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Mateusz Pipien
(Mateusz Pipień)

Personal Details

First Name:Mateusz
Middle Name:
Last Name:Pipien
Suffix:
RePEc Short-ID:ppi193
http://www.cyf-kr.edu.pl/~eepipien
Department of Econometrics and Operations Research, Cracow University of Economics, Rakowicka 27, 31-510 Kraków, Poland

Affiliation

Uniwersytet Ekonomiczny w Krakowie

Kraków, Poland
http://www.uek.krakow.pl/

: (012) 616-72-00
(012) 412-06-28
Kraków, ul. Rakowicka 27
RePEc:edi:aekrapl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mateusz Pipien & Sylwia Roszkowska, 2015. "Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach," NBP Working Papers 226, Narodowy Bank Polski, Economic Research Department.
  2. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2015. "The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization," Working Papers 83/2015, Institute of Economic Research, revised Apr 2015.
  3. Mateusz Pipień & Sylwia Roszkowska, 2015. "Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters," NBP Working Papers 219, Narodowy Bank Polski, Economic Research Department.
  4. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "Do regulations and supervision shape the capital crunch effect of large banks in the EU?," Faculty of Management Working Paper Series 32015, University of Warsaw, Faculty of Management.
  5. Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015. "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers 71/2015, Institute of Economic Research, revised Apr 2015.
  6. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series 62015, University of Warsaw, Faculty of Management.
  7. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The impact of capital on lending in publicly-traded and privately- held banks in the EU," Faculty of Management Working Paper Series 72015, University of Warsaw, Faculty of Management.
  8. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2014. "What drives heterogeneity of procyclicality of loan loss provisions in the EU?," Faculty of Management Working Paper Series 32014, University of Warsaw, Faculty of Management.
  9. Olszak, Małgorzata & Pipień, Mateusz & Kowalska, Iwona & Roszkowska, Sylwia, 2014. "What drives heterogeneity of loan loss provisions’ procyclicality in the EU?," MPRA Paper 56834, University Library of Munich, Germany.
  10. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska, 2014. "The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision," Faculty of Management Working Paper Series 52014, University of Warsaw, Faculty of Management.
  11. Olszak, Małgorzata & Pipień, Mateusz, 2013. "Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification," MPRA Paper 53784, University Library of Munich, Germany.
  12. Mateusz Pipień, 2013. "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers 151, Narodowy Bank Polski, Economic Research Department.
  13. Łukasz Lenart & Mateusz Pipień, 2012. "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers 107, Narodowy Bank Polski, Economic Research Department.
  14. Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers 124, Narodowy Bank Polski, Economic Research Department.

Articles

  1. Małgorzata Olszak & Mateusz Pipień & Iwona Kowalska & Sylwia Roszkowska, 2017. "What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(1), pages 55-96, February.
  2. Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien, 2017. "Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 97-114.
  3. Łukasz Lenart & Mateusz Pipień, 2017. "Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 9(3), pages 201-241, September.
  4. Małgorzata Olszak & Mateusz Pipień, 2016. "Cross-country linkages as determinants of procyclicality of loan loss provisions," The European Journal of Finance, Taylor & Francis Journals, vol. 22(11), pages 965-984, September.
  5. Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016. "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 769-783, December.
  6. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
  7. Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa, Warsaw School of Economics, issue 5, pages 145-169.
  8. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(3), pages 169-186, September.
  9. Łukasz Lenart & Mateusz Pipień, 2013. "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(2), pages 85-102, June.
  10. Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 95-116, June.
  11. Mateusz Pipien, 2008. "On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 61-66.
  12. Jacek Osiewalski & Anna Pajor & Mateusz Pipien, 2006. "Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 25-36.
  13. Mateusz Pipien, 2006. "The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 179-188.
  14. Osiewalski, Jacek & Pipien, Mateusz, 2004. "Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland," Journal of Econometrics, Elsevier, vol. 123(2), pages 371-391, December.
  15. Jacek Osiewalski & Mateusz Pipien, 2004. "Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 25-36.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2014. "What drives heterogeneity of procyclicality of loan loss provisions in the EU?," Faculty of Management Working Paper Series 32014, University of Warsaw, Faculty of Management.

