EconPapers    
Economics at your fingertips  
 

Details about Mateusz Pipień

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 2024-03-08. Update your information in the RePEc Author Service.

Short-id: ppi193


Jump to Journal Articles Chapters

Working Papers

2023

  1. Monetary policy transmission mechanism in Poland What do we know in 2023?
    NBP Working Papers, Narodowy Bank Polski Downloads

2019

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

2017

  1. The Heterogeneity of Convergence in Transition Countries
    Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology Downloads
    See also Journal Article The heterogeneity of convergence in transition countries, Post-Communist Economies, Taylor & Francis Journals (2019) Downloads View citations (4) (2019)

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 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 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 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) Downloads View citations (2) (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 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, Central European Journal of Economic Modelling and Econometrics (2018) Downloads (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 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, Institute of Economic Research (2016) Downloads (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 (12)
  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 Downloads

2012

  1. Almost periodically correlated time series in business fluctuations analysis
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (1)
  2. On the empirical importance of periodicity in the volatility of financial time series
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (21)

Journal Articles

2024

  1. Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector
    Bank i Kredyt, 2024, 55, (1), 1-20 Downloads

2022

  1. On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries
    Central European Journal of Economic Modelling and Econometrics, 2022, 14, (3), 303-333 Downloads

2019

  1. The heterogeneity of convergence in transition countries
    Post-Communist Economies, 2019, 31, (1), 75-105 Downloads View citations (4)
    See also Working Paper The Heterogeneity of Convergence in Transition Countries, Lodz Economics Working Papers (2017) Downloads (2017)

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 THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS, Faculty of Management Working Paper Series (2015) Downloads (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 (3)

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 (41)

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 (5)
  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 Statistical analysis of business cycle fluctuations in Poland before and after the crisis, Working Papers (2015) Downloads (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 The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization, Working Papers (2015) Downloads (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 (7)

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 (20)

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 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)

Chapters

2010

  1. A Coordinate Free Conditional Distributions in Multivariate GARCH Models
    Chapter 7 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 99-111 Downloads

2009

  1. The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data
    Chapter 3 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2009, vol. 7, pp 41-58 Downloads

2007

  1. Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
    Chapter 8 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 3, pp 123-140 Downloads

2006

  1. Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models
    Chapter 4 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 2, pp 67-80 Downloads
  2. Bayes Factors for Bivariate GARCH and SV Models
    Chapter 1 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 2, pp 15-35 Downloads View citations (1)

2005

  1. Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models
    Chapter 13 in Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, 2005, vol. 192, pp 213-227 Downloads
  2. Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions
    Chapter 15 in Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, 2005, vol. 192, pp 251-269 Downloads

2004

  1. Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries
    Chapter 14 in Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, 2004, vol. 177, pp 219-238 Downloads
 
Page updated 2024-05-20