Michał Rubaszek

Global rank #4881 94%

Institution: Szkoła Główna Handlowa w Warszawie

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://e-web.sgh.waw.pl/mrubas

First Publication: 2008

Most Recent: 2025

RePEc ID: pru76 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	2.35	4.55	10.25
Last 10 Years	4.02	6.56	16.45
All Time	4.02	10.25	21.01

Publication Statistics

Raw Publications 25

Coauthorship-Adjusted Count 19.78

Publications (25)

Year	Article	Journal	Tier	Authors
2025	Modelling oil consumption in Baumeister and Hamilton’s (2019) model of the global oil market	Economics Letters	C	2
2025	Intraday volatility connectedness on the forex market: the role of uncertainty	Journal of International Money and Finance	B	3
2024	Are consensus FX forecasts valuable for investors?	International Journal of Forecasting	B	3
2024	The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets	Energy Economics	A	3
2023	How many fundamentals should we include in the behavioral equilibrium exchange rate model?	Economic Modeling	C	2
2022	Forecasting: theory and practice	International Journal of Forecasting	B	80
2022	The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective	International Journal of Central Banking	B	4
2022	The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model	Energy Economics	A	4
2021	Do flexible working hours amplify or stabilize unemployment fluctuations?	European Economic Review	B	3
2021	The role of oil price uncertainty shocks on oil-exporting countries	Energy Economics	A	4
2021	The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis	Energy Economics	A	3
2021	Forecasting crude oil prices with DSGE models	International Journal of Forecasting	B	1
2020	Exchange rate forecasting on a napkin	Journal of International Money and Finance	B	2
2020	Economic policy uncertainty shocks, economic activity, and exchange rate adjustments	Economics Letters	C	3
2020	The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis	Energy Economics	A	2
2018	Does the foreign sector help forecast domestic variables in DSGE models?	International Journal of Forecasting	B	2
2017	Exchange rate forecasting with DSGE models	Journal of International Economics	A	3
2016	The effect of ageing on the European economies in a life-cycle model	Economic Modeling	C	2
2015	Bayesian forecasting of real exchange rates with a Dornbusch prior	Economic Modeling	C	3
2015	Forecasting using DSGE models with financial frictions	International Journal of Forecasting	B	2
2015	How Frequently Should We Reestimate DSGE Models?	International Journal of Central Banking	B	2
2013	MONETARY POLICY IN A NON-REPRESENTATIVE AGENT ECONOMY: A SURVEY	Journal of Economic Surveys	C	5
2012	A Bayesian method of combining judgmental and model-based density forecasts	Economic Modeling	C	3
2012	Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test	Journal of Money, Credit, and Banking	B	3
2008	On the forecasting performance of a small-scale DSGE model	International Journal of Forecasting	B	2