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Details about Jacek Osiewalski

Homepage:http://www.cyf-kr.edu.pl/~eeosiewa/
Workplace:Uniwersytet Ekonomiczny w Krakowie (Cracow University of Economics), (more information at EDIRC)

Access statistics for papers by Jacek Osiewalski.

Last updated 2017-02-20. Update your information in the RePEc Author Service.

Short-id: pos80


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Working Papers

2004

  1. Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    Econometrics, University Library of Munich, Germany Downloads View citations (4)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) Downloads View citations (2)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (1997)

1997

  1. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in Economic Change and Restructuring (2000)
  2. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (49)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (1997)

1996

  1. Classical and Bayesian Inference Robustness in Multivariate Regression models
    Working Papers, Catholique de Louvain - Institut de statistique View citations (5)
  2. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
    See also Journal Article in Journal of Productivity Analysis (1998)
  3. On the Use of Panel Data in Bayesian Stochastic Frontier Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  4. Robust Bayesian Inference on Scale Parameters
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1996) Downloads

    See also Journal Article in Journal of Multivariate Analysis (2001)

1995

  1. Inference Robustness in Multivariate Models with a Scale Parameter
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads View citations (2)
  2. Measuring the Sources of Output Growth in a Panel of Countries
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (9)
  3. The Components of Output Growth: A Croos-Country Analysis
    Working Papers, Tilburg - Center for Economic Research View citations (6)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) Downloads View citations (9)
    Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads View citations (8)

1994

  1. Bayesian efficiency analysis with a flexible form: The aim cost function
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (33)
    See also Journal Article in Journal of Business & Economic Statistics (1994)
  2. Hospital efficiency analysis through individual effects: A Bayesian approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
  3. Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (16)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) Downloads View citations (1)

1993

  1. Bayesian efficiency analysis with a flexible cost function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. Marginal Equivalence in V-Spherical Models
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1993) Downloads View citations (1)
  3. Robust Bayesian inference in elliptical regression models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    Also in Working Papers, Tilburg - Center for Economic Research (1990) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

    See also Journal Article in Journal of Econometrics (1993)
  4. The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1993) Downloads

1992

  1. Bayesian long-run prediction in time series models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1995)
  2. Bayesian marginal equivalence of elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1991)
    Discussion Paper, Tilburg University, Center for Economic Research (1991) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (1993)
  3. Posterior inference on long-run impulse responses
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  4. Posterior moments of scale parameters in elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  5. Robust Bayesian inference in Iq-Spherical models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)
  6. Stochastic frontier models: a bayesian perspective
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (1994)

1991

  1. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1991)

    See also Journal Article in Economics Letters (1992)
  2. A note on Bayesian inference in a regression model with elliptical errors
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1989)

    See also Journal Article in Journal of Econometrics (1991)
  3. Robust bayesian inference in empirical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)

1990

  1. POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

    See also Journal Article in Economics Letters (1991)
  2. REGRESSION MODELS UNDER COMPETING COVARIANCE MATRICES: A BAYSIAN PERSPECTIVE
    Working Papers, Tilburg - Center for Economic Research View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads View citations (3)
  3. SEMI-CONJUGATE PRIOR DENSITIES IN MULTIVARIATE T REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1990) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads View citations (1)

1989

  1. A BAYESIAN ANALYSIS OF EXOGENEITY IN MODELS POOLING TIME- SERIES AND CROSS -SECTION DATA
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads View citations (1)
  2. POSTERIOR DENSITIES FOR NONLINEAR REGRESSION WITH EQUICORRELATED ERRORS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

1988

  1. Posterior and predictive densities for nonlinear regression: A partly linear model case
    Research Memorandum, Tilburg University, School of Economics and Management Downloads View citations (2)

Undated

  1. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Ace Project Memoranda, Department of Economics, University of Leicester View citations (2)
    See also Journal Article in Economic Change and Restructuring (1997)

Journal Articles

2016

  1. Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification
    Central European Journal of Economic Modelling and Econometrics, 2016, 8, (4), 241-271 Downloads View citations (2)

