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Publications

by members of

Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie
Warszawa, Poland

(Department of Applied Econometrics, Warsaw School of Economics)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2023

  1. Jacek Kotłowski, 2023. "The role of central bank forecasts in uncertain times," NBP Working Papers 363, Narodowy Bank Polski.
  2. Iga Magda & Ewa Cukrowska-Torzewska & Marta Palczyńska, 2023. "What if she earns more? Gender norms, income inequality, and the division of housework," IBS Working Papers 02/2023, Instytut Badan Strukturalnych.
  3. Astrid Kunze & Marta Palczyńska & Iga Magda, 2023. "The employment effects of a wage subsidy for the young during an economic recovery," IBS Working Papers 04/2023, Instytut Badan Strukturalnych.

2021

  1. Madoń, Karol & Magda, Iga & Palczyńska, Marta & Smoter, Mateusz, 2021. "What Works for Whom? Youth Labour Market Policy in Poland," IZA Discussion Papers 14793, Institute of Labor Economics (IZA).

2020

  1. Jan Hagemejer & Aleksandra Hałka & Jacek Kotłowski, 2020. "Global value chains and exchange rate pass-through: the role of non-linearities," NBP Working Papers 324, Narodowy Bank Polski.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020. "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers 2020-047, Warsaw School of Economics, Collegium of Economic Analysis.
  3. Marta Palczyñska, 2020. "Overeducation and wages: the role of cognitive skills and personality traits," IBS Working Papers 03/2020, Instytut Badan Strukturalnych.

2018

  1. Andrzej Toroj, 2018. "Generation of regional input-output tables: a spatial econometric approach with illustrative simulations for France,Germany and Poland," KAE Working Papers 2018-037, Warsaw School of Economics, Collegium of Economic Analysis.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski, 2018. "International confidence spillovers and business cycles in small open economies," NBP Working Papers 287, Narodowy Bank Polski.
  3. Marta Palczynska, 2018. "Wage premia for skills: The complementarity of cognitive and non-cognitive skills," IBS Working Papers 09/2018, Instytut Badan Strukturalnych.

2017

  1. Piotr Dybka & Michal Kowalczuk & Bartosz Olesinski & Marek Rozkrut & Andrzej Toroj, 2017. "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," KAE Working Papers 2017-030, Warsaw School of Economics, Collegium of Economic Analysis.

2016

  1. Marek Gruszczynski & Rafal Bilicz & Monika Kubik-Kwiatkowska & Aleksander Pernach, 2016. "Value relevance of companies' financial statements in Poland," KAE Working Papers 2016-014, Warsaw School of Economics, Collegium of Economic Analysis.
  2. Andrzej Toroj, 2016. "Regional economic impact assessment with missing input-output data: a spatial econometrics approach for Poland," KAE Working Papers 2016-004, Warsaw School of Economics, Collegium of Economic Analysis.
  3. Jacek Kotłowski & Michał Brzoza-Brzezina, 2016. "The nonlinear nature of country risk," EcoMod2016 9416, EcoMod.
  4. Aleksandra Hałka & Jacek Kotłowski, 2016. "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers 232, Narodowy Bank Polski.
  5. Michał Brzoza-Brzezina & Jacek Kotlowski, 2016. "The nonlinear nature of country risk and its implications for DSGE models," NBP Working Papers 250, Narodowy Bank Polski.
  6. Marta Palczyńska & Karolina Świst, 2016. "Measurement Properties of Non-cognitive scales in the Polish Follow-up Study on PIAAC (POSTPIAAC)," OECD Education Working Papers 149, OECD Publishing.

2015

  1. Piotr Cizkowicz & Andrzej Rzonca & Andrzej Toroj, 2015. "In search for appropriate lower bound.Zero lower bound vs. positive lower bound under discretion and commitment," NBP Working Papers 215, Narodowy Bank Polski.
  2. Torój, Andrzej, 2015. "Macroeconomic Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers 22, Ministry of Finance in Poland.
  3. Jacek Kotłowski, 2015. "Do central bank forecasts matter for professional forecasters?," EcoMod2015 8317, EcoMod.

