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Publications

by members of

Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie
Warszawa, Poland

(Department of Applied Econometrics, Warsaw School of Economics))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2013

  1. Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 152, National Bank of Poland, Economic Institute.

2012

  1. Andrzej Torój, 2012. "Excessive Imbalance Procedure in the EU: a Welfare Evaluation," Working Papers, Ministry of Finance in Poland 10, Ministry of Finance in Poland.
  2. Andrzej Torój & Katarzyna Waćko & Dariusz Witkowski & Elżbieta Bednarek & Joanna Bęza-Bojanowska & Joanna Osińska, 2012. "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," Working Papers, Ministry of Finance in Poland 11, Ministry of Finance in Poland.
  3. Andrzej Torój, 2012. "Andrzej Torój - Poland and Slovakia during the crisis: would the euro (non-)adoption matter?," Working Papers, Ministry of Finance in Poland 13, Ministry of Finance in Poland.
  4. Emilia Tomczyk, 2012. "Information content of survey data: applications of entropy and dissimilarity measures," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 62, Department of Applied Econometrics, Warsaw School of Economics.
  5. Michał Brzoza-Brzezina & Jacek Kotłowski, 2012. "Measuring the natural yield curve," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 108, National Bank of Poland, Economic Institute.
  6. Michał Brzoza-Brzezina & Jacek Kotłowski & Agata Miśkowiec, 2012. "How forward looking are central banks? Some evidence from their forecasts," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 112, National Bank of Poland, Economic Institute.

2011

  1. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 86, National Bank of Poland, Economic Institute.
  2. Andrzej Torój & Joanna Osińska, 2011. "Greek ricochet? What drove Poles' attitudes to the euro in 2009-2010," Working Papers, Ministry of Finance in Poland 9, Ministry of Finance in Poland.
  3. Ewa Syczewska, 2011. "Assessment of growth for countries of European Union," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 59, Department of Applied Econometrics, Warsaw School of Economics.
  4. Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 104, National Bank of Poland, Economic Institute.
  5. Piotr Keblowski & Aleksander Welfe, 2011. "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 57, Department of Applied Econometrics, Warsaw School of Economics.

2010

  1. Marek Gruszczynski, 2010. "Investor protection and disclosure. Quantitative evidence," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 48, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2010. "Financial microeconometrics in corporate governance studies," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 49, Department of Applied Econometrics, Warsaw School of Economics.
  3. Andrzej Torój, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," Working Papers, Ministry of Finance in Poland 3, Ministry of Finance in Poland.
  4. Andrzej Torój & Karolina Konopczak, 2010. "Estimating the Baumol-Bowen and Balassa-Samuelson effects in the Polish economy -- a disaggregated approach," Working Papers, Ministry of Finance in Poland 6, Ministry of Finance in Poland.
  5. Andrzej Torój, 2010. "Rationality of expectations: another OCA criterion? A DSGE analysis," Working Papers, Ministry of Finance in Poland 8, Ministry of Finance in Poland.
  6. Emilia Tomczyk, 2010. "Application of measures of entropy, information content and dissimilarity of structures to business tendency survey data," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 47, Department of Applied Econometrics, Warsaw School of Economics.
  7. Ewa M. Syczewska, 2010. "Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 46, Department of Applied Econometrics, Warsaw School of Economics.
  8. Ewa M. Syczewska, 2010. "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 45, Department of Applied Econometrics, Warsaw School of Economics.

2009

  1. Marcin Owczarczuk, 2009. "Support vector machines with two support vectors," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 35, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2009. "Quantitative methods in accounting research," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 40, Department of Applied Econometrics, Warsaw School of Economics.
  3. Andrzej Toroj, 2009. "Macroeconomic adjustment and heterogeneity in the euro area," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 54, National Bank of Poland, Economic Institute.
  4. Andrzej Torój, 2009. "Solving forward-looking models of cross-country adjustment within the euro area," Working Papers, Ministry of Finance in Poland 1, Ministry of Finance in Poland.
  5. Monika Bazyl, 2009. "Factors influencing tenure choice in European countries," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 36, Department of Applied Econometrics, Warsaw School of Economics.
  6. Monika Bazyl, 2009. "Hedonic price model for Warsaw housing market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 42, Department of Applied Econometrics, Warsaw School of Economics.
  7. Emilia Tomczyk & Barbara Kowalczyk, 2009. "Influence of non-response in business tendency surveys on the properties of expectations," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 41, Department of Applied Econometrics, Warsaw School of Economics.
  8. Michal Brzoza-Brzezina & Jacek Kotlowski, 2009. "Estimating pure inflation in the Polish economy," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 37, Department of Applied Econometrics, Warsaw School of Economics.

