Printed from https://ideas.repec.org/s/psc/journl.html
Content
June 2023, Volume 15, Issue 2
- 91-130 Principal Component Analysis - Points of Association Between Cancer and Economic Development
by Ilona Székely Kovácsné & Éva Fenyvesi & Tibor Pintér - 131-155 Is the Tendency to Free Ride Impacting Your Willingness to Pay for Public Healthcare?
by Justyna Ewa Proniewicz - 157-213 Competition in the Financial Sector and Financial Crises in a Business Cycle Model
by Paweł Kopiec
March 2023, Volume 15, Issue 1
- 1-29 Estimate of the Underground Economy in Poland Based on Household Expenditures and Incomes
by Mehmet Burak Turgut & Tomasz Tratkiewicz - 31-64 Pricing Marriage Insurance with Mortality Dependence
by Joanna Dębicka & Stanisław Heilpern & Agnieszka Marciniuk - 65-89 State-Owned Enterprises and Endogenous Growth
by Piotr Matuszak
December 2022, Volume 14, Issue 4
- 225-262 Type II Exponentiated Half-Logistic-Gompertz Topp-Leone-G Family of Distributions with Applications
by Broderick Oluyede & Thatayaone Moakofi - 225-262 Study of Actuarial Characteristics of One-Year and Ultimate Reserve Risk Distributions Based on Market Data
by Marcin Szatkowski - 225-262 Determinants of the VAT Gap in EU Member States from 2000 to 2016
by Robert Kelm
September 2022, Volume 14, Issue 3
- 225-262 Optimal Demand-Driven Eco-Mechanisms Leading to Equilibrium in Competitive Economy
by Anna Denkowska & Agnieszka Lipieta - 263-302 Innovation and Endogenous Growth over the Business Cycle with Frictional Labor Markets
by Marcin Bielecki - 303-333 On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries
by Piotr Adamczyk & Mateusz Pipień - 335-350 The Cointegrated VAR Model with Deterministic Structural Breaks
by Emilia Gosińska & Aleksander Welfe
June 2022, Volume 14, Issue 2
- 109-129 The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance
by Bernadette O'Hare & Steve G. Hall - 131-160 Optimal Fiscal Policy in a Small Open Economy: Insights from the Growth Model with Human Capital and Public Debt
by Michał Konopczyński - 161-198 Macroprudential Debt-to-Income Ratio and Monetary Policy Rules
by Pasquale Filiani - 199-223 Artificial Neural Networks vs Spatial Regression Approach in Property Valuation
by Damian Przekop
March 2022, Volume 14, Issue 1
- 1-35 The Half-Logistic Odd Power Generalized Weibull-G Family of Distributions
by Peter O. Peter & Fastel Chipepa & Broderick Oluyede & Boikanyo Makubate - 37-56 Spatial Pseudo Panel Data Models with an Application to Mincer Wage Equations
by Selahattin Güriş & Gizem Kaya Aydın - 57-80 Gale Economy with Investments and Limit Technology
by Emil Panek - 81-108 State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting
by Fabio Gobbi & Sabrina Mulinacci
December 2021, Volume 13, Issue 4
- 359-379 Monetary Policy and House Price Volatility
by Grzegorz Wesołowski - 381-403 Early Warning Models of Banking Crises: VIX and High Profits
by Piotr Bańbuła & Marcin Pietrzak - 405-453 Quality of Tests of Expectation Formation for Revised Data
by Paulina Ziembińska - 455-486 Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework
by Jakub Boratyński & Jacek Osiewalski
September 2021, Volume 13, Issue 3
- 213-251 The Interplay between Migrants and Natives as a Determinant of Migrants’ Assimilation: A Coevolutionary Approach
by Jakub Bielawski & Marcin Jakubek - 253-286 MPC out of Augmented Wealth in Poland
by Janusz Jabłonowski - 287-329 The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange
by Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz - 331-357 What Makes a Successful Scientist in a Central Bank? Evidence From the RePEc Database
by Jakub Rybacki & Dobromił Serwa
June 2021, Volume 13, Issue 2
- 105-146 Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets
