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Details about Łukasz Lenart

Workplace:Uniwersytet Ekonomiczny w Krakowie (Cracow University of Economics), (more information at EDIRC)

Access statistics for papers by Łukasz Lenart.

Last updated 2018-01-31. Update your information in the RePEc Author Service.

Short-id: ple916


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Working Papers

2015

  1. Statistical analysis of business cycle fluctuations in Poland before and after the crisis
    Working Papers, Institute of Economic Research Downloads
    See also Journal Article in Equilibrium. Quarterly Journal of Economics and Economic Policy (2016)

2012

  1. Almost periodically correlated time series in business fluctuations analysis
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)

Journal Articles

2017

  1. Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment
    Central European Journal of Economic Modelling and Econometrics, 2017, 9, (1), 29-67 Downloads
  2. 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, 2017, 9, (3), 201-241 Downloads View citations (1)
  3. Subsampling for nonstationary time series with non-zero mean function
    Statistics & Probability Letters, 2017, 129, (C), 252-259 Downloads View citations (1)

2016

  1. Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach
    Bank i Kredyt, 2016, 47, (5), 365-394 Downloads
  2. Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series
    Journal of Time Series Analysis, 2016, 37, (3), 369-404 Downloads
  3. STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2016, 11, (4), 769-783 Downloads View citations (2)
    See also Working Paper (2015)

2015

  1. Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
    Dynamic Econometric Models, 2015, 15, 27-47 Downloads
  2. 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, 2015, 7, (3), 169-186 Downloads

2013

  1. Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
    Journal of Multivariate Analysis, 2013, 115, (C), 252-269 Downloads View citations (10)
  2. Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (2), 85-102 Downloads View citations (7)

2008

  1. Subsampling in testing autocovariance for periodically correlated time series
    Journal of Time Series Analysis, 2008, 29, (6), 995-1018 Downloads View citations (6)
 
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