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Details about Joanna Bruzda

Homepage:http://www.umk.pl/~bruzdaj
Phone:+48 56 611 4629
Postal address:Department of Logistics Faculty of Economic Sciences and Management Nicolaus Copernicus University Gagarina 13A 87-100 Torun Poland
Workplace:Wydział Nauk Ekonomicznych i Zarządzania (Faculty of Economic Sciences and Management), Uniwersytet Mikolaja Kopernika w Toruniu (Nicolas Copernicus University), (more information at EDIRC)

Access statistics for papers by Joanna Bruzda.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pbr449


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Working Papers

2011

  1. On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (1)

Journal Articles

2020

  1. Demand forecasting under fill rate constraints—The case of re-order points
    International Journal of Forecasting, 2020, 36, (4), 1342-1361 Downloads View citations (1)
  2. Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches
    Central European Journal of Operations Research, 2020, 28, (1), 309-336 Downloads View citations (3)
  3. The wavelet scaling approach to forecasting: Verification on a large set of Noisy data
    Journal of Forecasting, 2020, 39, (3), 353-367 Downloads View citations (2)

2019

  1. Complex analytic wavelets in the measurement of macroeconomic risks
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (2)
  2. Quantile smoothing in supply chain and logistics forecasting
    International Journal of Production Economics, 2019, 208, (C), 122-139 Downloads View citations (4)

2017

  1. Real and complex wavelets in asset classification: An application to the US stock market
    Finance Research Letters, 2017, 21, (C), 115-125 Downloads View citations (4)

2016

  1. Quantile forecasting in operational planning and inventory management – an initial empirical verification
    Dynamic Econometric Models, 2016, 16, 5-20 Downloads View citations (3)

2015

  1. Amplitude and phase synchronization of European business cycles: a wavelet approach
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (5), 625-655 Downloads View citations (1)

2011

  1. Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries
    Bank i Kredyt, 2011, 42, (3), 5-32 Downloads View citations (8)
  2. Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis
    Dynamic Econometric Models, 2011, 11, 155-170 Downloads View citations (1)
  3. Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2011, 5, 1-46 Downloads View citations (2)
  4. The Haar Wavelet Transfer Function Model and Its Applications
    Dynamic Econometric Models, 2011, 11, 141-154 Downloads

2010

  1. Detection of collusion in an industry with application of wavelet analysis – empirical research
    Acta Universitatis Nicolai Copernici, Ekonomia, 2010, 41, 27-42 Downloads View citations (1)
  2. European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis
    Dynamic Econometric Models, 2010, 10, 15-30 Downloads View citations (1)

2009

  1. SYNCHRONIZATION OF BUSINESS CYCLES IN POLAND AND THE EURO ZONE – THE WAVELET DOMAIN APPROACH
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2009, 3, (2), 9-25 Downloads

2008

  1. Output-Capital Nexus in the Solow and Romer Growth Models. LSTR or ESTR Cointegration?
    Dynamic Econometric Models, 2008, 8, 103-110 Downloads

2006

  1. Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis
    Dynamic Econometric Models, 2006, 7, 113-124 Downloads

2004

  1. Wavelet vs. Spectral Analysis of an Economic Process
    Dynamic Econometric Models, 2004, 6, 183-194 Downloads

Chapters

2014

  1. Forecasting via Wavelet Denoising: The Random Signal Case
    Springer View citations (2)

2009

  1. Testing for Second-Order LSTR Cointegration – Some Simulation and Empirical Results
    Chapter 2 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2009, vol. 7, pp 23-39 Downloads

2007

  1. Examination of the Term Structure of Interest Rates in Poland – Linear and Non-Linear Cointegration Analysis
    Chapter 4 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 5, pp 59-78 Downloads

2006

  1. The Cost-of-Carry Model for the FW20 Futures Contracts: Threshold Cointegration Framework
    Chapter 11 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 2, pp 183-205 Downloads

2005

  1. Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD
    Chapter 11 in Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, 2005, vol. 192, pp 177-193 Downloads

2004

  1. Non-Linear Integration and Cointegration. Testing an Example of Verification of the PPP Hypothesis
    Chapter 5 in Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, 2004, vol. 177, pp 79-94 Downloads
 
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