    Cited by:

    1. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
    2. Malgorzata Olszak, 2015. "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 72-96.
    3. Tito Tomas Siueia & Jianling Wang, 2017. "Loan Loss Provisions, Income Smooth, Signaling, Capital Management and Pro-Cyclicality: Empirical Evidence from Mozambique¡¯s Commercial Banks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 48-63, November.
    4. Yang, Ling, 2016. "Is Bank Supervision Effective? Evidence from the Allowance for Loan and Lease Losses," MPRA Paper 75761, University Library of Munich, Germany.
    5. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska, 2014. "The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision," Faculty of Management Working Paper Series 52014, University of Warsaw, Faculty of Management.

  2. Olszak, Małgorzata & Pipień, Mateusz & Kowalska, Iwona & Roszkowska, Sylwia, 2014. "What drives heterogeneity of loan loss provisions’ procyclicality in the EU?," MPRA Paper 56834, University Library of Munich, Germany.

    Cited by:

    1. Malgorzata Olszak, 2015. "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 72-96.

  3. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska, 2014. "The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision," Faculty of Management Working Paper Series 52014, University of Warsaw, Faculty of Management.

    Cited by:

    1. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
    2. Malgorzata Olszak & Sylwia Roszkowska & Marcell Zoltán Végh, 2017. "Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 11-36.
    3. Malgorzata Olszak, 2015. "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 72-96.
    4. Roulet, Caroline, 2018. "Basel III: Effects of capital and liquidity regulations on European bank lending," Journal of Economics and Business, Elsevier, vol. 95(C), pages 26-46.

  4. Olszak, Małgorzata & Pipień, Mateusz, 2013. "Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification," MPRA Paper 53784, University Library of Munich, Germany.

    Cited by:

    1. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(3), pages 169-186, September.

  5. Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers 124, Narodowy Bank Polski, Economic Research Department.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2014. "Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 59568, University Library of Munich, Germany, revised 2014.

Articles

  1. Małgorzata Olszak & Mateusz Pipień & Iwona Kowalska & Sylwia Roszkowska, 2017. "What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(1), pages 55-96, February.

    Cited by:

    1. Tito Tomas Siueia & Jianling Wang, 2017. "Loan Loss Provisions, Income Smooth, Signaling, Capital Management and Pro-Cyclicality: Empirical Evidence from Mozambique¡¯s Commercial Banks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 48-63, November.
    2. Malgorzata Olszak & Patrycja Chodnicka-Jaworska & Iwona Kowalska & Filip Œwita³a, 2017. "The effect of capital ratio on lending: Do loan-loss provisioning practices matter?," Faculty of Management Working Paper Series 22017, University of Warsaw, Faculty of Management.

  2. Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa, Warsaw School of Economics, issue 5, pages 145-169.

    Cited by:

    1. Piotr Krajewski, 2017. "Regionalne zróżnicowanie oddziaływania wydatków rządowych na zatrudnienie – wnioski z analizy SVAR," Bank i Kredyt, Narodowy Bank Polski, vol. 48(1), pages 73-96.

  3. Łukasz Lenart & Mateusz Pipień, 2013. "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(2), pages 85-102, June.

    Cited by:

    1. Łukasz Lenart & Mateusz Pipień, 2017. "Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 9(3), pages 201-241, September.
    2. Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 9(1), pages 29-67, March.
    3. Marta Skrzypczyńska, 2014. "Cyclical Processes in the Polish Economy," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(3), pages 153-192, September.
    4. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(3), pages 169-186, September.
    5. Dudek, Anna E. & Lenart, Łukasz, 2017. "Subsampling for nonstationary time series with non-zero mean function," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 252-259.
    6. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Dominique Dehay & Anna E. Dudek, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 327-351, May.