by Julia Reynolds & Leopold Sögner & Martin Wagner - 147-173 Indebtedness, Fiscal Discipline and Development Spending – A Non-parametric Approach
by Ram Pratap Sinha - 175-187 GVAR: A Case of Spurious Cross-Sectional Cointegration
by Piotr Kębłowski - 189-211 Foreign Ownership and Within-MNEs GVC Participation as Determinants of Innovation Activities: A CIS-Based Firm-Level Analysis
by Andrzej Cieślik & Jan Jakub Michałek & Krzysztof Szczygielski & Jacek Lewkowicz & Jerzy Mycielski
March 2021, Volume 13, Issue 1
- 1-24 Accounting for Spatial Heterogeneity of Preferences in Discrete Choice Models
by Wiktor Budziński & Mikołaj Czajkowski - 25-53 Wage Effects of Overeducation: Evidence from Poland
by Paulina Broniatowska - 55-74 New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model
by Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui - 75-103 Trade Implications of the Transatlantic Trade and Investment Partnership for Poland’s Agri-Food Trade
by Jan Hagemejer & Jan Jakub Michałek & Karolina Pawlak
December 2020, Volume 12, Issue 4
- 317-345 Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case
by Michał Majsterek & Emilia Gosińska - 347-367 Diversity and Innovation in Economic Evolution
by Elżbieta Pliś - 369-412 Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models
by Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska - 413-429 Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models
by Victor Bystrov
September 2020, Volume 12, Issue 3
- 227-250 Age Structure of Employment and Wages. An Analysis Across Occupational Groups
by Paulina Broniatowska & Aleksandra Majchrowska & Maciej Nasiński - 251-272 Real-Time vs. Full-Sample Performance of One-Sided and Two-Sided HP Filters. An Application to 27 EU Member States’ GDP Data
by Kaloyan Ganev - 273-299 Is Foreign Direct Investment a Real Driving Force of Economic Growth? A Panel Data Analysis
by Latif Khalilov & Chae-Deug Yi - 301-316 Feature Engineering for Anti-Fraud Models Based on Anomaly Detection
by Damian Przekop
June 2020, Volume 12, Issue 2
- 113-144 The Analysis of the Tobacco Product Bans Using a Random Coefficients Logit Model
by Bartosz Olesiński - 145-169 Returns to Education and Gender Wage Gap Across Quantiles in Italy
by Marilena Furno - 171-194 Indexing Public Pensions in Progress to Wages or Prices
by András Simonovits - 195-225 Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors
by Wojciech Starosta
March 2020, Volume 12, Issue 1
- 1-45 Innovation and Corporate Dynamics: A Theoretical Framework
by Jakub Growiec & Fabio Pammolli & Massimo Riccaboni - 47-89 Inflation Targets – What Factors Can Help to Explain Their Levels
by Joanna Niedźwiedzińska - 91-111 Disinflation and Reliability of Underlying Inflation Measures
by Elena Deryugina & Alexey Ponomarenko
December 2019, Volume 11, Issue 4
- 199-215 Enhancing Prudent Fiscal Policy
by Grzegorz Poniatowski - 217-235 The Relationship Between Middle Income Trap and Structural Transformation: The Case of Selected Countries
by Semanur SoyyiÄŸit - 237-255 The Effects of Political Stability on Foreign Direct Investment in Fragile Five Countries
by Tuğba Akın
September 2019, Volume 11, Issue 3
- 133-151 Are Habits in Consumption Important for the Propagation of Business Cycle Fluctuations in Bulgaria?
by Aleksandar Vasilev - 153-172 Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland
by Barbara Będowska-Sójka & Agata Kliber
June 2019, Volume 11, Issue 2
- 73-92 Ecosystem Services in Competing Land Use Model with Infrastructure Effect
by Ivan Telega - 93-106 Testing for Long-Range Dependence in Financial Time Series
by Manveer Kaur Mangat & Erhard Reschenhofer - 107-131 The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices
by Maciej Kostrzewski
March 2019, Volume 11, Issue 1
- 1-22 How do savings of different sectors respond to interest rate change?
