EconPapers    
Economics at your fingertips  
 

Details about Anna Staszewska-Bystrova

Workplace:Katedra Modeli i Prognoz Ekonometrycznych (Chair of Econometric Models and Forecasts), Wydział Ekonomiczno-Socjologiczny (Faculty of Economics and Sociology), Uniwersytet Łódzki (University of Lodz), (more information at EDIRC)

Access statistics for papers by Anna Staszewska-Bystrova.

Last updated 2018-12-03. Update your information in the RePEc Author Service.

Short-id: pst268


Jump to Journal Articles

Working Papers

2018

  1. Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review
    Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) Downloads
  2. Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads
    Also in Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology (2018) Downloads
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) Downloads

2017

  1. Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) Downloads

    See also Journal Article in AStA Advances in Statistical Analysis (2018)

2016

  1. Calculating Joint Bands for Impulse Response Functions using Highest Density Regions
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads
  2. Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2016) Downloads
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016) Downloads

    See also Journal Article in Empirical Economics (2018)

2014

  1. Confidence Bands for Impulse Responses: Bonferroni versus Wald
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (6)
    Also in Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads View citations (5)
    CESifo Working Paper Series, CESifo Group Munich (2014) Downloads View citations (5)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2014) Downloads View citations (7)

2013

  1. Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (7)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2013) Downloads View citations (10)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2013) Downloads View citations (11)

    See also Journal Article in International Journal of Forecasting (2015)

2009

  1. Bootstrap Confidence Bands for Forecast Paths
    Working Papers, COMISEF Downloads

2006

  1. Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  2. The experiment in macroeconometrics
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads
    See also Journal Article in Journal of Economic Methodology (2007)

Journal Articles

2018

  1. Calculating joint confidence bands for impulse response functions using highest density regions
    Empirical Economics, 2018, 55, (4), 1389-1411 Downloads
    See also Working Paper (2016)
  2. Estimation of structural impulse responses: short-run versus long-run identifying restrictions
    AStA Advances in Statistical Analysis, 2018, 102, (2), 229-244 Downloads
    See also Working Paper (2017)

2017

  1. Generating prediction bands for path forecasts from SETAR models
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (5), 18 Downloads View citations (4)

2016

  1. Improved bootstrap prediction intervals for SETAR models
    Statistical Papers, 2016, 57, (1), 89-98 Downloads

2015

  1. Comparison of methods for constructing joint confidence bands for impulse response functions
    International Journal of Forecasting, 2015, 31, (3), 782-798 Downloads View citations (15)
    See also Working Paper (2013)
  2. Confidence Bands for Impulse Responses: Bonferroni vs. Wald
    Oxford Bulletin of Economics and Statistics, 2015, 77, (6), 800-821 Downloads View citations (13)
  3. Effects of DRG-based hospital payment in Poland on treatment of patients with stroke
    Health Policy, 2015, 119, (8), 1119-1125 Downloads View citations (2)

2014

  1. Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
    Central European Journal of Economic Modelling and Econometrics, 2014, 6, (2), 89-104 Downloads View citations (6)

2013

  1. Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
    International Journal of Forecasting, 2013, 29, (2), 221-233 Downloads View citations (22)
  2. Modified Scheffé’s Prediction Bands
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2013, 233, (5-6), 680-690 Downloads View citations (11)

2011

  1. Bootstrap prediction bands for forecast paths from vector autoregressive models
    Journal of Forecasting, 2011, 30, (8), 721-735 Downloads View citations (32)

2010

  1. On the power of direct tests for rational expectations against the alternative of constant gain learning
    Bank i Kredyt, 2010, 41, (6), 71-84 Downloads

2007

  1. Representing uncertainty about response paths: The use of heuristic optimisation methods
    Computational Statistics & Data Analysis, 2007, 52, (1), 121-132 Downloads View citations (15)
    See also Working Paper (2006)
  2. The experiment in macroeconometrics
    Journal of Economic Methodology, 2007, 14, (2), 143-166 Downloads View citations (1)
    See also Working Paper (2006)
 
Page updated 2019-11-11