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Lukasz Lenart
(Łukasz Lenart)

Personal Details

First Name:Lukasz
Middle Name:
Last Name:Lenart
Suffix:
RePEc Short-ID:ple916
[This author has chosen not to make the email address public]

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. 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. Łukasz Lenart & Mateusz Pipień, 2012. "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers 107, Narodowy Bank Polski, Economic Research Department.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. Łukasz Lenart & Agnieszka Leszczyńska-Paczesna, 2016. "Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 365-394.
  5. 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.
  6. 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.
  7. 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.
  8. Lukasz Lenart, 2015. "Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 27-47.
  9. Lenart, Łukasz, 2013. "Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 252-269.
  10. 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.
  11. ŁUkasz Lenart & Jacek Leśkow & Rafał Synowiecki, 2008. "Subsampling in testing autocovariance for periodically correlated time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 995-1018, November.

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. 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.

    Cited by:

    1. Mariusz Zielinski, 2018. "Effect of the economic situation on employment and its structure in the Central and Eastern European countries," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 17(3), pages 329-337, September.

Articles

  1. 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.

    Cited by:

    1. 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.

  2. 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.

    Cited by:

  3. 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.
    See citations under working paper version above.
  4. Lenart, Łukasz, 2013. "Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 252-269.

    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, 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. A. Dudek, 2015. "Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 313-335, April.
    8. Lukasz Lenart, 2015. "Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 27-47.

  5. 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.

  6. ŁUkasz Lenart & Jacek Leśkow & Rafał Synowiecki, 2008. "Subsampling in testing autocovariance for periodically correlated time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 995-1018, November.

    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, 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.
    3. 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.
    4. 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.
    5. 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.

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 2 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-BEC: Business Economics (1) 2012-02-20
  2. NEP-ECM: Econometrics (1) 2012-02-20
  3. NEP-ETS: Econometric Time Series (1) 2012-02-20
  4. NEP-MAC: Macroeconomics (1) 2015-04-19
  5. NEP-TRA: Transition Economics (1) 2015-04-19

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