CEJEME
Central European Journal of Economic Modelling and Econometrics
Contact information of CEJEME:
Web page: http://cejeme.org/
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(Krzysztof Osiewalski)
Series handle: repec:psc:journl
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2012, Volume 4, Issue 3
- 143-167 Using VARs and TVP-VARs with Many Macroeconomic Variables
by Gary Koop - 169-197 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
by Krzysztof Osiewalski & Jacek Osiewalski - 199-213 Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
by Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni
2012, Volume 4, Issue 2
- 65-93 Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries
by Georgios Kouretas & Manolis Syllignakis - 95-116 On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
by Błazej Mazur & Mateusz Pipień - 117-142 A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
by Katarzyna Bień-Barkowska
2012, Volume 4, Issue 1
- 1-22 Crisis Resistance Versus Monetary Regime: A Polish–Slovak Counterfactual Exercise
by Andrzej Torój & Karolina Konopczak - 23-44 Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
by Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek - 45-64 Detecting Risk Transfer in Financial Markets using Different Risk Measures
by Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz
2011, Volume 3, Issue 4
- 187-219 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
by Łukasz Kwiatkowski - 221-236 The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums
by Piotr Kębłowski - 237-259 Forecasting Yield Curves in an Adaptive Framework
by Ying Chen & Bo Li
2011, Volume 3, Issue 3
- 111-132 Proximity in Coalition Building
by Julien Reynaud & Fabien Lange & Łukasz Gątarek & Christian Thimann - 133-168 The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition
by Henryk Gurgul & Łukasz Lach - 169-186 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
by Justyna Wróblewska
2011, Volume 3, Issue 2
- 49-73 A Bayesian Analysis of Exogeneity in Models with Latent Variables
by Anna Pajor - 75-95 Modelling Fuel Prices. An I(1) Analysis
by Katarzyna Leszkiewicz-Kędzior - 97-110 Dynamic Caliper Matching
by Paweł Strawiński
2011, Volume 3, Issue 1
- 1-24 Fiscal Policies and Monetary Leadership in a Monetary Union with a Deficit-Concerned Central Bank
by Georgios Chortareas & Christos Mavrodimitrakis - 25-38 Determinants of Involuntary Job Termination in the Polish Labor Market
by Krzysztof Pytka - 39-47 Bayesian Variations on the Frisch and Waugh Theme
by Jacek Osiewalski
2010, Volume 2, Issue 4
- 253-277 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
by Jacek Osiewalski & Anna Pajor - 279-314 Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
by Katarzyna Maciejowska - 315-349 The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
by Robert Kelm
2010, Volume 2, Issue 3
- 169-193 Bireference Procedure fBIP for Interactive Multicriteria Optimization with Fuzzy Coefficients
by Piotr Wojewnik & Tomasz Szapiro - 195-203 Volatile ARMA Modelling of GARCH Squares
by Anthony J. Lawrance - 205-252 Rationality of Expectations: Another OCA Criterion? A DSGE Analysis
by Andrzej Torój
2010, Volume 2, Issue 2
- 95-116 Complex Dynamics in a Bertrand Duopoly Game with Heterogeneous Players
by Tomasz Dubiel-Teleszyński - 117-150 Estimating the Baumol-Bowen and Balassa-Samuelson Effects in the Polish Economy - a Disaggregated Approach
by Karolina Konopczak & Andrzej Torój - 151-167 Forecasting the Polish Zloty with Non-Linear Models
by Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch
2010, Volume 2, Issue 1
- 1-16 Tradeoff between Equity and Effciency in Revenue Sharing Contracts
by Bogumił Kamiński & Maciej Łatek - 17-36 Slowdown or Recession? Forecasts Based on Composite Leading Indicator
by Miroslav Klúcik & Jana Juriová - 37-58 Interrelations between Consumption and Wealth in Poland
by Magdalena Zachłód-Jelec - 59-94 Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework
by Łukasz Kwiatkowski
2009, Volume 1, Issue 4
- 301-309 Restriction Testing in Binary Choice Model with I(1) Regressors
by Wojciech Grabowski - 311-332 The Financial Indicators Leading Real Economic Activity - the Case of Poland
by Szymon Grabowski - 333-369 Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach
by Kamil Makieła - 371-387 Factors Influencing Tenure Choice in European Countries
by Monika Bazyl
2009, Volume 1, Issue 3
- 211-241 Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area
by Andrzej Torój - 243-259 Ins and Outs of Polish Unemployment
by Paweł Strawiński - 261-284 Real-Time Market Abuse Detection with a Stochastic Parameter Model
by Radosław Cholewiński - 285-291 Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
by Umberto Triacca
2009, Volume 1, Issue 2
- 111-138 Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession
by Ivan Savin & Peter Winker - 139-156 Impact of Complementarity and Heterogeneity on Health Related Utility of Life
by Michal Jakubczyk - 157-177 Aggregate Matching Function. The Case of Poland
by Sylwia Roszkowska - 179-202 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
by Jacek Osiewalski & Anna Pajor
2009, Volume 1, Issue 1
- 7-34 Maximum Score Type Estimators
by Marcin Owczarczuk - 35-55 Behavioral and Permanent Zloty/Euro Equilibrium
by Joanna Bęza-Bojanowska - 57-69 Bayesian Model Selection in the Analysis of Cointegration
by Justyna Wróblewska - 71-81 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
by Anna Pajor - 83-102 Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods
by Monika Oleksiak