Details about Błażej Mazur

Access statistics for papers by Błażej Mazur.

Last updated 2018-06-10. Update your information in the RePEc Author Service.

Short-id: pma2193

Working Papers

2017

1. Density Forecasts of Polish Industrial Production: a Probabilistic Perspective on Business Cycle Fluctuations
   Working Papers, Institute of Economic Research

2015

2. 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

3. On the empirical importance of periodicity in the volatility of financial time series
   NBP Working Papers, Narodowy Bank Polski View citations (21)

Journal Articles

2017

1. Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models
   Dynamic Econometric Models, 2017, 17, 97-114
2. Probabilistic predictive analysis of business cycle fluctuations in Polish economy
   Equilibrium. Quarterly Journal of Economics and Economic Policy, 2017, 12, (3), 435-452 View citations (2)

2016

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 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

4. Density forecasts based on disaggregate data: nowcasting Polish inflation
   Dynamic Econometric Models, 2015, 15, 71-87 View citations (3)

2012

5. On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
   Central European Journal of Economic Modelling and Econometrics, 2012, 4, (2), 95-116 View citations (22)

2006

6. Imposing Economic Restrictions in a VECM-form Demand System
   Dynamic Econometric Models, 2006, 7, 269-280 View citations (1)