2014

  1. Roszkowski, Piotr & Sławińska, Kamila & Torój, Andrzej, 2014. "BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries," MF Working Papers 20, Ministry of Finance in Poland.
  2. Jacek Kotłowski & Michał Brzoza-Brzezina & Kamil Wierus, 2014. "Can interest rate spreads stabilize the euro area?," EcoMod2014 6886, EcoMod.

2013

  1. Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers 152, Narodowy Bank Polski.

2012

  1. Torój, Andrzej, 2012. "Excessive Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers 11, Ministry of Finance in Poland, revised 03 Feb 2012.
  2. Torój, Andrzej & Bednarek, Elżbieta & Bęza-Bojanowska, Joanna & Osińska, Joanna & Waćko, Katarzyna & Witkowski, Dariusz, 2012. "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," MF Working Papers 12, Ministry of Finance in Poland, revised 06 Mar 2012.
  3. Torój, Andrzej, 2012. "Poland and Slovakia during the crisis: would the euro (non-)adoption matter?," MF Working Papers 13, Ministry of Finance in Poland, revised 23 May 2012.
  4. Emilia Tomczyk, 2012. "Information content of survey data: applications of entropy and dissimilarity measures," Working Papers 62, Department of Applied Econometrics, Warsaw School of Economics.
  5. Jacek Kotłowski & Michał Brzoza-Brzezina, 2012. "Measuring the Natural Yield Curve," EcoMod2012 4197, EcoMod.
  6. Michał Brzoza-Brzezina & Jacek Kotłowski & Agata Miśkowiec, 2012. "How forward looking are central banks? Some evidence from their forecasts," NBP Working Papers 112, Narodowy Bank Polski.

2011

  1. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers 86, Narodowy Bank Polski.
  2. Torój, Andrzej & Osińska, Joanna, 2011. "Greek ricochet? What drove Poles' attitudes to the euro in 2009-2010," MF Working Papers 10, Ministry of Finance in Poland, revised 17 Aug 2011.
  3. Ewa Syczewska, 2011. "Assessment of growth for countries of European Union," Working Papers 59, Department of Applied Econometrics, Warsaw School of Economics.
  4. Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," NBP Working Papers 104, Narodowy Bank Polski.
  5. Piotr Keblowski & Aleksander Welfe, 2011. "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers 57, Department of Applied Econometrics, Warsaw School of Economics.

2010

  1. Marek Gruszczynski, 2010. "Investor protection and disclosure. Quantitative evidence," Working Papers 48, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2010. "Financial microeconometrics in corporate governance studies," Working Papers 49, Department of Applied Econometrics, Warsaw School of Economics.
  3. Torój, Andrzej, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland, revised 11 May 2010.
  4. Konopczak, Karolina & Torój, Andrzej, 2010. "Estimating the Baumol-Bowen and Balassa-Samuelson effects in the Polish economy - a disaggregated approach," MF Working Papers 7, Ministry of Finance in Poland, revised 27 Sep 2010.
  5. Torój, Andrzej, 2010. "Rationality of expectations: another OCA criterion? A DSGE analysis," MF Working Papers 9, Ministry of Finance in Poland, revised 22 Dec 2010.
  6. Emilia Tomczyk, 2010. "Application of measures of entropy, information content and dissimilarity of structures to business tendency survey data," Working Papers 47, Department of Applied Econometrics, Warsaw School of Economics.
  7. Ewa M. Syczewska, 2010. "Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008," Working Papers 46, Department of Applied Econometrics, Warsaw School of Economics.
  8. Ewa M. Syczewska, 2010. "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers 45, Department of Applied Econometrics, Warsaw School of Economics.

