Details about Jacek Osiewalski

Access statistics for papers by Jacek Osiewalski.

Last updated 2024-01-07. Update your information in the RePEc Author Service.

Short-id: pos80

Working Papers

2004

1. Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
   Econometrics, University Library of Munich, Germany View citations (4)
   Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (14)
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (2)
   See also Journal Article Bayesian analysis of long memory and persistence using ARFIMA models, Journal of Econometrics, Elsevier (1997) View citations (30) (1997)

1997

2. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997) View citations (1)
   See also Journal Article A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies, Economic Change and Restructuring, Springer (2000) View citations (25) (2000)
3. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (129)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (1)
   See also Journal Article Bayesian efficiency analysis through individual effects: Hospital cost frontiers, Journal of Econometrics, Elsevier (1997) View citations (158) (1997)

1996

4. Classical and Bayesian Inference Robustness in Multivariate Regression models
   Working Papers, Catholique de Louvain - Institut de statistique View citations (5)
5. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
   Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) View citations (3)
   See also Journal Article Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models, Journal of Productivity Analysis, Springer (1998) View citations (25) (1998)
6. On the Use of Panel Data in Bayesian Stochastic Frontier Models
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) View citations (1)
7. Robust Bayesian Inference on Scale Parameters
   Other publications TiSEM, Tilburg University, School of Economics and Management
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)
   Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1996)
   See also Journal Article Robust Bayesian Inference on Scale Parameters, Journal of Multivariate Analysis, Elsevier (2001) (2001)

1995

8. Inference Robustness in Multivariate Models with a Scale Parameter
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (2)
   Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (2)
9. 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) View citations (9)
10. The Components of Output Growth: A Croos-Country Analysis
    Working Papers, Tilburg - Center for Economic Research View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (8)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (9)

1994

11. Bayesian efficiency analysis with a flexible form: The aim cost function
    Discussion Paper, Tilburg University, Center for Economic Research View citations (34)
    See also Journal Article Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (37) (1994)
12. Hospital efficiency analysis through individual effects: A Bayesian approach
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
13. Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) View citations (1)

1993

14. Bayesian efficiency analysis with a flexible cost function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
15. 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) View citations (1)
16. Robust Bayesian inference in elliptical regression models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)
    Also in Working Papers, Tilburg - Center for Economic Research (1990) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
    See also Journal Article Robust bayesian inference in elliptical regression models, Journal of Econometrics, Elsevier (1993) View citations (17) (1993)
17. 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)

1992

18. Bayesian long-run prediction in time series models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
    See also Journal Article Bayesian long-run prediction in time series models, Journal of Econometrics, Elsevier (1995) View citations (11) (1995)
19. Bayesian marginal equivalence of elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
    Working Papers, Tilburg - Center for Economic Research (1991)
    See also Journal Article Bayesian marginal equivalence of elliptical regression models, Journal of Econometrics, Elsevier (1993) View citations (1) (1993)
20. Posterior inference on long-run impulse responses
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
21. Posterior moments of scale parameters in elliptical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
22. Robust Bayesian inference in Iq-Spherical models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)
23. Stochastic frontier models: a bayesian perspective
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)
    See also Journal Article Stochastic frontier models: A Bayesian perspective, Journal of Econometrics, Elsevier (1994) View citations (201) (1994)

1991

24. A Bayesian note on competing correlation structures in the dynamic linear regression model
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Working Papers, Tilburg - Center for Economic Research (1991)
    See also Journal Article A Bayesian note on competing correlation structures in the dynamic linear regression model, Economics Letters, Elsevier (1992) View citations (2) (1992)
25. 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) View citations (6)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1989)
    See also Journal Article A note on Bayesian inference in a regression model with elliptical errors, Journal of Econometrics, Elsevier (1991) View citations (9) (1991)
26. Robust bayesian inference in empirical regression models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)

1990

27. 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)
    See also Journal Article Posterior inference on the degrees of freedom parameter in multivariate-t regression models, Economics Letters, Elsevier (1991) View citations (2) (1991)
28. 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) View citations (3)
29. SEMI-CONJUGATE PRIOR DENSITIES IN MULTIVARIATE T REGRESSION MODELS
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1990) View citations (1)

1989

30. 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) View citations (1)
31. 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)

1988

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

Undated

33. 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 The Price-Wage Mechanism in Poland: An Endogenous Switching Model, Economic Change and Restructuring, Springer (1997) View citations (1) (1997)

Journal Articles

2021

1. Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework
   Central European Journal of Economic Modelling and Econometrics, 2021, 13, (4), 455-486 View citations (1)

