Publications
by members of
Uniwersytet Łódzki → Wydział Ekonomiczno-Socjologiczny → Katedra Modeli i Prognoz Ekonometrycznych
University of Lodz → Faculty of Economics and Sociology → Chair of Econometric Models and Forecasts
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 | Chapters |
Working papers
2018
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2018, Mar.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020, "Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 1, pages 5-32, March, DOI: 10.1007/s10182-018-00347-9.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
- Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181590.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2018, Sep.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020, "Constructing joint confidence bands for impulse response functions of VAR models – A review," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 69-83, DOI: 10.1016/j.ecosta.2018.10.002.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1762.
2017
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1642.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Estimation of structural impulse responses: short-run versus long-run identifying restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 102, issue 2, pages 229-244, April, DOI: 10.1007/s10182-017-0300-9.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168061.
2016
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016, "Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1564.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, volume 55, issue 4, pages 1389-1411, December, DOI: 10.1007/s00181-017-1325-3.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016, "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201616.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2016, "Calculating joint confidence bands for impulse response functions using highest density regions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-017.
- Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016, "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145537.
2015
- Bogna Gawronska-Nowak & Wojciech Grabowski, 2015, "Using genetic algorithm in dynamic model of speculative attack," Working Papers, Institute of Economic Research, number 51/2015, Apr, revised Apr 2015.
- Bogna Gawronska-Nowak & Wojciech Grabowski, 2016, "Using Genetic Algorithm In Dynamic Model Of Speculative Attack," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 2, pages 287-306, June, DOI: 10.12775/EQUIL.2016.013.
2014
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," CESifo Working Paper Series, CESifo, number 4634.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1354.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2014, "Confidence bands for impulse responses: Bonferroni versus Wald," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-007.
- Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100597.
2013
- Krzysztof Szczygielski & Wojciech Grabowski & Richard Woodward, 2013, "Innovation and the Growth of Service Firms:The Polish Case," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0453, Jun.
- Krzysztof Szczygielski & Wojciech Grabowski & Richard Woodward, 2013, "External vs Internal Determinants of Firm Technology Strategy:Evidence from the Polish Services Sector," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0454, Jun.
- Wojciech Grabowski & Teoman Pamukcu & Krzysztof Szczygielski & Sinan Tandogan, 2013, "Does Government Support for Private Innovation Matter? Firm-Level Evidence from Turkey and Poland," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0458, Aug.
- Wojciech Grabowski & Krzysztof Szczygielski & M. Teoman Pamukçu & Sinan Tandogan, 2013, "Does Government Support for Private Innovation Matter? Firm Level Evidence from Turkey and Poland," CASE Network E-briefs, CASE-Center for Social and Economic Research, number 3, Aug.
- Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2013, "Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?," NBP Working Papers, Narodowy Bank Polski, number 167.
- Humanicki, Marcin & Kelm, Robert & Olszewski, Krzysztof, 2013, "Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?," MPRA Paper, University Library of Munich, Germany, number 58410, Nov, revised Sep 2014.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013, "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1292.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2015, "Comparison of methods for constructing joint confidence bands for impulse response functions," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 782-798, DOI: 10.1016/j.ijforecast.2013.08.003.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013, "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201325.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2013, "Comparison of methods for constructing joint confidence bands for impulse response functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-031.
2012
- Wojciech Grabowski & Krzysztof Szczygielski, 2012, "Innovation Strategies and Productivity in the Polish Services Sector in the light of CIS 2008," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0448, Dec.
2011
- 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.
- 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.
2009
- Wojciech Grabowski & Krzysztof Szczygielski, 2009, "Are Unit Export Values Correct Measures of the Exports' Quality?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0393.
- Szczygielski, Krzysztof & Grabowski, Wojciech, 2012, "Are unit export values correct measures of the exports’ quality?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1189-1196, DOI: 10.1016/j.econmod.2012.03.008.
- Anna Staszewska-Bystrova, 2009, "Bootstrap Confidence Bands for Forecast Paths," Working Papers, COMISEF, number 024, Dec.
2007
- Wladyslaw Welfe, 2007, "Knowledge capital and total factor productivity," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 2, May.
2006
- Anna Staszewska, 2006, "Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods," Computing in Economics and Finance 2006, Society for Computational Economics, number 379, Jul.
