EconPapers    
Economics at your fingertips  
 

Details about Aleksander Welfe

E-mail:
Homepage:http://econometrics.uni.lodz.pl
Postal address:Chair of Econometric Models and Forecasts 41, Rewolucji 1905r. Str. 90-214 Lodz Poland
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)
Zakład Ekonometrii Stosowanej (Department of Applied Econometrics), Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)

Access statistics for papers by Aleksander Welfe.

Last updated 2020-06-26. Update your information in the RePEc Author Service.

Short-id: pwe261


Jump to Journal Articles

Working Papers

2011

  1. A Risk-Driven Approach to Exchange-Rate Modelling
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads
    See also Journal Article in Economic Modelling (2012)

2006

  1. Price-Wage System with Taxation: Multivariate Cointegration Analysis
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads

2004

  1. Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads

1994

  1. The price-wage inflationary spiral: The mixed economic case
    Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE) Downloads View citations (2)

Undated

  1. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Ace Project Memoranda, Department of Economics, University of Leicester
    See also Journal Article in Economic Change and Restructuring (1997)

Journal Articles

2020

  1. The Tobit cointegrated vector autoregressive model: An application to the currency market
    Economic Modelling, 2020, 89, (C), 88-100 Downloads View citations (2)

2018

  1. Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1
    Gospodarka Narodowa. The Polish Journal of Economics, 2018, (4), 35-50 Downloads

2017

  1. Convergence-driven inflation and the channels of its absorption
    Journal of Policy Modeling, 2017, 39, (6), 1019-1034 Downloads View citations (3)
  2. Makroekonometryczny miesięczny model gospodarki Polski WM-1
    Gospodarka Narodowa. The Polish Journal of Economics, 2017, (4), 5-38 Downloads View citations (4)

2016

  1. An Exchange Rate Model with Market Pressures and a Contagion Effect
    Emerging Markets Finance and Trade, 2016, 52, (12), 2706-2720 Downloads View citations (4)

2014

  1. Asymmetric Price Adjustments in the Fuel Market
    Central European Journal of Economic Modelling and Econometrics, 2014, 6, (2), 105-127 Downloads View citations (7)

2012

  1. A risk-driven approach to exchange rate modelling
    Economic Modelling, 2012, 29, (4), 1473-1482 Downloads View citations (10)
    See also Working Paper (2011)
  2. Price-wage nexus and the role of a tax system
    Economic Change and Restructuring, 2012, 45, (1), 121-133 Downloads View citations (3)

2011

  1. Global stability of dynamic models
    Economic Modelling, 2011, 28, (3), 782-784 Downloads View citations (6)

2010

  1. Estimation of the equilibrium exchange rate: The CHEER approach
    Journal of International Money and Finance, 2010, 29, (7), 1385-1397 Downloads View citations (11)

2007

  1. Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland
    Emerging Markets Finance and Trade, 2007, 43, (4), 74-92 Downloads View citations (5)

2004

  1. The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root
    Economics Letters, 2004, 85, (2), 257-263 Downloads View citations (14)

2002

  1. Wage and Price Inflation in Poland in the Period of Transition: The Cointegration Analysis
    Economic Change and Restructuring, 2002, 35, (3), 205-19 Downloads View citations (3)

2000

  1. Modeling inflation in Poland
    Economic Modelling, 2000, 17, (3), 375-385 Downloads View citations (10)
  2. Modelling economies in transition: an introduction
    Economic Modelling, 2000, 17, (3), 339-357 Downloads View citations (13)

1998

  1. The price-wage mechanism: An endogenous switching model
    European Economic Review, 1998, 42, (2), 365-374 Downloads View citations (6)

1997

  1. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Economic Change and Restructuring, 1997, 30, (2), 205-220 Downloads View citations (1)
    Also in Economic Change and Restructuring, 1997, 30, (2-3), 205-20 (1997) Downloads View citations (1)

    See also Working Paper

1996

  1. The Price-Wage Inflationary Spiral in Poland
    Economic Change and Restructuring, 1996, 29, (1), 33-50 View citations (16)

1991

  1. Modelling Wages in Centrally Planned Economies: The Case of Poland
    Economic Change and Restructuring, 1991, 24, (1), 47-58 View citations (14)

1990

  1. State budget and inflation processes: Estimates for Poland
    Journal of Public Economics, 1990, 43, (2), 161-180 Downloads View citations (2)
 
Page updated 2020-11-29