Piotr Wdowiński
(Piotr Wdowinski)

Personal Details

First Name:	Piotr
Middle Name:
Last Name:	Wdowinski
Suffix:
RePEc Short-ID:	pwd1
	[This author has chosen not to make the email address public]
	http://www.katek.uni.lodz.pl

Affiliation

(60%) Wydział Ekonomiczno-Socjologiczny
Uniwersytet Łódzki

Łódź, Poland
http://www.eksoc.uni.lodz.pl/
RePEc:edi:welodpl (more details at EDIRC)

(40%) Narodowy Bank Polski

Warszawa, Poland
http://www.nbp.pl/
RePEc:edi:nbpgvpl (more details at EDIRC)

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. Dobromił Serwa & Piotr Wdowiński, 2016. "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers 246, Narodowy Bank Polski.

   Cited by:

   1. Lidiema, Caspah, 2018. "Intra-market linkages in the financial sector and their effects on financial inclusion," KBA Centre for Research on Financial Markets and Policy Working Paper Series 28, Kenya Bankers Association (KBA).
   2. Ulrichs Magdalena, 2018. "Identification of Financial and Macroeconomic Shocks in a Var Model of the Polish Economy. A Stability Analysis," Economics and Business Review, Sciendo, vol. 4(1), pages 29-43, April.
   3. Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.

2. Piotr Wdowinski & Marta Malecka, 2010. "Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets," CESifo Working Paper Series 2974, CESifo.

   Cited by:

   1. Lai, Jing-yi, 2012. "Shock-dependent conditional skewness in international aggregate stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 72-83.

3. Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo.

   Cited by:

   1. Konrad, Kai A. & Skaperdas, Stergios, 1999. "The Market for Protection and the Origin of the State," CEPR Discussion Papers 2173, C.E.P.R. Discussion Papers.
      • Kai A. Konrad & Stergios Skaperdas, 2005. "The Market for Protection and the Origin of the State," CESifo Working Paper Series 1578, CESifo.
      • Konrad, Kai A. & Skaperdas, Stergios, 2012. "The market for protection and the origin of the state," Munich Reprints in Economics 13961, University of Munich, Department of Economics.
      • Kai Konrad & Stergios Skaperdas, 2012. "The market for protection and the origin of the state," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(2), pages 417-443, June.
   2. Irena Vodenska & Lou Chitkushev, 2013. "Impact of Euro Adoption on Emerging European Countries," Management, University of Primorska, Faculty of Management Koper, vol. 8(1), pages 49-70.

4. Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series 1570, CESifo.

   Cited by:

   1. Konrad, Kai A. & Skaperdas, Stergios, 1999. "The Market for Protection and the Origin of the State," CEPR Discussion Papers 2173, C.E.P.R. Discussion Papers.
      • Kai A. Konrad & Stergios Skaperdas, 2005. "The Market for Protection and the Origin of the State," CESifo Working Paper Series 1578, CESifo.
      • Konrad, Kai A. & Skaperdas, Stergios, 2012. "The market for protection and the origin of the state," Munich Reprints in Economics 13961, University of Munich, Department of Economics.
      • Kai Konrad & Stergios Skaperdas, 2012. "The market for protection and the origin of the state," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(2), pages 417-443, June.

5. Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo.

   Cited by:

   1. Marshall, Andrew & Maulana, Tubagus & Tang, Leilei, 2009. "The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 250-259, December.
   2. Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo.

Articles

1. Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.

   Cited by:

   1. Mariusz Kapuściński, 2022. "The short-term effects of changes in capital regulations in Poland," NBP Working Papers 350, Narodowy Bank Polski.
   2. Robert Socha & Piotr Wdowiński, 2018. "Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 103-135.
   3. Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.

2. Piotr Wdowiński, 2014. "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.

   Cited by:

   1. Zawadzki Adam, 2023. "Macroeconomic Determinants of Credit Risk on the Example of Non-performing Loans," Central European Economic Journal, Sciendo, vol. 10(57), pages 275-286, January.
   2. Aleksandra Ostrowska, 2023. "Makroekonomiczne determinanty jakości kredytów dla sektora niefinansowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 54(5), pages 541-556.

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 5 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-FIN: Finance (3) 2004-05-02 2005-12-09 2005-12-09
2. NEP-MAC: Macroeconomics (3) 2005-12-09 2016-11-06 2019-09-23
3. NEP-TRA: Transition Economics (3) 2004-05-02 2005-12-09 2019-09-23
4. NEP-FMK: Financial Markets (2) 2005-12-09 2005-12-09
5. NEP-ECM: Econometrics (1) 2016-11-06
6. NEP-EEC: European Economics (1) 2005-12-09
7. NEP-FOR: Forecasting (1) 2005-12-09
8. NEP-IFN: International Finance (1) 2004-05-02

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