- Staszewska, Anna, 2007, "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 121-132, September.
- John Aldrich & Anna Staszewska, 2006, "The experiment in macroeconometrics," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 12, May.
- John Aldrich & Anna Staszewska, 2007, "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 14, issue 2, pages 143-166, DOI: 10.1080/13501780701394060.
- 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.
2004
- Janusz Brzeszczynski & Robert Kelm, 2004, "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0409.
- 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
- 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
- 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.
- 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.
- Jacek Osiewalski & Aleksander Welfe, 1997, "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 205-220, May, DOI: 10.1023/A:1003015909891.
Journal articles
2025
- 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.
- 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.
2023
- Robert Kelm & Izabela Sobiech Pellegrini, 2023, "Import inflacji i sprzężenie płacowo-cenowe w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 48-70.
- 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
- Robert Kelm, 2022, "Determinants of the VAT Gap in EU Member States from 2000 to 2016," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 4, pages 225-262, December.
- Bystrov Victor & Naboka Viktoriia & Staszewska-Bystrova Anna & Winker Peter, 2022, "Cross-Corpora Comparisons of Topics and Topic Trends," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 242, issue 4, pages 433-469, August, DOI: 10.1515/jbnst-2022-0024.
- Anna Staszewska-Bystrova & Victor Bystrov, 2022, "The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-83.
- 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.
- 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
- Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021, "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 1, pages 43-83, March, DOI: 10.1007/s40822-020-00160-3.
2020
- Lukasz Arendt & Wojciech Grabowski & Iwona Kukulak-Dolata, 2020, "County-Level Patterns of Undeclared Work: An Empirical Analysis of a Highly Diversified Region in the European Union," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 149, issue 1, pages 271-295, May, DOI: 10.1007/s11205-019-02243-4.
- Wojciech Grabowski & Anna Staszewska-Bystrova, 2020, "The Role of Public Support for Innovativeness in SMEs Across European Countries and Sectors of Economic Activity," Sustainability, MDPI, volume 12, issue 10, pages 1-19, May.
- 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.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020, "Constructing joint confidence bands for impulse response functions of VAR models – A review," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 69-83, DOI: 10.1016/j.ecosta.2018.10.002.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2018, Sep.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1762.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020, "Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 1, pages 5-32, March, DOI: 10.1007/s10182-018-00347-9.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2018, Mar.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
- Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181590.
- 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.
- 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
- Wojciech Grabowski, 2019, "Does the use of professional legal assistance bring measurable benefits?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 17, pages 1444-1447, October, DOI: 10.1080/13504851.2019.1578850.
- Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019, "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 149-173, April.
- Wojciech Grabowski, 2019, "Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries," Sustainability, MDPI, volume 11, issue 22, pages 1-24, November.
- Lukasz Arendt & Wojciech Grabowski, 2019, "The role of firm-level factors and regional innovation capabilities for Polish SMEs," Journal of Entrepreneurship, Management and Innovation, Fundacja Upowszechniająca Wiedzę i Naukę "Cognitione", volume 15, issue 3, pages 11-44, DOI: 10.7341/20191531.
2018
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Estimation of structural impulse responses: short-run versus long-run identifying restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 102, issue 2, pages 229-244, April, DOI: 10.1007/s10182-017-0300-9.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1642.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168061.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, volume 55, issue 4, pages 1389-1411, December, DOI: 10.1007/s00181-017-1325-3.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016, "Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1564.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016, "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201616.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2016, "Calculating joint confidence bands for impulse response functions using highest density regions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-017.
- 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.
- 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
- Szczygielski, Krzysztof & Grabowski, Wojciech & Pamukcu, Mehmet Teoman & Tandogan, Vedat Sinan, 2017, "Does government support for private innovation matter? Firm-level evidence from two catching-up countries," Research Policy, Elsevier, volume 46, issue 1, pages 219-237, DOI: 10.1016/j.respol.2016.10.009.
- Wojciech Grabowski & Ewa Stawasz, 2017, "Sovereign Bond Spreads in the EMU Peripheral Countries. The Role of the Outright Monetary Transactions," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 360-373, DOI: 10.18267/j.pep.618.