2009

  1. Marcin Owczarczuk, 2009. "Support vector machines with two support vectors," Working Papers 35, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2009. "Quantitative methods in accounting research," Working Papers 40, Department of Applied Econometrics, Warsaw School of Economics.
  3. Andrzej Toroj, 2009. "Macroeconomic adjustment and heterogeneity in the euro area," NBP Working Papers 54, Narodowy Bank Polski.
  4. Torój, Andrzej, 2009. "Solving forward-looking models of cross-country adjustment within the euro area," MF Working Papers 2, Ministry of Finance in Poland, revised 04 Sep 2009.
  5. Monika Bazyl, 2009. "Factors influencing tenure choice in European countries," Working Papers 36, Department of Applied Econometrics, Warsaw School of Economics.
  6. Monika Bazyl, 2009. "Hedonic price model for Warsaw housing market," Working Papers 42, Department of Applied Econometrics, Warsaw School of Economics.
  7. Emilia Tomczyk & Barbara Kowalczyk, 2009. "Influence of non-response in business tendency surveys on the properties of expectations," Working Papers 41, Department of Applied Econometrics, Warsaw School of Economics.
  8. Michal Brzoza-Brzezina & Jacek Kotlowski, 2009. "Estimating pure inflation in the Polish economy," Working Papers 37, Department of Applied Econometrics, Warsaw School of Economics.

2008

  1. Marcin Owczarczuk, 2008. "Maximum score type estimators," Working Papers 28, Department of Applied Econometrics, Warsaw School of Economics.
  2. Andrzej Toroj, 2008. "Estimation of weights for the Monetary Conditions Index in Poland," Working Papers 27, Department of Applied Econometrics, Warsaw School of Economics.
  3. Jacek Kotlowski, 2008. "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers 24, Department of Applied Econometrics, Warsaw School of Economics.

2007

  1. Marcin Owczarczuk, 2007. "On modified discriminant analysis," Working Papers 6, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski, 2007. "Corporate governance ratings and the performance of listed companies in Poland," Working Papers 4, Department of Applied Econometrics, Warsaw School of Economics.
  3. Emilia Tomczyk, 2007. "Testing rationality of price expectations on the basis of contingency tables," Working Papers 1, Department of Applied Econometrics, Warsaw School of Economics.
  4. Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007. "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers 07/04, University of Konstanz, Center of Finance and Econometrics (CoFE).

2006

  1. Marcin Owczarczuk, 2006. "Segmentation model with respect to the difference in means," Working Papers 16, Department of Applied Econometrics, Warsaw School of Economics.
  2. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.
  3. Emilia Tomczyk, 2006. "Rationality of expectations: comparison of neoclassical and evolutionary approaches," Working Papers 8, Department of Applied Econometrics, Warsaw School of Economics.
  4. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers 10, Department of Applied Econometrics, Warsaw School of Economics.
  5. Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006. "A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics," CoFE Discussion Papers 06/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
  6. Aleksander Welfe & Piotr Keblowski, 2006. "Price-Wage System with Taxation: Multivariate Cointegration Analysis," Working Papers 13, Department of Applied Econometrics, Warsaw School of Economics.

2005

  1. Marek Gruszczynski, 2005. "Corporate governance and financial performance of companies in Poland," Working Papers 19, Department of Applied Econometrics, Warsaw School of Economics.
  2. Marek Gruszczynski & Piotr Ciesielski & Mariusz Domeracki, 2005. "New bankruptcy prediction models for Polish companies," Working Papers 21, Department of Applied Econometrics, Warsaw School of Economics.
  3. Jacek Kotlowski, 2005. "Reaction functions of the Polish central bankers. A logit approach," Working Papers 18, Department of Applied Econometrics, Warsaw School of Economics.
  4. Jacek Kotlowski, 2005. "Money and prices in the Polish economy. Seasonal cointegration approach," Working Papers 20, Department of Applied Econometrics, Warsaw School of Economics.

2004

  1. Marek Gruszczynski, 2004. "Financial distress of companies in Poland," Working Papers 22, Department of Applied Econometrics, Warsaw School of Economics.
  2. 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.

1994

  1. Welfe, Aleksander, 1994. "The price-wage inflationary spiral: The mixed economic case," Discussion Papers 13, University of Konstanz, Center for International Labor Economics (CILE).