  4. Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 95-116, June.

    Cited by:

    1. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2504. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
    2. Silvennoinen Annastiina & Teräsvirta Timo, 2016. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 347-364, September.
    3. Ewa Ratuszny, 2015. "Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 129-156.
    4. Łukasz Lenart, 2016. "Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 369-404, May.
    5. Escribano, Álvaro & Sucarrat, Genaro, 2016. "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics 23436, Universidad Carlos III de Madrid. Departamento de Economía.
    6. Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers 07/2018, NIPE - Universidade do Minho.
    7. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 3108. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.
    8. Ewa Ratuszny, 2013. "Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(1), pages 35-63, March.
    9. Annastiina Silvennoinen & Timo Teräsvirta, 3108. "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers 2017-28, Department of Economics and Business Economics, Aarhus University.

  5. Osiewalski, Jacek & Pipien, Mateusz, 2004. "Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland," Journal of Econometrics, Elsevier, vol. 123(2), pages 371-391, December.

    Cited by:

    1. Jacek Kwiatkowski, 2006. "A Bayesian Estimation and Testing of STUR Models with Application to Polish Financial Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 151-160.
    2. Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
    3. Audrone Virbickaite & M. Concepción Ausín & Pedro Galeano, 2015. "Bayesian Inference Methods For Univariate And Multivariate Garch Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 76-96, February.
    4. Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
    5. Martin Burda & John M. Maheu, 2012. "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series 46_12, Rimini Centre for Economic Analysis.
    6. Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
    7. Jacek Osiewalski & Anna Pajor, 2009. "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(2), pages 179-202, November.
    8. Matteo Ciccarelli & Fabio Canova, 2006. "Estimating Multi-country VAR models," Computing in Economics and Finance 2006 478, Society for Computational Economics.
    9. Angela He & Alan Wan, 2009. "Predicting daily highs and lows of exchange rates: a cointegration analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(11), pages 1191-1204.
    10. Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers 124, Narodowy Bank Polski, Economic Research Department.
    11. Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 95-116, June.
    12. Chow, William W. & Fung, Michael K., 2008. "Volatility of stock price as predicted by patent data: An MGARCH perspective," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 64-79, January.
    13. Ehlers, Ricardo S., 2012. "Computational tools for comparing asymmetric GARCH models via Bayes factors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(5), pages 858-867.
    14. Martin Burda & John Maheu, 2011. "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers tecipa-438, University of Toronto, Department of Economics.
    15. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    16. Anna Pajor, 2008. "Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 147-154.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (8) 2014-07-05 2014-10-13 2014-10-17 2015-01-26 2015-02-28 2015-04-19 2015-06-05 2015-11-21. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2014-07-05 2014-10-13 2014-10-17 2015-01-26 2015-04-19 2015-04-19 2015-11-21 2015-11-21. Author is listed
  3. NEP-CFN: Corporate Finance (5) 2014-07-05 2014-10-17 2015-01-26 2015-06-05 2015-11-21. Author is listed
  4. NEP-EEC: European Economics (4) 2014-10-13 2015-01-26 2015-02-28 2015-11-21
  5. NEP-CBA: Central Banking (3) 2015-01-26 2015-02-28 2015-11-21
  6. NEP-ECM: Econometrics (3) 2012-02-20 2012-10-27 2013-05-22
  7. NEP-ETS: Econometric Time Series (3) 2012-02-20 2012-10-27 2013-05-22
  8. NEP-EUR: Microeconomic European Issues (2) 2014-10-13 2016-01-18
  9. NEP-RMG: Risk Management (2) 2015-02-28 2015-06-05
  10. NEP-TRA: Transition Economics (2) 2015-04-19 2015-11-21
  11. NEP-BEC: Business Economics (1) 2012-02-20
  12. NEP-EDU: Education (1) 2016-01-18
  13. NEP-IAS: Insurance Economics (1) 2014-07-05
  14. NEP-ORE: Operations Research (1) 2016-01-18

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