- Krzysztof Szczygielski & Wojciech Grabowski & Richard Woodward, 2017, "Innovation and the growth of service companies: the variety of firm activities and industry effects," Industry and Innovation, Taylor & Francis Journals, volume 24, issue 3, pages 249-262, April, DOI: 10.1080/13662716.2016.1232191.
- Lukasz Arendt & Wojciech Grabowski, 2017, "Innovations, ICT and ICT-driven labour productivity in Poland," The Economics of Transition, The European Bank for Reconstruction and Development, volume 25, issue 4, pages 723-758, October.
- Grabowski, Wojciech & Stawasz, Edward, 2017, "The Role of Business Consulting in Creating Knowledge and Formulating a Strategy of Development in Polish Micro-Enterprises," Journal of East European Management Studies, Nomos Verlagsgesellschaft mbH & Co. KG, volume 22, issue 3, pages 374-396, DOI: 10.5771/0949-6181-2017-3-374.
- Robert Kelm, 2017, "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 1-27, March.
- Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2017, "Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 2, pages 115-135, June.
- Grabowski Daniel & Staszewska-Bystrova Anna & Winker Peter, 2017, "Generating prediction bands for path forecasts from SETAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-18, December, DOI: 10.1515/snde-2016-0066.
- 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
- Bogna Gawronska-Nowak & Wojciech Grabowski, 2016, "Using Genetic Algorithm In Dynamic Model Of Speculative Attack," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 2, pages 287-306, June, DOI: 10.12775/EQUIL.2016.013.
- Bogna Gawronska-Nowak & Wojciech Grabowski, 2015, "Using genetic algorithm in dynamic model of speculative attack," Working Papers, Institute of Economic Research, number 51/2015, Apr, revised Apr 2015.
- 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.
- Robert Kelm, 2016, "Eksport, import i kurs złotego: 2000−2014," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 6, pages 585-620.
- Anna Staszewska-Bystrova & Peter Winker, 2016, "Improved bootstrap prediction intervals for SETAR models," Statistical Papers, Springer, volume 57, issue 1, pages 89-98, March, DOI: 10.1007/s00362-014-0643-1.
2015
- Wojciech Grabowski & Ewa Stawasz & Justyna Wieloch, 2015, "Wpływ porozumień handlowych na synchronizację gospodarki meksykańskiej z gospodarką światową / Impact of the Mexican trade agreements on its business cycle synchronization with the world economy," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 12, pages 205-216, December.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2015, "Confidence Bands for Impulse Responses: Bonferroni vs. Wald," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 6, pages 800-821, December.
- Bystrov, Victor & Staszewska-Bystrova, Anna & Rutkowski, Daniel & Hermanowski, Tomasz, 2015, "Effects of DRG-based hospital payment in Poland on treatment of patients with stroke," Health Policy, Elsevier, volume 119, issue 8, pages 1119-1125, DOI: 10.1016/j.healthpol.2015.04.017.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2015, "Comparison of methods for constructing joint confidence bands for impulse response functions," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 782-798, DOI: 10.1016/j.ijforecast.2013.08.003.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013, "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1292.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013, "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201325.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2013, "Comparison of methods for constructing joint confidence bands for impulse response functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-031.
2014
- Krzysztof Szczygielski & Wojciech Grabowski, 2014, "Innovation strategies and productivity in the Polish services sector," Post-Communist Economies, Taylor & Francis Journals, volume 26, issue 1, pages 17-38, March, DOI: 10.1080/14631377.2014.874226.
- Guziejewska, Beata & Grabowski, Wojciech & Bryndziak, Szymon, 2014, "Tax competition strategies in corporate income tax - the case of EU countries," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 10, issue 4, pages 1-19, DOI: 10.22004/ag.econ.246119.
- Beata Guziejewska & Wojciech Grabowski & Szymon Bryndziak, 2015, "Tax competition strategies in corporate income tax - The case of EU countries," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 253-271, January.
- Anna Staszewska-Bystrova & Peter Winker, 2014, "Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 89-104, June.
- 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
- Wojciech Grabowski & Ewa Stawasz, 2013, "Programy skupu aktywow Europejskiego Banku Centralnego w dobie kryzysu zadluzeniowego w strefie euro / European Central Bank’s asset purchase programs in the age of the debt crisis in the Eurozone," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 4, pages 5-21, December.
