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Publications

by members of

Katedra Modeli i Prognoz Ekonometrycznych
Wydział Ekonomiczno-Socjologiczny
Uniwersytet Łódzki
Łódź, Poland

(Chair of Econometric Models and Forecasts, Faculty of Economics and Sociology, University of Lodz))

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

2014

  1. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin 1354, DIW Berlin, German Institute for Economic Research.

2013

  1. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201325, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  2. Krzysztof Szczygielski & Wojciech Grabowski & Richard Woodward, 2013. "Innovation and the Growth of Service Firms:The Polish Case," CASE Network Studies and Analyses 0453, CASE-Center for Social and Economic Research.
  3. Krzysztof Szczygielski & Wojciech Grabowski & Richard Woodward, 2013. "External vs Internal Determinants of Firm Technology Strategy:Evidence from the Polish Services Sector," CASE Network Studies and Analyses 0454, CASE-Center for Social and Economic Research.
  4. Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2013. "Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?," National Bank of Poland Working Papers 167, National Bank of Poland, Economic Institute.

2012

  1. Wojciech Grabowski & Krzysztof Szczygielski, 2012. "Innovation Strategies and Productivity in the Polish Services Sector in the light of CIS 2008," CASE Network Studies and Analyses 0448, CASE-Center for Social and Economic Research.

2011

  1. Piotr Keblowski & Aleksander Welfe, 2011. "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers 57, Department of Applied Econometrics, Warsaw School of Economics.

2009

  1. Anna Staszewska-Bystrova, 2009. "Bootstrap Confidence Bands for Forecast Paths," Working Papers 024, COMISEF.
  2. Wojciech Grabowski & Krzysztof Szczygielski, 2009. "Are Unit Export Values Correct Measures of the Exports' Quality?," CASE Network Studies and Analyses 0393, CASE-Center for Social and Economic Research.

2007

  1. Wladyslaw Welfe, 2007. "Knowledge capital and total factor productivity," Working Papers 2, Department of Applied Econometrics, Warsaw School of Economics.

2006

  1. Anna Staszewska, 2006. "Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods," Computing in Economics and Finance 2006 379, Society for Computational Economics.
  2. John Aldrich & Anna Staszewska, 2006. "The experiment in macroeconometrics," Working Papers 12, Department of Applied Econometrics, Warsaw School of Economics.
  3. Aleksander Welfe & Piotr Keblowski, 2006. "Price-Wage System with Taxation: Multivariate Cointegration Analysis," Working Papers 13, Department of Applied Econometrics, Warsaw School of Economics.

2004

  1. 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 0408, Centre for Economic Reform and Transformation, Heriot Watt University.
  2. Janusz Brzeszczynski & Robert Kelm, 2004. "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers 0409, 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.

Undated

  1. Jacek Osiewalski & Aleksander Welfe, . "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Ace Project Memoranda 96/2, Department of Economics, University of Leicester.

Journal articles

2013

  1. Staszewska-Bystrova, Anna & Winker, Peter, 2013. "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 221-233.
  2. Anna Staszewska-Bystrova, 2013. "Modified Scheffé’s Prediction Bands," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 233(5-6), pages 680-690, October.

2012

  1. Michał Majsterek & Aleksander Welfe, 2012. "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, vol. 45(1), pages 121-133, February.
  2. Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, vol. 29(4), pages 1473-1482.
  3. Szczygielski, Krzysztof & Grabowski, Wojciech, 2012. "Are unit export values correct measures of the exports’ quality?," Economic Modelling, Elsevier, vol. 29(4), pages 1189-1196.

2011

  1. Anna Staszewska‐Bystrova, 2011. "Bootstrap prediction bands for forecast paths from vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 721-735, December.
  2. Grabowski, Wojciech & Welfe, Aleksander, 2011. "Global stability of dynamic models," Economic Modelling, Elsevier, vol. 28(3), pages 782-784, May.
  3. Welfe, Wladyslaw, 2011. "Long-term macroeconometric models: The case of Poland," Economic Modelling, Elsevier, vol. 28(1-2), pages 741-753, January.

2010

  1. Victor Bystrov & Anna Staszewska-Bystrova, 2010. "On the power of direct tests for rational expectations against the alternative of constant gain learning," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 41(6), pages 71-84.
  2. Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1385-1397, November.
  3. Robert Kelm, 2010. "The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 2(4), pages 315-349, September.

2009

  1. Wojciech Grabowski, 2009. "Restriction Testing in Binary Choice Model with I(1) Regressors," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(4), pages 301-309, December.

2008

  1. Władysław Welfe, 2008. "A Knowledge-Based Economy: New Directions of Macromodelling," International Advances in Economic Research, Springer, vol. 14(2), pages 167-180, May.

2007

  1. John Aldrich & Anna Staszewska, 2007. "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 14(2), pages 143-166.
  2. Staszewska, Anna, 2007. "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 121-132, September.
  3. 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., vol. 43(4), pages 74-92, August.

2004

  1. Keblowski, Piotr & Welfe, Aleksander, 2004. "The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root," Economics Letters, Elsevier, vol. 85(2), pages 257-263, November.

2003

  1. Wojciech Grabowski, 2003. "Market dominance options and asset structure: the case of Microsoft and Cisco," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 5(1), pages 56-74.

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, vol. 35(3), pages 205-19.

2000

  1. Welfe, Aleksander, 2000. "Modeling inflation in Poland," Economic Modelling, 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, vol. 17(3), pages 339-357, August.

1998

  1. Osiewalski, Jacek & Welfe, Aleksander, 1998. "The price-wage mechanism: An endogenous switching model," European Economic Review, 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, vol. 30(2), pages 205-220, May.

1996

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

1993

  1. Welfe, Wladyslaw, 1993. " Topics in Macro-modelling of East European Countries in the Period of Transition," Economic Change and Restructuring, Springer, vol. 26(1), pages 105-26.
  2. Jusczak, Grazyna & Kazmierska, Maria Magdalena & Lapinska-Sobczak, Nina & Welfe, Wladyslaw, 1993. "Quarterly model of the polish economy in transition (with special emphasis on financial flows)," Economic Modelling, Elsevier, vol. 10(2), pages 127-149, April.

1992

  1. Welfe, Wladyslaw & Gajda, Jan & Zoltowska, Elzbieta, 1992. "On the methodology of constructing large econometric models of an East European economy (Poland) : A comment," Economic Modelling, Elsevier, vol. 9(2), pages 137-145, April.

1991

  1. Welfe, Aleksander, 1991. " Modelling Wages in Centrally Planned Economies: The Case of Poland," Economic Change and Restructuring, Springer, vol. 24(1), pages 47-58.
  2. Welfe, Wladyslaw, 1991. " Multisectoral Econometric Models of the Centrally Planned Economies and the Disequilibria," Economic Change and Restructuring, Springer, vol. 24(3), pages 203-26.

1990

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