Marek Jarociński

curriculum vitae October 2008

my IDEAS/RePEc page

Research

Delta Prior and Small Sample Distribution in Time Series, (in progress), with Albert Marcet

Shrinking Cross-Country Growth Regressions, (in progress)

A note on Computation of Conditional Forecasts and Assessment of Scenarios with VARs, May 4th 2009

Determinants of Economic Growth: Will Data Tell?, with Antonio Ciccone, October 2007, CEPR Discussion Paper No.6544,

Responses to Monetary Policy Shocks in the East and the West of Europe, (October 2008), forthcoming in the Journal of Applied Econometrics

House Prices and the Stance of Monetary Policy, with Frank Smets, Federal Reserve Bank of St. Louis Review, July/August 2008, 90(4), pp. 339-65.

Other stuff

My Ox programs

mj.zip - useful functions such as a safe 'reshape()', that stops the program if wrong dimensions are supplied, instead of padding the results with zeros, merging databases etc.; arrayutils.zip - functions for operations on arrays of matrices (class Ar) and nested arrays of matrices (class Arr)

sobol40.zip - an Ox package for generating Sobol sequences of up to 40 dimensions, using the C++ code by John Burkardt

sobolrandqmc.zip - port to Ox of the Sobol sequence code from RandQMC library http://www.math.ucalgary.ca/~lemieux/randqmc.html by Christiane Lemieux, Mikolaj Cieslak and Kristopher Luttmer, University of Calgary

Ox programs for instrumental variables (with weak instruments)

My addons for TextPad - a programmer's text editor for Windows

ox.syn - Ox syntax definition; ox.tcl - 'clips' for Ox