Undated

  1. Ewa M. Syczewska, "undated". "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda 96/4, Department of Economics, University of Leicester.
  2. Jacek Osiewalski & Aleksander Welfe, "undated". "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Ace Project Memoranda 96/2, Department of Economics, University of Leicester.

Journal articles

2023

  1. Beata Gruszczyńska & Marek Gruszczyński, 2023. "Crime and Punishment—Crime Rates and Prison Population in Europe," Laws, MDPI, vol. 12(1), pages 1-14, February.
  2. Marek Gruszczyński, 2023. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 1-2.
  3. Lukasz T. Gatarek & Aleksander Welfe, 2023. "Forecasting nonstationary time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1930-1949, November.

2022

  1. Marek Gruszczyński, 2022. "Accounting and Econometrics: From Paweł Ciompa to Contemporary Research," JRFM, MDPI, vol. 15(11), pages 1-10, November.
  2. Marek Gruszczyński, 2022. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 1-4.
  3. Marek Gruszczynski, 2022. "On the Use of Quantitative Methods in Accounting Research in Poland," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(18), pages 17-29, November.
  4. Moenke Anna & Welfe Aleksander, 2022. "A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(4), pages 501-520, August.
  5. Emilia Gosińska & Aleksander Welfe, 2022. "The Cointegrated VAR Model with Deterministic Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(3), pages 335-350, September.
  6. Michał Brzoza‐Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2022. "International information flows, sentiments, and cross‐country business cycle fluctuations," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1110-1147, September.
  7. Hagemejer, Jan & Hałka, Aleksandra & Kotłowski, Jacek, 2022. "Global value chains and exchange rate pass-through—The role of non-linearities," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 461-478.

2021

  1. Marek Gruszczyński, 2021. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-8.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski, 2021. "International confidence spillovers and business cycles in small open economies," Empirical Economics, Springer, vol. 61(2), pages 773-798, August.
  3. Marta Palczyńska, 2021. "Overeducation and wages: the role of cognitive skills and personality traits," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 21(1), pages 85-111.
  4. Marta Palczyńska & Maja Rynko, 2021. "ICT skills measurement in social surveys: Can we trust self-reports?," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(3), pages 917-943, June.

2020

  1. Marek Gruszczyński, 2020. "Women on Boards and Firm Performance: A Microeconometric Search for a Connection," JRFM, MDPI, vol. 13(9), pages 1-13, September.
  2. Marek Gruszczyński, 2020. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-8.
  3. Emilia Gosińska & Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2020. "Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 20(1), pages 59-73.
  4. Grabowski, Wojciech & Welfe, Aleksander, 2020. "The Tobit cointegrated vector autoregressive model: An application to the currency market," Economic Modelling, Elsevier, vol. 89(C), pages 88-100.
  5. Piotr Kębłowski & Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2020. "Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity," Eastern European Economics, Taylor & Francis Journals, vol. 58(5), pages 415-435, September.
  6. Brzoza-Brzezina, Michał & Kotłowski, Jacek, 2020. "The Nonlinear Nature Of Country Risk And Its Implications For Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 24(3), pages 601-628, April.

2019

  1. Marek Gruszczyński, 2019. "On Unbalanced Sampling in Bankruptcy Prediction," IJFS, MDPI, vol. 7(2), pages 1-13, June.
  2. Marek Gruszczyński, 2019. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-7.
  3. Piotr Ciżkowicz & Andrzej Rzońca & Andrzej Torój, 2019. "In Search of an Appropriate Lower Bound. The Zero Lower Bound vs. the Positive Lower Bound under Discretion and Commitment," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 1028-1053, November.
  4. Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Andrzej Torój & Marek Rozkrut, 2019. "Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(1), pages 4-40, February.
  5. Lasoń Aleksandra & Torój Andrzej, 2019. "Anti-Liberal, Anti-Establishment or Constituency-Driven? Spatial Econometric Analysis of Polish Parliamentary Election Results in 2015," European Spatial Research and Policy, Sciendo, vol. 26(2), pages 199-236, December.