by Michał Gradzewicz - 23-45 One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models
by Justyna Wróblewska & Anna Pajor - 47-71 Bayesian comparison of bivariate Copula-GARCH and MGARCH models
by Justyna Mokrzycka
December 2018, Volume 10, Issue 4
- 305-332 Adjustment processes resulting in equilibrium in the private ownership economy
by Agnieszka Lipieta - 333-353 Measuring the Natural Rates of Interest in Germany and Italy
by Victor Bystrov - 355-385 Demographics, retirement age, and real interest rates in Poland
by Jan Acedański & Julia Włodarczyk
September 2018, Volume 10, Issue 3
- 169-231 Optimal fiscal policy in an emerging economy with credit constraints: theory and application for Poland
by Michał Konopczyński - 233-262 Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries
by Łukasz Lenart - 263-304 Crude oil price and speculative activity: a cointegration analysis
by Robert Socha & Piotr Wdowiński
June 2018, Volume 10, Issue 2
- 75-100 Factor-Biased Technical Change and Specialization Patterns
by Jürgen Meckl & Ivan Savin - 101-131 Does the Way of Financing Quantitative Easing Programmes Matter?
by Anna Duszak - 133-167 The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks
by Małgorzata Olszak & Mateusz Pipień & Sylwia Roszkowska & Iwona Kowalska
March 2018, Volume 10, Issue 1
- 1-25 Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
by Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi - 27-52 A Multiple State Model for Premium Calculation when Several Premium-Paid States are Involved
by Joanna Dębicka & Beata Zmyślona - 53-73 Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview
by Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski
December 2017, Volume 9, Issue 4
- 275-321 Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes
by Michał Lewandowski - 323-357 Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models
by Dobromił Serwa & Piotr Wdowiński - 359-377 A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria
by Aleksandar Vasilev
September 2017, Volume 9, Issue 3
- 173-200 Modelling and Forecasting WIG20 Daily Returns
by Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta - 201-241 Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries
by Łukasz Lenart & Mateusz Pipień - 243-273 The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms
by Jerzy Marzec & Andrzej Pisulewski
June 2017, Volume 9, Issue 2
- 97-113 Innovativeness of Banks as a Driver of Social Welfare
by Beata Ciałowicz & Andrzej Malawski - 115-135 Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately?
by Marcin Humanicki & Robert Kelm & Krzysztof Olszewski - 137-172 Life Cycle Income and Consumption Patterns in Poland
by Aleksandra Kolasa
March 2017, Volume 9, Issue 1
- 1-27 The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty
by Robert Kelm - 29-67 Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment
by Łukasz Lenart - 69-95 Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models
by Kamil Makieła
December 2016, Volume 8, Issue 4
- 203-217 Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison
by Piotr Kębłowski - 219-239 A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision
by Jakub Boratyński - 241-271 Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification
by Jacek Osiewalski & Krzysztof Osiewalski
September 2016, Volume 8, Issue 3
- 143-160 Liberalisation of International Trade – The Case of Asymmetric Countries
by Krzysztof Kosiec - 161-179 Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices
by Maciej Kostrzewski - 181-202 The Impact of Fiscal Reform on Indonesian Macroeconomy: A CGE Framework
by Herbert W. V. Hasudungan & Sulthon S. Sabaruddin
June 2016, Volume 8, Issue 2
- 61-91 Regional Economic Impact Assessment with Missing Input-Output Data: A Spatial Econometrics Approach for Poland
by Andrzej Torój - 93-114 Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model
by Renata Wróbel-Rotter - 115-141 Regional Differences in Gender Wage Gaps in Poland: New Estimates Based on Harmonized Data for Wages
by Aleksandra Majchrowska & Paweł Strawiński
March 2016, Volume 8, Issue 1
- 1-20 The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach
by Roman Huptas - 21-42 Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality
by Damian Stelmasiak & Grzegorz Szafrański - 43-59 Credit Risk of FX Loans in Poland. Debt Service Burden and the Effect of Neutralization of Currency Depreciation by Foreign Interest Rates
by Zuzanna Wośko
December 2015, Volume 7, Issue 4
- 187-204 Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets
by Agnieszka Lipieta - 205-217 Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models
by Marcin Owczarczuk - 219-247 A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models
by Łukasz Kwiatkowski
September 2015, Volume 7, Issue 3
- 127-149 Risk Perception and Risk Attitude on a Tax Evasion Context
