Details about Joanna Bruzda

Access statistics for papers by Joanna Bruzda.

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

Short-id: pbr449

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) 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 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 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 View citations (3)

2019

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

2017

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

2016

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

2015

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

2011

9. Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries
   Bank i Kredyt, 2011, 42, (3), 5-32 View citations (9)
10. Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis
    Dynamic Econometric Models, 2011, 11, 155-170 View citations (1)
11. 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 View citations (2)
12. The Haar Wavelet Transfer Function Model and Its Applications
    Dynamic Econometric Models, 2011, 11, 141-154

2010

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

2009

15. 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

2008

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

2006

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

2004

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

Chapters

2014

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

2009

2. 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

2007

3. 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

2006

4. 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

2005

5. 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

2004

6. 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