the Commodity Markets. Conclusions from the VARX DCC GARCH.
2015:06 7th International Conference Economic Challenges in Enlarged Europe, Programme.
Whose Inflation Is It Anyway? The Inflation Spillovers Between The Euro Area and Small Open Economies.
2015:03 ECB Low Inflation Task Force Meeting, Programme.
Whose Inflation Is It Anyway? The Inflation Spillovers Between The Euro Area and Small Open Economies.
2014:12 8th International Conference on Computational and Financial Econometrics, Programme.
Financialization of the commodity markets. Conclusions from the restricted VARX ADCC MVT GARCH.