Details about Łukasz Lenart

Access statistics for papers by Łukasz Lenart.

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

Short-id: ple916

Working Papers

2015

1. Statistical analysis of business cycle fluctuations in Poland before and after the crisis
   Working Papers, Institute of Economic Research
   See also Journal Article 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 (2016) View citations (2) (2016)

2012

2. Almost periodically correlated time series in business fluctuations analysis
   NBP Working Papers, Narodowy Bank Polski 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
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 View citations (1)
3. Subsampling for nonstationary time series with non-zero mean function
   Statistics & Probability Letters, 2017, 129, (C), 252-259 View citations (1)

2016

4. Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach
   Bank i Kredyt, 2016, 47, (5), 365-394 View citations (1)
5. 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
6. 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 View citations (2)
   See also Working Paper Statistical analysis of business cycle fluctuations in Poland before and after the crisis, Working Papers (2015) (2015)

2015

7. Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
   Dynamic Econometric Models, 2015, 15, 27-47
8. 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

2013

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

2008

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