2008

  1. Marcin Owczarczuk, 2008. "Maximum score type estimators," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 28, Department of Applied Econometrics, Warsaw School of Economics.
  2. Andrzej Toroj, 2008. "Estimation of weights for the Monetary Conditions Index in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 27, Department of Applied Econometrics, Warsaw School of Economics.
  3. Jacek Kotlowski, 2008. "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 24, Department of Applied Econometrics, Warsaw School of Economics.

2007

  1. Marcin Owczarczuk, 2007. "On modified discriminant analysis," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 6, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2007. "Corporate governance ratings and the performance of listed companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 4, Department of Applied Econometrics, Warsaw School of Economics.
  3. Emilia Tomczyk, 2007. "Testing rationality of price expectations on the basis of contingency tables," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 1, Department of Applied Econometrics, Warsaw School of Economics.
  4. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 07-04, Center of Finance and Econometrics, University of Konstanz.

2006

  1. Marcin Owczarczuk, 2006. "Segmentation model with respect to the difference in means," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 16, Department of Applied Econometrics, Warsaw School of Economics.
  2. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 15, Department of Applied Econometrics, Warsaw School of Economics.
  3. Emilia Tomczyk, 2006. "Rationality of expectations: comparison of neoclassical and evolutionary approaches," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 8, Department of Applied Econometrics, Warsaw School of Economics.
  4. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 06-06, Center of Finance and Econometrics, University of Konstanz.
  5. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 10, Department of Applied Econometrics, Warsaw School of Economics.
  6. Aleksander Welfe & Piotr Keblowski, 2006. "Price-Wage System with Taxation: Multivariate Cointegration Analysis," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 13, Department of Applied Econometrics, Warsaw School of Economics.

2005

  1. Marek Gruszczynski, 2005. "Corporate governance and financial performance of companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 19, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski & Piotr Ciesielski & Mariusz Domeracki, 2005. "New bankruptcy prediction models for Polish companies," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 21, Department of Applied Econometrics, Warsaw School of Economics.
  3. Jacek Kotlowski, 2005. "Money and prices in the Polish economy. Seasonal cointegration approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 20, Department of Applied Econometrics, Warsaw School of Economics.
  4. Jacek Kotlowski, 2005. "Reaction functions of the Polish central bankers. A logit approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 18, Department of Applied Econometrics, Warsaw School of Economics.

2004

  1. Marek Gruszczynski, 2004. "Financial distress of companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 22, Department of Applied Econometrics, Warsaw School of Economics.
  2. Janusz Brzeszczynski & Aleksander Welfe, 2004. "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University 0408, Centre for Economic Reform and Transformation, Heriot Watt University.

1999

  1. Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.

1994

  1. Welfe, Aleksander, 1994. "The price-wage inflationary spiral: The mixed economic case," Discussion Papers 13, University of Konstanz, Center for International Labor Economics (CILE).

Undated

  1. Ewa M. Syczewska, . "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda, Department of Economics, University of Leicester 96/4, Department of Economics, University of Leicester.
  2. Jacek Osiewalski & Aleksander Welfe, . "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Ace Project Memoranda, Department of Economics, University of Leicester 96/2, Department of Economics, University of Leicester.

Journal articles

2014

  1. Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 50(1), pages 93-117, January.
  2. Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 6(2), pages 105-127, June.

2013

  1. Kamila Sławińska & Andrzej Torój, 2013. "Take (health) care of yourself: what international experience predicts about drivers and structure of Polish health expenditure," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 291-303.
  2. Andrzej Torój, 2013. "Why Don’t Blanchard-Kahn ever "Catch" Flu? And How it Matters for Measuring Indirect Cost of Epidemics in DSGE Framework," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 5(3), pages 185-206, September.
  3. K. Bień-Barkowska, 2013. "Informed and uninformed trading in the EUR/PLN spot market," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 23(7), pages 619-628, April.

2012

  1. Joanna Osińska & Andrzej Torój, 2012. "Greek ricochet? What drove Poles’ attitudes to the euro 2009-2010," Bank i Kredyt, National Bank of Poland, Economic Institute, National Bank of Poland, Economic Institute, vol. 43(4), pages 29-84.
  2. Andrzej Torój & Karolina Konopczak, 2012. "Crisis Resistance Versus Monetary Regime: A Polish–Slovak Counterfactual Exercise," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 4(1), pages 1-22, March.
  3. Katarzyna Bień-Barkowska, 2012. "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 4(2), pages 117-142, June.
  4. Katarzyna Bien-Barkowska, 2012. ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 12, pages 35-52.
  5. Michał Majsterek & Aleksander Welfe, 2012. "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, Springer, vol. 45(1), pages 121-133, February.
  6. Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, Elsevier, vol. 29(4), pages 1473-1482.