by Nuno Trindade Magessi & Luis Antunes - 151-167 Efficiency of the Reversed First-Price Sealed Bid Auctions with a Dynamic Run-Off. Results of Experiments
by Paweł Kuśmierczyk - 169-186 Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA
by Łukasz Lenart & Mateusz Pipień
June 2015, Volume 7, Issue 2
- 71-90 Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems
by Niyazi Onur Bakir - 91-110 Common Trends and Common Cycles – Bayesian Approach
by Justyna Wróblewska - 111-126 Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency
by Arabinda Das
March 2015, Volume 7, Issue 1
- 1-14 Modeling Nigerian Government Revenues and Total Expenditure: Combined Estimators’ Analysis and Error Correction Model Approach
by Kayode Ayinde & Aliyu A. Bello & Opeyemi E. Ayinde & Damilola. B. Adekanmbi - 15-41 Modeling Macro-Fiscal Interlinkages: Case of Georgia
by Shalva Mkhatrishvili & Zviad Zedginidze - 43-70 Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes
by Maciej Kostrzewski
December 2014, Volume 6, Issue 4
- 217-236 Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach
by Sascha Hokamp & Götz Seibold - 237-273 Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
by Roman Huptas - 275-289 Autocovariance and Linear Transformations of Markov Switching VARMA Processes
by Maddalena Cavicchioli
September 2014, Volume 6, Issue 3
- 129-152 How Budget Deficit Impairs Long-Term Growth and Welfare under Perfect Capital Mobility
by Michał Konopczyński - 153-192 Cyclical Processes in the Polish Economy
by Marta Skrzypczyńska - 193-216 Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland
by Kamil Makieła
June 2014, Volume 6, Issue 2
- 70-87 Common Currency and Determinants of Government Bond Risk Premiums
by Grzegorz Poniatowski - 89-104 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
by Anna Staszewska-Bystrova & Peter Winker - 105-127 Asymmetric Price Adjustments in the Fuel Market
by Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe
March 2014, Volume 6, Issue 1
- 1-31 Divergent Priors and Well Behaved Bayes Factors
by Rodney W. Strachan & Herman K. van Dijk - 33-56 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
by Małgorzata Doman & Ryszard Doman - 57-68 Where do Moderation Terms Come from in Binary Choice Models?
by Alfredo A. Romero
December 2013, Volume 5, Issue 4
- 231-248 Lies, Damned Lies, and Statistics? Examples From Finance and Economics
by Karim M. Abadir - 249-269 Macroeconomic News Effects on the Stock Markets in Intraday Data
by Barbara Będowska-Sójka - 271-275 A Note on Lenk’s Correction of the Harmonic Mean Estimator
by Anna Pajor & Jacek Osiewalski
September 2013, Volume 5, Issue 3
- 163-183 Measuring Non-Performing Loans During (and After) Credit Booms
by Dobromił Serwa - 185-206 Why Don’t Blanchard-Kahn ever "Catch" Flu? And How it Matters for Measuring Indirect Cost of Epidemics in DSGE Framework
by Andrzej Torój - 207-230 Parametric Modelling of Income Distribution in Central and Eastern Europe
by Michał Brzeziński
June 2013, Volume 5, Issue 2
- 85-102 Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
by Łukasz Lenart & Mateusz Pipień - 103-123 Bank Risk-Taking in CEE Countries
by Georgios P. Kouretas & Chris Tsoumas - 125-161 Influence of the Greek Crisis on the Risk Perception of European Economies
by Agata Kliber
March 2013, Volume 5, Issue 1
- 1-34 Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies
by Michał Lewandowski - 35-63 Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology
by Ewa Ratuszny - 65-83 A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
by Krzysztof Osiewalski & Jacek Osiewalski
December 2012, Volume 4, Issue 4
- 215-252 Cointegration Analysis in the Case of I(2) – General Overview
by Michał Majsterek - 253-267 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
by Justyna Wróblewska - 269-288 The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach
by Piotr Płuciennik
September 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
June 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 Błażej Mazur & Mateusz Pipień - 117-142 A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
by Katarzyna Bień-Barkowska
March 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
December 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
September 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
June 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
March 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
September 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
June 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
March 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
January 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
December 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
November 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
November 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 Michał 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
March 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