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Details about Mateusz Pipień

E-mail:
Homepage:http://www.cyf-kr.edu.pl/~eepipien
Postal address:Department of Empirical Analyses of Economic Stability, Cracow University of Economics, Rakowicka 27, 31-510 Kraków, Poland
Workplace:Uniwersytet Ekonomiczny w Krakowie (Cracow University of Economics), (more information at EDIRC)

Access statistics for papers by Mateusz Pipień.

Last updated 2021-04-06. Update your information in the RePEc Author Service.

Short-id: ppi193


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Working Papers

2019

  1. Optimal level of capital in the Polish banking sector
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads

2015

  1. Do regulations and supervision shape the capital crunch effect of large banks in the EU?
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management Downloads
  2. Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  3. Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  4. 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)
  5. THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management Downloads
    See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2018)
  6. The impact of capital on lending in publicly-traded and privately- held banks in the EU
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management Downloads View citations (1)
  7. The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization
    Working Papers, Institute of Economic Research Downloads
    See also Journal Article in Equilibrium. Quarterly Journal of Economics and Economic Policy (2016)

2014

  1. The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management Downloads View citations (6)
  2. What drives heterogeneity of loan loss provisions’ procyclicality in the EU?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. What drives heterogeneity of procyclicality of loan loss provisions in the EU?
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management Downloads View citations (5)

2013

  1. Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management (2013) Downloads View citations (1)
  2. Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads

2012

  1. Almost periodically correlated time series in business fluctuations analysis
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  2. On the empirical importance of periodicity in the volatility of financial time series
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)

Journal Articles

2019

  1. The heterogeneity of convergence in transition countries
    Post-Communist Economies, 2019, 31, (1), 75-105 Downloads

2018

  1. Returns to skills and work experience in Europe. Same or different?
    Bank i Kredyt, 2018, 49, (5), 433-460 Downloads
  2. The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks
    Central European Journal of Economic Modelling and Econometrics, 2018, 10, (2), 133-167 Downloads
    See also Working Paper (2015)
  3. Time-varying asymmetry and tail thickness in long series of daily financial returns
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (5), 21 Downloads View citations (2)

2017

  1. Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models
    Dynamic Econometric Models, 2017, 17, 97-114 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. What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?
    Journal of Financial Services Research, 2017, 51, (1), 55-96 Downloads View citations (27)

2016

  1. Cross-country linkages as determinants of procyclicality of loan loss provisions
    The European Journal of Finance, 2016, 22, (11), 965-984 Downloads View citations (3)
  2. 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)
  3. THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2016, 11, (1), 43-59 Downloads
    See also Working Paper (2015)

2015

  1. 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
  2. Szacunki kwartalnego PKB w polskich województwach
    Gospodarka Narodowa. The Polish Journal of Economics, 2015, (5), 145-169 Downloads View citations (2)

2013

  1. 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 (6)

2012

  1. 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 Downloads View citations (17)

2008

  1. On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns
    Dynamic Econometric Models, 2008, 8, 61-66 Downloads

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)
  2. The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate
    Dynamic Econometric Models, 2006, 7, 179-188 Downloads

2004

  1. Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable
    Dynamic Econometric Models, 2004, 6, 25-36 Downloads
  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 (23)
 
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