dr Marcin PIETRZAK

Unit:

Zakład Polityki Gospodarczej

Research interest:

Macroeconomics, finance, financial system stability, financial crises, monetary policy.


mpietrzak@inepan.waw.pl

About me:

In his research, he focuses on macroeconomics and finance, especially: financial system stability, financial crises and monetary policy. He analyzes the factors that determine the probability and magnitude of financial crises. He is also interested in how economic policy (e.g. monetary and macroprudential policy) can mititgate crises.

He completed PhD studies at Brown University in 2022, MA studies at SGH in Warsaw in 2016 and BA studies at SGH in 2013.

He participated in the Fund Internship Program at the International Monetary Fund in 2019. He completed a research and teaching internship at the Institute of Econometrics of the Warsaw School of Economics in the 2015/2016 academic year.

He received the team award of the 3rd degree of the Rector of the Warsaw School of Economics in 2018 for co-authoring the book “Zastosowania ekonometrii. 10 niegroźnych przykładów” ed. Andrzej Torój, Publishing House of the Warsaw School of Economics

Distinguished in the competition of the National Bank of Poland and the Rzeczpospolita daily newspaper in 2015 in the competition for the best analytical team for the Students' Science Club of Finance and Macroeconomics of the Warsaw School of Economics.

Publications:

Papers in scientific journals

  1. Pietrzak, M. (2022). Can financial sector distress be detected early?. Borsa Istanbul Review, in press. https://doi.org/10.1016/j.bir.2022.08.002
  2. Bańbuła, P., & Pietrzak, M. (2021). Early Warning Models of Banking Crises: VIX and High Profits. Central European Journal of Economic Modelling and Econometrics, 381-403. https://doi.org/10.24425/cejeme.2021.139835
  3. Pietrzak, M. (2014). Opis cykli koniunkturalnych w wybranych krajach Europy Środkowo-Wschodniej oraz ich synchronizacja ze strefą euro. Bank i Kredyt, 45(2), 133-162. https://www.bankandcredit.nbp.pl/content/2014/02/bik_02_2014_03_art.pdf

Chapters in books

Pietrzak, M. (2017). W służbie ostrożnego inwestora. Regresja kwantylowa W: A. Torój (red.), Zastosowania ekonometrii. 10 niegroźnych przykładów (rozdział 3), Warszawa, Oficyna Wydawnicza Szkoły Głównej Handlowej w Warszawie.

 

Other publications

Narodowy Bank Polski. (2016). Raport o stabilności systemu finansowego. Luty 2016. https://www.nbp.pl/systemfinansowy/rsf022016.pdf

Narodowy Bank Polski. (2015). Raport o stabilności systemu finansowego. Lipiec 2015. https://www.nbp.pl/systemfinansowy/rsf072015.pdf