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Mateusz Pipien
(Mateusz Pipień)

This is information that was supplied by Mateusz Pipien in registering through RePEc. If you are Mateusz Pipien , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Mateusz
Middle Name:
Last Name:Pipien
Suffix:
RePEc Short-ID:ppi193
Email:
Homepage:http://www.cyf-kr.edu.pl/~eepipien
Postal Address:Department of Econometrics and Operations Research, Cracow University of Economics, Rakowicka 27, 31-510 Kraków, Poland
Phone:
Location: Kraków, Poland
Homepage: http://www.uek.krakow.pl/
Email:
Phone: (012) 616-72-00
Fax: (012) 412-06-28
Postal: Kraków, ul. Rakowicka 27
Handle: RePEc:edi:aekrapl (more details at EDIRC)
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  1. 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.
  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. 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.
  4. 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.
  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.
  6. 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.
  7. Mateusz Pipień, 2013. "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," National Bank of Poland Working Papers 151, National Bank of Poland, Economic Institute.
  8. Łukasz Lenart & Mateusz Pipień, 2012. "Almost periodically correlated time series in business fluctuations analysis," National Bank of Poland Working Papers 107, National Bank of Poland, Economic Institute.
  9. Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," National Bank of Poland Working Papers 124, National Bank of Poland, Economic Institute.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2014-07-05 2014-10-13 2014-10-17 2015-01-26 2015-04-19. Author is listed
  2. NEP-BEC: Business Economics (1) 2012-02-20
  3. NEP-CBA: Central Banking (1) 2015-01-26
  4. NEP-CFN: Corporate Finance (3) 2014-07-05 2014-10-17 2015-01-26. Author is listed
  5. NEP-ECM: Econometrics (3) 2012-02-20 2012-10-27 2013-05-22. Author is listed
  6. NEP-EEC: European Economics (2) 2014-10-13 2015-01-26. Author is listed
  7. NEP-ETS: Econometric Time Series (3) 2012-02-20 2012-10-27 2013-05-22. Author is listed
  8. NEP-EUR: Microeconomic European Issues (1) 2014-10-13
  9. NEP-IAS: Insurance Economics (1) 2014-07-05
  10. NEP-MAC: Macroeconomics (6) 2014-07-05 2014-10-13 2014-10-17 2015-01-26 2015-04-19 2015-04-19. Author is listed
  11. NEP-TRA: Transition Economics (1) 2015-04-19

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