- Staszewska-Bystrova, Anna & Winker, Peter, 2013, "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, volume 29, issue 2, pages 221-233, DOI: 10.1016/j.ijforecast.2012.09.004.
- Staszewska-Bystrova Anna, 2013, "Modified Scheffé’s Prediction Bands," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 5-6, pages 680-690, October, DOI: 10.1515/jbnst-2013-5-608.
2012
- Szczygielski, Krzysztof & Grabowski, Wojciech, 2012, "Are unit export values correct measures of the exports’ quality?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1189-1196, DOI: 10.1016/j.econmod.2012.03.008.
- Wojciech Grabowski & Krzysztof Szczygielski, 2009, "Are Unit Export Values Correct Measures of the Exports' Quality?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0393.
- 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.
- 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.
- 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
- Grabowski, Wojciech & Welfe, Aleksander, 2011, "Global stability of dynamic models," Economic Modelling, Elsevier, volume 28, issue 3, pages 782-784, May.
- Anna Staszewska‐Bystrova, 2011, "Bootstrap prediction bands for forecast paths from vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 8, pages 721-735, December.
- Welfe, Wladyslaw, 2011, "Long-term macroeconometric models: The case of Poland," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 741-753, January.
2010
- Robert Kelm, 2010, "The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 315-349, September.
- Victor Bystrov & Anna Staszewska-Bystrova, 2010, "On the power of direct tests for rational expectations against the alternative of constant gain learning," Bank i Kredyt, Narodowy Bank Polski, volume 41, issue 6, pages 71-84.
- 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
- Wojciech Grabowski, 2009, "Restriction Testing in Binary Choice Model with I(1) Regressors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 4, pages 301-309, December.
2007
- Staszewska, Anna, 2007, "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 121-132, September.
- Anna Staszewska, 2006, "Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods," Computing in Economics and Finance 2006, Society for Computational Economics, number 379, Jul.
- John Aldrich & Anna Staszewska, 2007, "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 14, issue 2, pages 143-166, DOI: 10.1080/13501780701394060.
- John Aldrich & Anna Staszewska, 2006, "The experiment in macroeconometrics," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 12, May.
- 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.
2004
- 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
- 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
- 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.
- Welfe, Aleksander, 2000, "Modeling inflation in Poland," Economic Modelling, Elsevier, volume 17, issue 3, pages 375-385, August.
1998
- 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
- 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.
- Jacek Osiewalski & Aleksander Welfe, 1997, "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 205-220, May, DOI: 10.1023/A:1003015909891.
- 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.
1996
- Welfe, Aleksander, 1996, "The Price-Wage Inflationary Spiral in Poland," Economic Change and Restructuring, Springer, volume 29, issue 1, pages 33-50.
1993
- Welfe, Wladyslaw, 1993, "Topics in Macro-modelling of East European Countries in the Period of Transition," Economic Change and Restructuring, Springer, volume 26, issue 1, pages 105-126.
- Jusczak, Grazyna & Kazmierska, Maria Magdalena & Lapinska-Sobczak, Nina & Welfe, Wladyslaw, 1993, "Quarterly model of the polish economy in transition (with special emphasis on financial flows)," Economic Modelling, Elsevier, volume 10, issue 2, pages 127-149, April.
1992
- Welfe, Wladyslaw & Gajda, Jan & Zoltowska, Elzbieta, 1992, "On the methodology of constructing large econometric models of an East European economy (Poland) : A comment," Economic Modelling, Elsevier, volume 9, issue 2, pages 137-145, April.
1991
- 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.
- Welfe, Wladyslaw, 1991, "Multisectoral Econometric Models of the Centrally Planned Economies and the Disequilibria," Economic Change and Restructuring, Springer, volume 24, issue 3, pages 203-226.
1990
- 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
- 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.
- 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.
Chapters
2018
- Lukasz Arendt & Wojciech Grabowski, 2018, "Impact of ICT Utilization on Innovations and on Labor Productivity: Micro-level Analysis for Poland," Springer Proceedings in Business and Economics, Springer, in: Albertina Dias & Bror Salmelin & David Pereira & Miguel Sales Dias, "Modeling Innovation Sustainability and Technologies", DOI: 10.1007/978-3-319-67101-7_17.
2004
- 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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