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Publications

by members of

Szkoła Główna Handlowa w Warszawie → Zakład Ekonometrii Stosowanej

Warsaw School of Economics → Department of Applied Econometrics

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

2026

  1. Piotr Dybka & Magdalena Karska & Maciej Łopusiński & Andrzej Torój, 2026, "Evaluation of the underreporting of income across households in Bulgaria: extending the Pissarides-Weber approach," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2026-119, Jan, DOI: 10.33119/kaewps2026119.

2025

  1. Andrzej Torój & Joanna Bęza-Bojanowska & Rafał Chmura & Kareem Ismail & Dominika Kroschel & Mr. Waikei Raphael Lam & Agnieszka Szczypińska & Bartłomiej Wiśnicki, 2025, "The Role of a Stabilizing Expenditure Rule in Fostering Macro-Fiscal Stability: Simulation-Based Evidence from Poland," IMF Working Papers, International Monetary Fund, number 2025/238, Nov.
  2. Michał Król & Andrzej Torój, 2025, "Is panel Currency Demand equation homogeneous, why not, and what it means for shadow economy measurement," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-106, Jan, DOI: 10.33119/kaewps2025106.
  3. Anna Sznajderska & Andrzej Torój & Rafał Chmura, 2025, "The Role of Fiscal Rules for Spending Multipliers in European Union Countries," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-108, Feb, DOI: 10.33119/kaewps2025108.

2023

  1. Jacek Kotłowski, 2023, "The role of central bank forecasts in uncertain times," NBP Working Papers, Narodowy Bank Polski, number 363.
  2. Michał Greszta & Marcin Humanicki & Mariusz Kapuściński & Tomasz Kleszcz & Andrzej Kocięcki & Jacek Kotłowski & Michał Ledóchowski & Michał Łesyk & Tomasz Łyziak & Mateusz Pipień & Piotr Popowski & Ew, 2023, "Monetary policy transmission mechanism in Poland What do we know in 2023?," NBP Working Papers, Narodowy Bank Polski, number 365.
  3. Agnieszka Rabiej & Dominika Sikora & Andrzej Torój, 2023, "How regional business cycles diffuse across space and time: evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-082, Jan, DOI: 10.33119/kaewps2023082.

2022

  1. Andrzej Torój, 2022, "Using geolocation data in spatial-econometric construction of multiregion input-output tables: a Bayesian approach," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-069, Jan, DOI: 10.33119/kaewps2022069.

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, Narodowy Bank Polski, number 324.
  2. Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020, "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-047, Mar, DOI: 10.33119/kaewps2020047.
  3. Piotr Dybka & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2020, "Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-046, Mar, DOI: 10.33119/kaewps2020046.

2018

  1. Michał Brzoza-Brzezina & Jacek Kotłowski, 2018, "International confidence spillovers and business cycles in small open economies," NBP Working Papers, Narodowy Bank Polski, number 287.
  2. Andrzej Torój, 2018, "Generation of regional input-output tables: a spatial econometric approach with illustrative simulations for France,Germany and Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2018-037, May, DOI: 10.33119/kaewps2018037.

2017

  1. Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2017, "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2017-030, Sep, DOI: 10.33119/kaewps2017030.

2016

  1. Marek Gruszczyński & Rafał Bilicz & Monika Kubik-Kwiatkowska & Aleksander Pernach, 2016, "Value relevance of companies' financial statements in Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-014, Aug, DOI: 10.33119/kaewps2016014.
  2. Jacek Kotłowski & Michał Brzoza-Brzezina, 2016, "The nonlinear nature of country risk," EcoMod2016, EcoMod, number 9416, Jul.
  3. Aleksandra Hałka & Jacek Kotłowski, 2016, "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers, Narodowy Bank Polski, number 232.
  4. Michał Brzoza-Brzezina & Jacek Kotlowski, 2016, "The nonlinear nature of country risk and its implications for DSGE models," NBP Working Papers, Narodowy Bank Polski, number 250.
  5. Andrzej Torój, 2016, "Regional economic impact assessment with missing input-output data: a spatial econometrics approach for Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-004, Mar, DOI: 10.33119/kaewps2016004.

2015

  1. Jacek Kotłowski, 2015, "Do central bank forecasts matter for professional forecasters?," EcoMod2015, EcoMod, number 8317, Jul.
  2. 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, Narodowy Bank Polski, number 215.
  3. Andrzej Torój, 2015, "Macroeconomic Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers, Ministry of Finance in Poland, number 22, Oct.

