Dr. M. (Marcin) Wolski
- Valckenierstraat 65
- Postbus 15867
1001 NJ Amsterdam
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Profile
Research interests
Monetary policy, behavioral economics, fiscal policy, banking sector, systemic risk, financial networks and network modeling, European financial integration, complex systems dynamics, Bayesian econometrics/statistics
Professional experience
European Investment Bank, International Monetary Fund, Dutch National Bank, National Bank of Poland
Education
European Doctorate in Economics - Erasmus Mundus (2011-2014)
MSc in Economics (Cum Laude), Tilburg University (2011)
BA in Economics, Warsaw School of Economics (2010)
BA in Quantitative Methods in Economics and Information Systems, Warsaw School of Economics (2010)
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ONE-JS
Online Nonparametric Econometrics (ONE) in JavaScript
ONE-JS is a free open-source library, distributed under the General Public Licence (GPL 3.0), which allows to calculate the basic nonparametric tests between various data sets. The goal of the project is to promote the nonparametric techniques in a simple and standalone online framework. The idea relies on the ready-made data generation system, so far available at a courtesy of the Yahoo! Finance API and the individual data upload. The nonparametric econometric tests are available through the so-called "capsules", which include the particular JavaScript components. All the components are available through the GitHub repositories under https://github.com/one-js/.ONE-JS can be accessed through any browser which supports JavaScript functionality. The nonparametric tests can be applied to any time series the user specifies through the Yahoo! Finance or individual data uploads.
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Publications
2022
- Diks, C., & Wolski, M. (2022). New nonparametric measures for instantaneous and Granger-causality tail co-dependence. Journal of Applied Statistics. https://doi.org/10.1080/02664763.2022.2138837
2016
- Diks, C., & Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis. Journal of Applied Econometrics, 31(7), 1333-1351. https://doi.org/10.1002/jae.2495 [details]
2014
- Ohnsorge, F., Wolski, M., & Zhang, S. (Accepted/In press). Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices. (WP/14/81). International Monetary Fund.
2013
- Diks, C., & Wolski, M. (2013). Nonlinear Granger Causality: Guidelines for Multivariate Analysis. (CeNDEF Working Papers; No. 13-15). Amsterdam: Center for Nonlinear Dynamics in Economics and Econometrics (CeNDEF). [details]
Fincke, B., & Wolski, M. (2013). Are European fiscal rules that bad? Discretionary fiscal policies in New Member States. (Working Papers in Economics and Management; No. 25-2013). Bielefeld: Universitat Bielefeld. [details]- Wolski, M. (2013). Exploring Nonlinearities in Financial Systemic Risk. (CeNDEF Working Papers; No. 13-14). Universiteit van Amsterdam: Center for Nonlinear Dynamics in Economics and Econometrics. [details]
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Ancillary activities
No ancillary activities
Wolski, M., & Diks, C. (2013). Data sharpening in practice: an application to nonlinear Granger causality. Aenorm, 21(79), 19-21.