2020

2. Bayesian comparison of production function-based and time-series GDP models
   Empirical Economics, 2020, 58, (3), 1355-1380 View citations (5)

2019

3. Joint modelling of two count variables when one of them can be degenerate
   Computational Statistics, 2019, 34, (1), 153-171

2016

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

2013

5. 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 View citations (7)
6. A Note on Lenk’s Correction of the Harmonic Mean Estimator
   Central European Journal of Economic Modelling and Econometrics, 2013, 5, (4), 271-275 View citations (4)

2012

7. 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 View citations (3)

2011

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

2010

9. 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 View citations (7)

2009

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

2006

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

2004

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

2001

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

2000

15. A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    Economic Change and Restructuring, 2000, 33, (3), 185-202 View citations (25)
    See also Working Paper A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies, Discussion Paper (1997) View citations (1) (1997)
16. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (62)

1999

17. 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 View citations (3)
18. The Components of Output Growth: A Stochastic Frontier Analysis
    Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-487 View citations (62)

1998

19. Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
    Journal of Productivity Analysis, 1998, 10, (1), 103-117 View citations (25)
    See also Working Paper Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models, Discussion Paper (1996) View citations (4) (1996)
20. The price-wage mechanism: An endogenous switching model
    European Economic Review, 1998, 42, (2), 365-374 View citations (6)

1997

21. Bayesian analysis of long memory and persistence using ARFIMA models
    Journal of Econometrics, 1997, 76, (1-2), 149-169 View citations (30)
    See also Working Paper Bayesian Analysis of Long Memory and Persistence using ARFIMA Models, Econometrics (2004) View citations (4) (2004)
22. Bayesian efficiency analysis through individual effects: Hospital cost frontiers
    Journal of Econometrics, 1997, 76, (1-2), 77-105 View citations (158)
    See also Working Paper Bayesian efficiency analysis through individual effects: Hospital cost frontiers, LIDAM Reprints CORE (1997) View citations (129) (1997)
23. On the use of panel data in stochastic frontier models with improper priors
    Journal of Econometrics, 1997, 79, (1), 169-193 View citations (84)
24. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Economic Change and Restructuring, 1997, 30, (2), 205-220 View citations (1)
    Also in Economic Change and Restructuring, 1997, 30, (2-3), 205-20 (1997) View citations (1)
    See also Working Paper The Price-Wage Mechanism in Poland: An Endogenous Switching Model, Ace Project Memoranda View citations (2)

1996

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

1995

26. Bayesian long-run prediction in time series models
    Journal of Econometrics, 1995, 69, (1), 61-80 View citations (11)
    See also Working Paper Bayesian long-run prediction in time series models, UC3M Working papers. Economics (1992) View citations (1) (1992)

1994

27. Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
    Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations (37)
    See also Working Paper Bayesian efficiency analysis with a flexible form: The aim cost function, Discussion Paper (1994) View citations (34) (1994)
28. Posterior Properties of Long-Run Impulse Responses
    Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (4)
29. Stochastic frontier models: A Bayesian perspective
    Journal of Econometrics, 1994, 61, (2), 273-303 View citations (201)
    See also Working Paper Stochastic frontier models: a bayesian perspective, UC3M Working papers. Economics (1992) View citations (2) (1992)

1993

30. Bayesian marginal equivalence of elliptical regression models
    Journal of Econometrics, 1993, 59, (3), 391-403 View citations (1)
    See also Working Paper Bayesian marginal equivalence of elliptical regression models, UC3M Working papers. Economics (1992) (1992)
31. Regression Models under Competing Covariance Structures: A Bayesian Perspective
    Annals of Economics and Statistics, 1993, (32), 65-79 View citations (7)
32. Robust bayesian inference in elliptical regression models
    Journal of Econometrics, 1993, 57, (1-3), 345-363 View citations (17)
    See also Working Paper Robust Bayesian inference in elliptical regression models, LIDAM Reprints CORE (1993) View citations (11) (1993)

1992

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

1991

34. A note on Bayesian inference in a regression model with elliptical errors
    Journal of Econometrics, 1991, 48, (1-2), 183-193 View citations (9)
    See also Working Paper A note on Bayesian inference in a regression model with elliptical errors, LIDAM Reprints CORE (1991) View citations (6) (1991)
35. Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    Economics Letters, 1991, 37, (4), 391-397 View citations (2)
    See also Working Paper POSTERIOR INFERENCE ON THE DEGREES OF FREEDOM PARAMETER IN MULTIVARIATE-T REGRESSION MODELS, Working Papers (1990) (1990)

Chapters

2004

1. Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
   A chapter in New Directions in Macromodelling, 2004, pp 173-196