2014

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

2013

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

2012

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

2011

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

2010

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

2009

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

2008

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

2007

  1. 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, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/04.
  2. Marek Gruszczynski, 2007, "Corporate governance ratings and the performance of listed companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 4, May.
  3. Marcin Owczarczuk, 2007, "On modified discriminant analysis," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 6, May.
  4. Emilia Tomczyk, 2007, "Testing rationality of price expectations on the basis of contingency tables," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 1, May.

2006

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

2005

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

2004

  1. Marek Gruszczynski, 2004, "Financial distress of companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 22, May.
  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, Centre for Economic Reform and Transformation, Heriot Watt University, number 0408.

1994

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

Undated

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

Journal articles

2026

  1. Gruszczyński Marek, 2026, "The Measure of Fit and Cut-Off Point for a Binomial Logit Model. an Overlooked Contribution of Jan Salomon Cramer," Folia Oeconomica Stetinensia, Paradigm, volume 26, issue 1, pages 70-86, DOI: 10.2478/foli-2026-0004.
  2. Andrzej Torój & Joscha Beckmann & Michał Rubaszek, 2026, "The role of global value chains for the propagation of global and domestic PMI shocks," Empirical Economics, Springer, volume 70, issue 3, pages 1-23, March, DOI: 10.1007/s00181-026-02898-2.
  3. Julia Kotowska & Andrzej Torój, 2026, "Regional airports and regional development: spatial difference-in-difference evidence from Poland," Spatial Economic Analysis, Taylor & Francis Journals, volume 21, issue 2, pages 226-247, April, DOI: 10.1080/17421772.2025.2536845.

2025

  1. Kotłowski, Jacek, 2025, "The role of central bank forecasts in uncertain times," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107143.
  2. Lukasz T. Gatarek & Aleksander Welfe, 2025, "Speed of Convergence to Normality When Regressors Are Nonstationary," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 87, issue 5, pages 871-879, October, DOI: 10.1111/obes.12675.
  3. Aleksander Welfe & Emilia Gosinska & Katarzyna Leszkiewicz-Kedzior, 2025, "Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 45-56.

2024

  1. Andrzej Torój, 2024, "Estimating high-resolution interregional input–output tables: a Bayesian spatial approach," Economic Systems Research, Taylor & Francis Journals, volume 36, issue 3, pages 353-377, July, DOI: 10.1080/09535314.2024.2358357.

2023

  1. Beata Gruszczyńska & Marek Gruszczyński, 2023, "Crime and Punishment—Crime Rates and Prison Population in Europe," Laws, MDPI, volume 12, issue 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. Stanisław Cichocki & Andrzej Torój, 2023, "Estimating the size of informal economy in a post-transition country – the case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 23, issue 1, pages 91-116.
  4. Mateusz Szysz & Andrzej Torój, 2023, "Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis," Econometrics, MDPI, volume 11, issue 2, pages 1-29, June.
  5. Piotr Dybka & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2023, "Measuring the model uncertainty of shadow economy estimates," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 30, issue 4, pages 1069-1106, August, DOI: 10.1007/s10797-022-09737-x.
  6. Lukasz T. Gatarek & Aleksander Welfe, 2023, "Forecasting nonstationary time series," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1930-1949, November, DOI: 10.1002/for.2998.

2022

  1. Marek Gruszczyński, 2022, "Accounting and Econometrics: From Paweł Ciompa to Contemporary Research," JRFM, MDPI, volume 15, issue 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, volume 2, issue 18, pages 17-29, November.
  4. Michał Brzoza‐Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2022, "International information flows, sentiments, and cross‐country business cycle fluctuations," Review of International Economics, Wiley Blackwell, volume 30, issue 4, pages 1110-1147, September, DOI: 10.1111/roie.12597.
  5. 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, volume 82, issue C, pages 461-478, DOI: 10.1016/j.iref.2022.05.009.
  6. 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, volume 242, issue 4, pages 501-520, August, DOI: 10.1515/jbnst-2022-0002.
  7. 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, volume 14, issue 3, pages 335-350, September.