2013

  1. A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (1), 65-83 Downloads View citations (6)
  2. A Note on Lenk’s Correction of the Harmonic Mean Estimator
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (4), 271-275 Downloads View citations (4)

2012

  1. Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
    Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 169-197 Downloads View citations (3)

2011

  1. Bayesian Variations on the Frisch and Waugh Theme
    Central European Journal of Economic Modelling and Econometrics, 2011, 3, (1), 39-47 Downloads

2010

  1. Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
    Central European Journal of Economic Modelling and Econometrics, 2010, 2, (4), 253-277 Downloads View citations (6)

2009

  1. Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
    Central European Journal of Economic Modelling and Econometrics, 2009, 1, (2), 179-202 Downloads View citations (22)

2006

  1. Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)
    Dynamic Econometric Models, 2006, 7, 25-36 Downloads View citations (1)

2004

  1. Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable
    Dynamic Econometric Models, 2004, 6, 25-36 Downloads View citations (1)
  2. Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
    Journal of Econometrics, 2004, 123, (2), 371-391 Downloads View citations (28)

2001

  1. Robust Bayesian Inference on Scale Parameters
    Journal of Multivariate Analysis, 2001, 77, (1), 54-72 Downloads
    See also Working Paper (1996)

2000

  1. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Economic Change and Restructuring, 2000, 33, (3), 185-202 Downloads View citations (25)
    See also Working Paper (1997)
  2. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (61)

1999

  1. Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, 8, (2), 339-344 Downloads View citations (3)

1998

  1. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Journal of Productivity Analysis, 1998, 10, (1), 103-117 Downloads View citations (24)
    See also Working Paper (1996)
  2. The price-wage mechanism: An endogenous switching model
    European Economic Review, 1998, 42, (2), 365-374 Downloads View citations (6)

1997

  1. Bayesian analysis of long memory and persistence using ARFIMA models
    Journal of Econometrics, 1997, 76, (1-2), 149-169 Downloads View citations (28)
    See also Working Paper (2004)
  2. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    Journal of Econometrics, 1997, 76, (1-2), 77-105 Downloads View citations (145)
    See also Working Paper (1997)
  3. On the use of panel data in stochastic frontier models with improper priors
    Journal of Econometrics, 1997, 79, (1), 169-193 Downloads View citations (81)
  4. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Economic Change and Restructuring, 1997, 30, (2), 205-220 Downloads View citations (1)
    Also in Economic Change and Restructuring, 1997, 30, (2-3), 205-20 (1997) Downloads View citations (1)

    See also Working Paper

1996

  1. Correction [Posterior Properties of Long-Run Impulse Responses]
    Journal of Business & Economic Statistics, 1996, 14, (2), 257

1995

  1. Bayesian long-run prediction in time series models
    Journal of Econometrics, 1995, 69, (1), 61-80 Downloads View citations (10)
    See also Working Paper (1992)

1994

  1. Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
    Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations (33)
    See also Working Paper (1994)
  2. Posterior Properties of Long-Run Impulse Responses
    Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (4)
  3. Stochastic frontier models: A Bayesian perspective
    Journal of Econometrics, 1994, 61, (2), 273-303 Downloads View citations (182)
    See also Working Paper (1992)

1993

  1. Bayesian marginal equivalence of elliptical regression models
    Journal of Econometrics, 1993, 59, (3), 391-403 Downloads View citations (1)
    See also Working Paper (1992)
  2. Regression Models under Competing Covariance Structures: A Bayesian Perspective
    Annals of Economics and Statistics, 1993, (32), 65-79 Downloads View citations (7)
  3. Robust bayesian inference in elliptical regression models
    Journal of Econometrics, 1993, 57, (1-3), 345-363 Downloads View citations (16)
    See also Working Paper (1993)

1992

  1. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Economics Letters, 1992, 40, (4), 383-388 Downloads View citations (2)
    See also Working Paper (1991)

1991

  1. A note on Bayesian inference in a regression model with elliptical errors
    Journal of Econometrics, 1991, 48, (1-2), 183-193 Downloads View citations (6)
    See also Working Paper (1991)
  2. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Economics Letters, 1991, 37, (4), 391-397 Downloads View citations (2)
    See also Working Paper (1990)
 
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