2011

  1. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, 06.
  2. Katarzyna Bien-Barkowska, 2011. "Distribution Choice for the Asymmetric ACD Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 11, pages 55-72.
  3. Grabowski, Wojciech & Welfe, Aleksander, 2011. "Global stability of dynamic models," Economic Modelling, Elsevier, Elsevier, vol. 28(3), pages 782-784, May.

2010

  1. Andrzej Torój, 2010. "Rationality of Expectations: Another OCA Criterion? A DSGE Analysis," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 2(3), pages 205-252, June.
  2. Karolina Konopczak & Andrzej Torój, 2010. "Estimating the Baumol-Bowen and Balassa-Samuelson Effects in the Polish Economy - a Disaggregated Approach," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 2(2), pages 117-150, March.
  3. Ewa M. Syczewska, 2010. "Increase of exchange rate risk during current crisis," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, Warsaw School of Economics, Collegium of Economic Analysis, issue 21, pages 99-122.
  4. Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(7), pages 1385-1397, November.

2009

  1. Marcin Owczarczuk, 2009. "Maximum Score Type Estimators," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 1(1), pages 7-34, March.
  2. Andrzej Torój, 2009. "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 1(3), pages 211-241, November.
  3. Monika Bazyl, 2009. "Factors Influencing Tenure Choice in European Countries," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 1(4), pages 371-387, December.
  4. Emilia Tomczyk & Barbara Kowalczyk, 2009. "Comparison of Survey Expectations Series with Non Response and Various Weighting Schemes," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 40, pages 249-258.

2007

  1. Janusz Brzeszczynski & Aleksander Welfe, 2007. "Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 43(4), pages 74-92, August.

2006

  1. Marek Gruszczynski, 2006. "Corporate Governance and Financial Performance of Companies in Poland," International Advances in Economic Research, Springer, Springer, vol. 12(2), pages 251-259, May.
  2. Ewa M. Syczewska, 2006. "The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 7, pages 209-220.

2005

  1. Beata Gruszczynska & Marek Gruszczynski, 2005. "Crime in Enlarged Europe: Comparison of Crime Rates and Victimization Risks," Transition Studies Review, Springer, Springer, vol. 12(2), pages 337-345, 09.

2004

  1. Ewa Marta Syczewska, 2004. "Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 6, pages 159-172.
  2. Orłowski, A. & Struzik, Z.R. & Syczewska, E. & Załuska-Kotur, M.A., 2004. "Fluctuation dynamics of exchange rates on Polish financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 344(1), pages 184-189.
  3. Keblowski, Piotr & Welfe, Aleksander, 2004. "The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root," Economics Letters, Elsevier, Elsevier, vol. 85(2), pages 257-263, November.

2002

  1. Welfe, Aleksander & Majsterek, Michal, 2002. " Wage and Price Inflation in Poland in the Period of Transition: The Cointegration Analysis," Economic Change and Restructuring, Springer, Springer, vol. 35(3), pages 205-19.

2000

  1. Welfe, Aleksander, 2000. "Modeling inflation in Poland," Economic Modelling, Elsevier, Elsevier, vol. 17(3), pages 375-385, August.
  2. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000. "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, Elsevier, vol. 17(3), pages 339-357, August.

1998

  1. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, Elsevier, vol. 61(1), pages 17-21, October.
  2. Osiewalski, Jacek & Welfe, Aleksander, 1998. "The price-wage mechanism: An endogenous switching model," European Economic Review, Elsevier, Elsevier, vol. 42(2), pages 365-374, February.

1997

  1. Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, Springer, vol. 30(2), pages 205-220, May.

1996

  1. Welfe, Aleksander, 1996. " The Price-Wage Inflationary Spiral in Poland," Economic Change and Restructuring, Springer, Springer, vol. 29(1), pages 33-50.

1991

  1. Welfe, Aleksander, 1991. " Modelling Wages in Centrally Planned Economies: The Case of Poland," Economic Change and Restructuring, Springer, Springer, vol. 24(1), pages 47-58.

1990

  1. Welfe, Aleksander, 1990. "State budget and inflation processes : Estimates for Poland," Journal of Public Economics, Elsevier, Elsevier, vol. 43(2), pages 161-180, November.