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, volume 61, issue 2, pages 773-798, August, DOI: 10.1007/s00181-020-01887-3.
  3. Andrzej Torój, 2021, "Construction of multiregion–multisector input–output tables: a spatial econometric approach for Poland," Spatial Economic Analysis, Taylor & Francis Journals, volume 16, issue 4, pages 550-569, October, DOI: 10.1080/17421772.2021.1904149.

2020

  1. Marek Gruszczyński, 2020, "Women on Boards and Firm Performance: A Microeconometric Search for a Connection," JRFM, MDPI, volume 13, issue 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. Brzoza-Brzezina, Michał & Kotłowski, Jacek, 2020, "The Nonlinear Nature Of Country Risk And Its Implications For Dsge Models," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 3, pages 601-628, April.
  4. 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, volume 20, issue 1, pages 59-73.
  5. Grabowski, Wojciech & Welfe, Aleksander, 2020, "The Tobit cointegrated vector autoregressive model: An application to the currency market," Economic Modelling, Elsevier, volume 89, issue C, pages 88-100, DOI: 10.1016/j.econmod.2019.10.008.
  6. Piotr Kębłowski & Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2020, "Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity," Eastern European Economics, Taylor & Francis Journals, volume 58, issue 5, pages 415-435, September, DOI: 10.1080/00128775.2020.1753212.

2019

  1. Marek Gruszczyński, 2019, "On Unbalanced Sampling in Bankruptcy Prediction," IJFS, MDPI, volume 7, issue 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, volume 20, issue 4, pages 1028-1053, November, DOI: 10.1111/geer.12203.
  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, volume 26, issue 1, pages 4-40, February, DOI: 10.1007/s10797-018-9504-5.
  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, Paradigm, volume 26, issue 2, pages 199-236, December, DOI: 10.18778/1231-1952.26.2.10.

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, volume 2, issue 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. Welfe, Aleksander & Karp, Piotr, 2018, "Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2018, issue 4, DOI: 10.22004/ag.econ.359168.

2017

  1. 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, volume 53, issue 8, pages 1812-1835, August, DOI: 10.1080/1540496X.2016.1193001.
  2. Torój, Andrzej, 2017, "Managing external macroeconomic imbalances in the EU: the welfare cost of scoreboard-based constraints," Economic Modelling, Elsevier, volume 61, issue C, pages 293-311, DOI: 10.1016/j.econmod.2016.10.009.
  3. 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, volume 48, issue 2, pages 119-148.
  4. 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.
  5. Konopczak, Karolina & Welfe, Aleksander, 2017, "Convergence-driven inflation and the channels of its absorption," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1019-1034, DOI: 10.1016/j.jpolmod.2017.02.001.

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, volume 8, issue 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, volume 52, issue 12, pages 2706-2720, December, DOI: 10.1080/1540496X.2016.1216931.

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, volume 2, issue 1, pages 1-9.
  2. 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, volume 65, issue 6, pages 432-454, December.
  3. Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2015, "Can interest rate spreads stabilize the euro area?," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3696-3709, July, DOI: 10.1080/00036846.2015.1021547.
  4. 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.

2014

  1. 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, volume 1, issue 1, pages 20-38.
  2. Katarzyna Bień-Barkowska, 2014, "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 1, pages 93-117, January.
  3. 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, volume 45, issue 3, pages 197-224.
  4. Michał Brzoza-Brzezina & Jacek Kotłowski, 2014, "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, volume 46, issue 17, pages 2052-2065, June, DOI: 10.1080/00036846.2013.829204.
  5. Ewa M. Syczewska, 2014, "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 93-104.
  6. 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.
  7. 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, volume 6, issue 2, pages 105-127, June.

2013

  1. K. Bień-Barkowska, 2013, "Informed and uninformed trading in the EUR/PLN spot market," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 619-628, April, DOI: 10.1080/09603107.2012.741676.
  2. 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, volume 20, issue 2, pages 142-146, February, DOI: 10.1080/13504851.2012.684780.
  3. 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, volume 5, issue 3, pages 185-206, September.
  4. 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.

