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Publications

by members of

Wydział Nauk Ekonomicznych i Zarządzania
Uniwersytet Mikolaja Kopernika w Toruniu
Toruń, Poland

(Faculty of Economic Sciences and Management, Nicolas Copernicus University))

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 | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Michal Bernard Pietrzak, Justyna Wilk, 2014. "Economic distance in modeling spatial phenomena with the application of gravity model," Working Papers 4/2014, Institute of Economic Research, revised May 2014.
  2. Michal Bernard Pietrzak, Justyna Wilk, 2014. "Metropolitan areas in central Poland and their impact on migration flows," Working Papers 6/2014, Institute of Economic Research, revised May 2014.
  3. Justyna Wilk, Michal Bernard Pietrzak, 2014. "The Analysis of Population Aging Phenomena in Poland in Spatial Perspective," Working Papers 5/2014, Institute of Economic Research, revised May 2014.
  4. Miroslaw Biczkowski, Iwona Muller-Fraczek, Joanna Muszynska, Michal Bernard Pietrzak, Justyna Wilk, 2014. "The Delimitation of Bipolar Metropolitan Area within the Kujawsko-Pomorskie Region," Working Papers 3/2014, Institute of Economic Research, revised May 2014.

2013

  1. Michal Bernard Pietrzak, Justyna Wilk, 2013. "Metropolitan areas of southern Poland and population migration movement," Working Papers 22/2013, Institute of Economic Research, revised May 2013.
  2. Michal Bernard Pietrzak, Justyna Wilk, Tomasz Kossowski, Roger Bivand, 2013. "The identification of spatial dependence in the analysis of regional economic development – join-count test application, IER Working Papers, 2013, No. 30," Working Papers 30/2013, Institute of Economic Research, revised Jul 2013.
  3. Michal Bernard Pietrzak, 2013. "Interpretation of structural parameters for models with spatial autoregression," Working Papers 32/2013, Institute of Economic Research, revised May 2013.
  4. Natalia Drzewoszewska, Michal Bernard Pietrzak,Justyna Wilk, Stanislaw Matusik, 2013. "Gravity model of trade flows between European Union countries in the era of globalization," Working Papers 27/2013, Institute of Economic Research, revised Jul 2013.
  5. Michal Bernard Pietrzak, Justyna Wilk, 2013. "The impact of metropolitan areas on internal migrations in Poland. The case of southern regions," Working Papers 24/2013, Institute of Economic Research, revised Jul 2013.
  6. Michal Bernard Pietrzak, 2013. "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem," Working Papers 35/2013, Institute of Economic Research, revised May 2013.
  7. Justyna Wilk, Michal Bernard Pietrzak, Stanislaw Matusik, 2013. "Socio-economic situation as the determinant of internal migration in Poland," Working Papers 23/2013, Institute of Economic Research, revised Jul 2013.
  8. Michal Bernard Pietrzak,Justyna Wilk, Stanislaw Matusik, 2013. "Analysis of internal migration in Poland with application of the gravity model," Working Papers 26/2013, Institute of Economic Research, revised Jul 2013.
  9. Iwona Muller-Fraczek, Michal Bernard Pietrzak, 2013. "Application of the MESS model in space-time analysis of the unemployment rate in Poland," Working Papers 33/2013, Institute of Economic Research, revised May 2013.
  10. Iwona Muller-Fraczek, Joanna Muszynska, Michal Bernard Pietrzak, 2013. "Analysis of convergence process of Polish household food expenditures," Working Papers 34/2013, Institute of Economic Research, revised May 2013.
  11. Michal Bernard Pietrzak, Damian Walczak, 2013. "Changes in the agrarian structure in Poland in the years 1921-2002 based on the example of selected provinces from three annexed territories," Working Papers 31/2013, Institute of Economic Research, revised May 2013.
  12. Justyna Wilk, Michal Bernard Pietrzak, 2013. "The analysis of internal migrations in the context of socio-economic aspects – two-step approach," Working Papers 25/2013, Institute of Economic Research, revised Jul 2013.
  13. Michal Bernard Pietrzak,Justyna Wilk, Mariola Chrzanowska, 2013. "Economic situation of eastern Poland and population migration movement," Working Papers 29/2013, Institute of Economic Research, revised Jul 2013.
  14. Michal Bernard Pietrzak,Justyna Wilk, Stanislaw Matusik, 2013. "Gravity model as the tool for internal migration analysis in Poland in 2004-2010," Working Papers 28/2013, Institute of Economic Research, revised Jul 2013.