2018

  1. Marek Gruszczyński, 2018. "Editorial," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-8.
  2. Marek Gruszczyñski, 2018. "Good Practices in Empirical Corporate Finance and Accounting Research," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(10), pages 45-51, December.
  3. Magdalena Karska & Andrzej Torój, 2018. "Strategiczne interakcje przestrzenne między decyzjami wydatkowymi gmin w Polsce w latach 2008–2014," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 29-46.
  4. Aleksander Welfe & Piotr Karp, 2018. "Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 35-50.

2017

  1. Torój, Andrzej, 2017. "Managing external macroeconomic imbalances in the EU: the welfare cost of scoreboard-based constraints," Economic Modelling, Elsevier, vol. 61(C), pages 293-311.
  2. Piotr Dybka & Bartosz Olesiński & Piotr Pękała & Andrzej Torój, 2017. "To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 119-148.
  3. Piotr Pękała & Andrzej Torój, 2017. "Wpływ czynników cenowych i niecenowych na konsumpcję tytoniu – analiza danych panelowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 157-176.
  4. Konopczak, Karolina & Welfe, Aleksander, 2017. "Convergence-driven inflation and the channels of its absorption," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1019-1034.
  5. Aleksander Welfe & Piotr Karp, 2017. "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-38.
  6. Aleksandra Hałka & Jacek Kotłowski, 2017. "Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1812-1835, August.

2016

  1. Andrzej Torój, 2016. "Regional Economic Impact Assessment with Missing Input-Output Data: A Spatial Econometrics Approach for Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(2), pages 61-91, June.
  2. Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2016. "Measuring the consequences of short-termism in business – the econometric evidence for a sample of European companies," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 63-78.
  3. Wojciech Grabowski & Aleksander Welfe, 2016. "An Exchange Rate Model with Market Pressures and a Contagion Effect," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(12), pages 2706-2720, December.

2015

  1. Marek Gruszczynski, 2015. "Issues in modelling the financial distress and bankruptcy of companies," Applied Econometrics Papers, Department of Applied Econometrics, Warsaw School of Economics, vol. 2(1), pages 1-9.
  2. Michał Kowalczuk & Andrzej Torój, 2015. "Does it pay to pay for health? How health expenditure translates into GDP growth in OECD countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 103-118.
  3. Jacek Kotlowski, 2015. "Do Central Bank Forecasts Matter for Professional Forecasters?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(6), pages 432-454, December.
  4. Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2015. "Can interest rate spreads stabilize the euro area?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3696-3709, July.

2014

  1. Piotr Roszkowski & Kamila Sławińska & Andrzej Torój, 2014. "BEER tastes better in a panel of neighbours. On equilibrium exchange rates in CEE countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 34, pages 209-226.
  2. Monika Bazyl, 2014. "Does low power distance culture contribute to lower long-term unemployment?," Applied Econometrics Papers, Department of Applied Econometrics, Warsaw School of Economics, vol. 1(1), pages 20-38.
  3. Ewa M. Syczewska, 2014. "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 93-104.
  4. Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 93-117, January.
  5. Katarzyna Bień-Barkowska, 2014. "“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market," Bank i Kredyt, Narodowy Bank Polski, vol. 45(3), pages 197-224.
  6. Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(2), pages 105-127, June.
  7. Michał Brzoza-Brzezina & Jacek Kotłowski, 2014. "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.

2013

  1. Andrzej Torój, 2013. "Why Don’t Blanchard-Kahn ever "Catch" Flu? And How it Matters for Measuring Indirect Cost of Epidemics in DSGE Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(3), pages 185-206, September.
  2. Kamila Sławińska & Andrzej Torój, 2013. "Take (health) care of yourself: what international experience predicts about drivers and structure of Polish health expenditure," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 291-303.
  3. Michał Brzoza-Brzezina & Jacek Kotłowski & Agata Miśkowiec, 2013. "How forward-looking are central banks? Some evidence from their forecasts," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 142-146, February.

