Details about Ewa Marta Syczewska

Access statistics for papers by Ewa Marta Syczewska.

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Short-id: psy33

Working Papers

2011

1. Assessment of growth for countries of European Union
   Working Papers, Department of Applied Econometrics, Warsaw School of Economics
2. Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study
   Working Papers, Department of Applied Econometrics, Warsaw School of Economics
   Also in Ace Project Memoranda, Department of Economics, University of Leicester

2010

3. Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test
   Working Papers, Department of Applied Econometrics, Warsaw School of Economics View citations (9)
4. Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
   Working Papers, Department of Applied Econometrics, Warsaw School of Economics

Journal Articles

2014

1. The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis
   Dynamic Econometric Models, 2014, 14, 93-104 View citations (1)

2010

2. Increase of exchange rate risk during current crisis
   Collegium of Economic Analysis Annals, 2010, (21), 99-122 View citations (1)

2006

3. The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates
   Dynamic Econometric Models, 2006, 7, 209-220

2004

4. Fluctuation dynamics of exchange rates on Polish financial market
   Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 184-189 View citations (1)
5. Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates
   Dynamic Econometric Models, 2004, 6, 159-172

1998

6. Joint application of the Dickey-Fuller and KPSS tests
   Economics Letters, 1998, 61, (1), 17-21 View citations (27)