2011

  1. Bruzda, Joanna, 2011. "On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone," Economics Discussion Papers 2011-5, Kiel Institute for the World Economy.

Undated

  1. Magdalena Osinska, . "Modelling Structural Changes Using Smooth Transition Regression: A Case of Poland," Ace Project Memoranda 96/10, Department of Economics, University of Leicester.

Journal articles

2013

  1. Natalia Drzewoszewska & Michał Bernard Pietrzak & Justyna Wilk, 2013. "Grawitacyjny model przepływów handlowych między krajami Unii Europejskiej w dobie globalizacji," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 187-202.
  2. Michal Bernard Pietrzak, 2013. "Interpretation of Structural Parameters for Models with Spatial Autoregression," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 8, pages 129-155.
  3. Michal Pietrzak & Justyna Wilk, 2013. "Metropolitan areas of southern Poland and population migration movement," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 12(3), pages 489-506, September.
  4. Piotr Fiszeder & Grzegorz Perczak, 2013. "A new look at variance estimation based on low, high and closing prices taking into account the drift," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 456-481, November.

2012

  1. Joanna Górka, 2012. "The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 105-110.
  2. Michal Bernard Pietrzak & Natalia Drzewoszewska & Justyna Wilk, 2012. "The Analysis of Interregional Migrations in Polandi n the Period of 2004-2010 using Panel Gravity Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 111-122.
  3. Matusik Stanisław & Pietrzak Michał Bernard & Wilk Justyna, 2012. "Ekonomiczno-Społeczne Uwarunkowania Migracji Wewnętrznych W Polsce W Świetle Metody Drzew Klasyfikacyjnych / Economic and Social Determinants of Internal Migration in Poland in the Light of the Cla," Studia Demograficzne, De Gruyter Open, vol. 2(162), pages 3-28, December.
  4. Michal Bernard Pietrzak, 2012. "The use of a spatial switching regression model in the analysis of regional convergence in Poland," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 11(4), pages 167-186, December.
  5. Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz, 2012. "Detecting Risk Transfer in Financial Markets using Different Risk Measures," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(1), pages 45-64, March.
  6. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
  7. Slawomir Mentzen, 2012. "The Costs of Sovereign Debt and Default," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 43(1), pages 77-89.
  8. Slawomir Mentzen, 2012. "Pricing of american and european options using the Markov decision processes," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 43(2), pages 211-220.

2011

  1. Iwona Muller-Fraczek & Michal Bernard Pietrzak, 2011. "Space-Time Modelling of the Unemployment Rate in Polish Poviats," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 203-213.
  2. Magdalena Osinska & Michal Bernard Pietrzak & Miroslawa Zurek, 2011. "Structural equation model as a tool of analysis of psychological mechanisms of decision-making process at capital market," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 42, pages 7-22.
  3. Magdalena Osinska, 2011. "On the Interpretation of Causality in Granger’s Sense," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 129-140.
  4. Piotr Fiszeder, 2011. "Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 87-98.
  5. Bruzda, Joanna, 2011. "Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 5(16), pages 1-46.
  6. Joanna Bruzda, 2011. "Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 42(3), pages 5-32.
  7. Joanna Bruzda, 2011. "The Haar Wavelet Transfer Function Model and Its Applications," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 141-154.
  8. Sylwester Bejger & Joanna Bruzda, 2011. "Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 155-170.
  9. Slawomir Mentzen, 2011. "Markov decision processes and determining the exchange rate," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 42, pages 23-36.

