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Ewa Marta Syczewska

Personal Details

First Name:Ewa
Middle Name:Marta
Last Name:Syczewska
Suffix:
RePEc Short-ID:psy33

Affiliation

Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie

Warszawa, Poland
http://www.sgh.waw.pl/instytuty/zes

: + (48)(22) 49 12 51
+ (48)(22) 49 53 12
02-513 Warszawa, ul. Madalinskiego 6/8
RePEc:edi:dxwawpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ewa Syczewska, 2011. "Assessment of growth for countries of European Union," Working Papers 59, Department of Applied Econometrics, Warsaw School of Economics.
  2. Ewa M. Syczewska, 2010. "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers 45, Department of Applied Econometrics, Warsaw School of Economics.
  3. Ewa M. Syczewska, 2010. "Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008," Working Papers 46, Department of Applied Econometrics, Warsaw School of Economics.
  4. Ewa M. Syczewska, "undated". "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda 96/4, Department of Economics, University of Leicester.

Articles

  1. Ewa M. Syczewska, 2014. "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 93-104.
  2. 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.
  3. Ewa M. Syczewska, 2006. "The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 209-220.
  4. Orłowski, A. & Struzik, Z.R. & Syczewska, E. & Załuska-Kotur, M.A., 2004. "Fluctuation dynamics of exchange rates on Polish financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 184-189.
  5. Ewa Marta Syczewska, 2004. "Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 159-172.
  6. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, vol. 61(1), pages 17-21, October.

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. Ewa M. Syczewska, 2010. "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers 45, Department of Applied Econometrics, Warsaw School of Economics.

    Cited by:

    1. Navoda Edirisinghe & Selliah Sivarajasingham & John Nigel, 2015. "An Empirical Study of the Fisher Effect and the Dynamic Relationship between Inflation and Interest Rate in Sri Lanka," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(1), pages 47-62, January.
    2. Ali Razmi & Saeed Golian & Zahra Zahmatkesh, 2017. "Non-Stationary Frequency Analysis of Extreme Water Level: Application of Annual Maximum Series and Peak-over Threshold Approaches," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(7), pages 2065-2083, May.

Articles

  1. Ewa M. Syczewska, 2014. "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 93-104.

    Cited by:

    1. Ausloos, Marcel & Nedic, Olgica & Dekanski, Aleksandar & Mrowinski, Maciej J. & Fronczak, Piotr & Fronczak, Agata, 2017. "Day of the week effect in paper submission/acceptance/rejection to/in/by peer review journals. II. An ARCH econometric-like modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 462-474.

  2. 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.

    Cited by:

    1. Ewa M. Syczewska, 2014. "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 93-104.

  3. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, vol. 61(1), pages 17-21, October.

    Cited by:

    1. Ogunsua, B.O. & Laoye, J.A., 2018. "Tsallis non-extensive statistical mechanics in the ionospheric detrended total electron content during quiet and storm periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 236-245.
    2. Nedialko Nestorov, 2015. "Cointegration Approach – Application Opportunities," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 110-140.
    3. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho.
    4. Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis, 2001. "Unit root and stationarity tests' wedding," Economics Letters, Elsevier, vol. 70(1), pages 1-8, January.
    5. Gabriel Bobeica & Elena Bojesteanu, 2008. "Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 7-18.
    6. Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1385-1397, November.
    7. Keblowski, Piotr & Welfe, Aleksander, 2004. "The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root," Economics Letters, Elsevier, vol. 85(2), pages 257-263, November.
    8. Kunst, Robert M., 2005. "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series 177, Institute for Advanced Studies.
    9. Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics.
    10. Peter Sephton, 2017. "Finite Sample Critical Values of the Generalized KPSS Stationarity Test," Computational Economics, Springer;Society for Computational Economics, vol. 50(1), pages 161-172, June.
    11. Cavalcante, Mileno, 2010. "An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009," MPRA Paper 24263, University Library of Munich, Germany.
    12. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.
    13. Kunst, Robert M., 2002. "Testing for Stationarity in a Cointegrated System," Economics Series 117, Institute for Advanced Studies.
    14. Gabriel, Vasco J., 2003. "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, vol. 78(1), pages 17-25, January.
    15. Berg, Nathan, 2004. "No-decision classification: an alternative to testing for statistical significance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 631-650, November.
    16. Henry, Olan T. & Olekalns, Nilss, 2002. "Does the Australian dollar real exchange rate display mean reversion," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 651-666, October.
    17. Choi, Chi-Young, 2004. "Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1159-1186.
    18. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for rational bubbles in banking indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 365-376.

More information

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Statistics

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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 4 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-ECM: Econometrics (2) 2010-10-02 2011-12-13
  2. NEP-ETS: Econometric Time Series (1) 2010-10-02

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