2012

  1. Joanna Osińska & Andrzej Torój, 2012. "Greek ricochet? What drove Poles’ attitudes to the euro 2009-2010," Bank i Kredyt, Narodowy Bank Polski, vol. 43(4), pages 29-84.
  2. Andrzej Torój & Karolina Konopczak, 2012. "Crisis Resistance Versus Monetary Regime: A Polish–Slovak Counterfactual Exercise," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 1-22, March.
  3. Katarzyna Bien-Barkowska, 2012. ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 35-52.
  4. Katarzyna Bień-Barkowska, 2012. "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(2), pages 117-142, June.
  5. Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, vol. 29(4), pages 1473-1482.
  6. 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.

2011

  1. Katarzyna Bien-Barkowska, 2011. "Distribution Choice for the Asymmetric ACD Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 55-72.
  2. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, June.
  3. Grabowski, Wojciech & Welfe, Aleksander, 2011. "Global stability of dynamic models," Economic Modelling, Elsevier, vol. 28(3), pages 782-784, May.

2010

  1. Andrzej Torój, 2010. "Rationality of Expectations: Another OCA Criterion? A DSGE Analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(3), pages 205-252, June.
  2. Karolina Konopczak & Andrzej Torój, 2010. "Estimating the Baumol-Bowen and Balassa-Samuelson Effects in the Polish Economy - a Disaggregated Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 117-150, March.
  3. Ewa M. Syczewska, 2010. "Increase of exchange rate risk during current crisis," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 21, pages 99-122.
  4. 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.

2009

  1. Marcin Owczarczuk, 2009. "Maximum Score Type Estimators," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 7-34, March.
  2. Andrzej Torój, 2009. "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 211-241, November.
  3. Monika Bazyl, 2009. "Factors Influencing Tenure Choice in European Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(4), pages 371-387, December.
  4. Emilia Tomczyk & Barbara Kowalczyk, 2009. "Comparison of Survey Expectations Series with Non Response and Various Weighting Schemes," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 40, pages 249-258.
  5. Michał Brzoza-Brzezina & Jacek Kotłowski, 2009. "Bezwzględna stopa inflacji w gospodarce polskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 1-21.

2007

  1. 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, Taylor & Francis Journals, vol. 43(4), pages 74-92, August.

2006

  1. Marek Gruszczynski, 2006. "Corporate Governance and Financial Performance of Companies in Poland," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(2), pages 251-259, May.
  2. Ewa M. Syczewska, 2006. "The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 209-220.

2005

  1. Beata Gruszczynska & Marek Gruszczynski, 2005. "Crime in Enlarged Europe: Comparison of Crime Rates and Victimization Risks," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 12(2), pages 337-345, September.

2004

  1. Marek Gruszczynski, 2004. "Financial distress of companies in Poland," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 10(4), pages 249-256, November.
  2. Ewa Marta Syczewska, 2004. "Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 159-172.
  3. Orłowski, A. & Struzik, Z.R. & Syczewska, E. & Załuska-Kotur, M.A., 2004. "Fluctuation dynamics of exchange rates on Polish financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 184-189.
  4. 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.

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 205-219.

2000

  1. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000. "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August.
  2. Welfe, Aleksander, 2000. "Modeling inflation in Poland," Economic Modelling, Elsevier, vol. 17(3), pages 375-385, August.

1998

  1. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, vol. 61(1), pages 17-21, October.
  2. 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. Osiewalski, Jacek & Welfe, Aleksander, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 205-220.

1996

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

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.

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.

Books

2020

  1. Marek Gruszczyński, 2020. "Financial Microeconometrics," Springer Books, Springer, number 978-3-030-34219-7, June.

Chapters

2018

  1. Marek Gruszczyński, 2018. "Financial Microeconometrics as Research Methodology in Corporate Finance and Accounting," Springer Proceedings in Business and Economics, in: Tadeusz Dudycz & Grażyna Osbert-Pociecha & Bogumiła Brycz (ed.), Efficiency in Business and Economics, pages 71-80, Springer.

2008

  1. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2008. "A multivariate integer count hurdle model: theory and application to exchange rate dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 31-48, Springer.

2004

  1. Aleksander Welfe & Piotr Karp & Piotr Keblowski, 2004. "Modelling Polish Economy," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 197-211, Emerald Group Publishing Limited.

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