2010

  1. Joanna Górka, 2010. "The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 61-80.
  2. Michal Bernard Pietrzak, 2010. "The problem of identification the structure of spatial data," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 41, pages 83-98.
  3. Mariola Pilatowska, 2010. "Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 107-119.
  4. Mariola Pilatowska, 2010. "Accumulative prediction error as a method of model selection," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 41, pages 43-56.
  5. Magdalena Osinska & Karolina Kluth, 2010. "Convergence of Greek Economy with the EU and Some Comparisons with Polish Experience," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 139-156.
  6. Witold Orzeszko, 2010. "Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 97-106.
  7. Witold Orzeszko, 2010. "Fractal dimension of time series as a measure of investment risk," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 41, pages 57-70.
  8. Joanna Bruzda, 2010. "European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 15-30.

2009

  1. Joanna Górka, 2009. "Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 39-50.
  2. Joanna Gorka, 2009. "Forecast properties of family rca models," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 40, pages 75-86.
  3. Iwona Muller-Fraczek & Michal Bernard Pietrzak, 2009. "The economic potential as a measure of the economic development of the kujawsko-pomorskie province," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 40, pages 87-100.
  4. Mariola Pilatowska, 2009. "The Combined Forecasts Using the Akaike Weights," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 5-16.
  5. Marcin Faldzinski, 2009. "Application of Modified POT Method with Volatility Model for Estimation of Risk Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 119-128.
  6. Joanna Bruzda, 2009. "Synchronization of Business Cycles in Poland and the Euro Zone – the Wavelet Domain Approach," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 2, pages 9-25.

2008

  1. Tadeusz Kufel & Pawel Kufel, 2008. "The Congruence Postulate at the Early Stage of Dynamic Econometric Modeling," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 29-36.
  2. Joanna Górka, 2008. "Description of the Kurtosis of Distributions by Selected Models with Sign Function," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 119-128.
  3. Monika Kosko & Michal Pietrzak, 2008. "Modeling Financial Time Series Volatility with Markov Switching Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 155-162.
  4. Mariola Pilatowska, 2008. "The Econometric Models Satisfying the Congruence Postulate – an Overview," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 53-60.
  5. Magdalena Osinska & Marcin Faldzinski, 2008. "GARCH and SV Models with Application of Extreme Value Theory," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 45-52.
  6. Witold Orzeszko, 2008. "Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 139-146.
  7. Piotr Fiszeder, 2008. "How to Increase Accuracy of Volatility Forecasts Based on GARCH Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 111-118.
  8. Piotr Fiszeder & Juliusz Pres, 2008. "Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 163-170.
  9. Joanna Bruzda, 2008. "Output-Capital Nexus in the Solow and Romer Growth Models. LSTR or ESTR Cointegration?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 103-110.

2006

  1. Magdalena Osinska & Joanna Górka, 2006. "Identification of Non-linearity in Economic Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 83-92.
  2. Mariola Pilatowska, 2006. "The Effects of the Incorrect Identification of Non-stationarity of Economic Processes for Prediction Mean Square Error," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 93-102.
  3. Magdalena Osińska & Aleksandra Matuszewska, 2006. "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer, vol. 12(3), pages 327-341, August.
  4. Witold Orzeszko, 2006. "Properties of STUR Processes in the Framework of Chaos Theory," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 189-198.
  5. Piotr Fiszeder, 2006. "Modelling Financial Processes with Long Memory in Mean and Variance," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 133-142.
  6. Piotr Fiszeder, 2006. "Conformable Models for GARCH Processes," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 143-150.
  7. Joanna Bruzda, 2006. "Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 113-124.

2004

  1. Tadeusz Kufel, 2004. "General-to-Specific Modelling vs. Congruent Modelling in PcGets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 83-92.
  2. Joanna Górka & Joanna Stempinska, 2004. "Heteroskedastic Cointegration," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 213-220.
  3. Mariola Pilatowska, 2004. "Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 117-126.
  4. Magdalena Osinska & Maciej Witkowski, 2004. "The TAR-GARCH Models with Application to Financial Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 105-116.
  5. Jacek Kwiatkowski & Magdalena Osinska, 2004. "Stochastic Unit Roots Processes - Identification and Application," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 221-230.
  6. Witold Orzeszko, 2004. "How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 231-240.
  7. Piotr Fiszeder, 2004. "Dynamic Hedging Portfolios - Application of Bivariate GARCH Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 203-212.

Chapters

2009

  1. Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel, 2009. "Automatic Procedure of Building Congruent Dynamic Model in Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.