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Mateusz Pipien
(Mateusz Pipień)

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Personal Details

First Name: Mateusz
Middle Name:
Last Name: Pipien
Suffix:

RePEc Short-ID: ppi193

Email:
Homepage: http://www.cyf-kr.edu.pl/~eepipien
Postal Address: Department of Econometrics and Operations Research Cracow University of Economics Rakowicka 27, 31-510 Kraków Poland
Phone:

Affiliation

(50%) Uniwersytet Ekonomiczny w Krakowie
Location: Kraków, Poland
Homepage: http://www.uek.krakow.pl/
Email:
Phone: (012) 616-72-00
Fax: (012) 412-06-28
Postal: Kraków, ul. Rakowicka 27
Handle: RePEc:edi:aekrapl (more details at EDIRC)
(50%) Narodowy Bank Polski
Location: Warszawa, Poland
Homepage: http://www.nbp.pl/
Email:
Phone: (0-22) 653 10 00
Fax: (0-22) 620 85 18
Postal: 00-919 Warszawa ul. Świętokrzyska 11/21
Handle: RePEc:edi:nbpgvpl (more details at EDIRC)

Works

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Working papers

  1. Olszak, Małgorzata & Pipień, Mateusz & Kowalska, Iwona & Roszkowska, Sylwia, 2014. "What drives heterogeneity of loan loss provisions’ procyclicality in the EU?," MPRA Paper 56834, University Library of Munich, Germany.
  2. Mateusz Pipień, 2013. "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," National Bank of Poland Working Papers 151, National Bank of Poland, Economic Institute.
  3. Olszak, Małgorzata & Pipień, Mateusz, 2013. "Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification," MPRA Paper 53784, University Library of Munich, Germany.
  4. Łukasz Lenart & Mateusz Pipień, 2012. "Almost periodically correlated time series in business fluctuations analysis," National Bank of Poland Working Papers 107, National Bank of Poland, Economic Institute.
  5. Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," National Bank of Poland Working Papers 124, National Bank of Poland, Economic Institute.
  6. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, . "What drives heterogeneity of loan loss provisions’ procyclicality in the EU?," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management.
  7. Malgorzata A. Olszak & Mateusz Pipien, . "Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management.

Articles

  1. Łukasz Lenart & Mateusz Pipień, 2013. "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(2), pages 85-102, June.
  2. Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 95-116, June.
  3. Mateusz Pipien, 2008. "On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 61-66.
  4. Mateusz Pipien, 2006. "The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 179-188.
  5. Jacek Osiewalski & Anna Pajor & Mateusz Pipien, 2006. "Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 25-36.
  6. Jacek Osiewalski & Mateusz Pipien, 2004. "Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 25-36.
  7. Osiewalski, Jacek & Pipien, Mateusz, 2004. "Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland," Journal of Econometrics, Elsevier, vol. 123(2), pages 371-391, December.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2014-07-05. Author is listed
  2. NEP-BEC: Business Economics (1) 2012-02-20. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2014-07-05. Author is listed
  4. NEP-ECM: Econometrics (3) 2012-02-20 2012-10-27 2013-05-22. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2012-02-20 2012-10-27 2013-05-22. Author is listed
  6. NEP-IAS: Insurance Economics (1) 2014-07-05. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2014-07-05. Author is listed

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