2012

  1. Katarzyna Bien-Barkowska, 2012, ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 12, pages 35-52.
  2. 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, volume 4, issue 2, pages 117-142, June.
  3. Joanna Osińska & Andrzej Torój, 2012, "Greek ricochet? What drove Poles’ attitudes to the euro 2009-2010," Bank i Kredyt, Narodowy Bank Polski, volume 43, issue 4, pages 29-84.
  4. 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, volume 4, issue 1, pages 1-22, March.
  5. Kębłowski, Piotr & Welfe, Aleksander, 2012, "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, volume 29, issue 4, pages 1473-1482, DOI: 10.1016/j.econmod.2012.02.002.
  6. Michał Majsterek & Aleksander Welfe, 2012, "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 121-133, February, DOI: 10.1007/s10644-011-9112-1.

2011

  1. Katarzyna Bien-Barkowska, 2011, "Distribution Choice for the Asymmetric ACD Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 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., volume 26, issue 4, pages 669-707, June.
  3. Grabowski, Wojciech & Welfe, Aleksander, 2011, "Global stability of dynamic models," Economic Modelling, Elsevier, volume 28, issue 3, pages 782-784, May.

2010

  1. 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.
  2. 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, volume 2, issue 3, pages 205-252, June.
  3. 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, volume 2, issue 2, pages 117-150, March.
  4. Keblowski, Piotr & Welfe, Aleksander, 2010, "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1385-1397, November.

2009

  1. 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, volume 1, issue 4, pages 371-387, December.
  2. Marcin Owczarczuk, 2009, "Maximum Score Type Estimators," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 7-34, March.
  3. 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, volume 1, issue 3, pages 211-241, November.
  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, volume 40, pages 249-258.

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, volume 43, issue 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, volume 12, issue 2, pages 251-259, May, DOI: 10.1007/s11294-006-9007-5.
  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, volume 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), volume 12, issue 2, pages 337-345, September, DOI: 10.1007/s11300-005-0065-9.

2004

  1. Marek Gruszczynski, 2004, "Financial distress of companies in Poland," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 10, issue 4, pages 249-256, November, DOI: 10.1007/BF02295137.
  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, volume 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, volume 344, issue 1, pages 184-189, DOI: 10.1016/j.physa.2004.06.113.
  4. Keblowski, Piotr & Welfe, Aleksander, 2004, "The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root," Economics Letters, Elsevier, volume 85, issue 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, volume 35, issue 3, pages 205-219.

2000

  1. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000, "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, volume 17, issue 3, pages 339-357, August.
  2. Welfe, Aleksander, 2000, "Modeling inflation in Poland," Economic Modelling, Elsevier, volume 17, issue 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, volume 61, issue 1, pages 17-21, October.
  2. Osiewalski, Jacek & Welfe, Aleksander, 1998, "The price-wage mechanism: An endogenous switching model," European Economic Review, Elsevier, volume 42, issue 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, volume 30, issue 2-3, pages 205-220.

1996

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

1991

  1. Welfe, Aleksander, 1991, "Modelling Wages in Centrally Planned Economies: The Case of Poland," Economic Change and Restructuring, Springer, volume 24, issue 1, pages 47-58.

1990

  1. Welfe, Aleksander, 1990, "State budget and inflation processes : Estimates for Poland," Journal of Public Economics, Elsevier, volume 43, issue 2, pages 161-180, November.

Undated

  1. Gruszczyński, Marek, undated, "List od Redaktora Naczelnego," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2018, issue 1, DOI: 10.22004/ag.econ.359146.
  2. Brzoza-Brzezina, Michał & Kotłowski, Jacek, undated, "Bezwzględna stopa inflacji w gospodarce polskiej," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2009, issue 9, DOI: 10.22004/ag.econ.356696.
  3. Welfe, Aleksander & Karp, Piotr, undated, "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2017, issue 4, DOI: 10.22004/ag.econ.359131.

Books

2020

  1. Marek Gruszczyński, 2020, "Financial Microeconometrics," Springer Books, Springer, number 978-3-030-34219-7, ISBN: ARRAY(0x72a9d870), DOI: 10.1007/978-3-030-34219-7.

Chapters

2018

  1. Marek Gruszczyński, 2018, "Financial Microeconometrics as Research Methodology in Corporate Finance and Accounting," Springer Proceedings in Business and Economics, Springer, in: Tadeusz Dudycz & Grażyna Osbert-Pociecha & Bogumiła Brycz, "Efficiency in Business and Economics", DOI: 10.1007/978-3-319-68285-3_6.

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, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_3.

2004

  1. Aleksander Welfe & Piotr Karp & Piotr Keblowski, 2004, "Modelling Polish Economy," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69008-0.

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