Details about Aleksander Welfe

Access statistics for papers by Aleksander Welfe.

Last updated 2026-03-11. Update your information in the RePEc Author Service.

Short-id: pwe261

Working Papers

2011

1. A Risk-Driven Approach to Exchange-Rate Modelling
   Working Papers, Department of Applied Econometrics, Warsaw School of Economics
   See also Journal Article A risk-driven approach to exchange rate modelling, Economic Modelling, Elsevier (2012) View citations (17) (2012)

2006

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

2004

3. 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

1994

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

Undated

5. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
   Ace Project Memoranda, Department of Economics, University of Leicester View citations (2)
   See also Journal Article The Price-Wage Mechanism in Poland: An Endogenous Switching Model, Economic Change and Restructuring, Springer (1997) View citations (1) (1997)

Journal Articles

2025

1. Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych
   Gospodarka Narodowa. The Polish Journal of Economics, 2025, (4), 45-56
2. Speed of Convergence to Normality When Regressors Are Nonstationary
   Oxford Bulletin of Economics and Statistics, 2025, 87, (5), 871-879

2023

3. Forecasting nonstationary time series
   Journal of Forecasting, 2023, 42, (7), 1930-1949

2022

4. A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter?
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2022, 242, (4), 501-520 View citations (1)
5. The Cointegrated VAR Model with Deterministic Structural Breaks
   Central European Journal of Economic Modelling and Econometrics, 2022, 14, (3), 335-350 View citations (1)

2020

6. Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity
   Eastern European Economics, 2020, 58, (5), 415-435 View citations (4)
7. The Tobit cointegrated vector autoregressive model: An application to the currency market
   Economic Modelling, 2020, 89, (C), 88-100 View citations (7)
8. Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model
   Baltic Journal of Economics, 2020, 20, (1), 59-73

2018

9. 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
   Also in Gospodarka Narodowa-The Polish Journal of Economics, 2018, 2018, (4) (2018)

2017

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

2016

12. An Exchange Rate Model with Market Pressures and a Contagion Effect
    Emerging Markets Finance and Trade, 2016, 52, (12), 2706-2720 View citations (9)

2014

13. Asymmetric Price Adjustments in the Fuel Market
    Central European Journal of Economic Modelling and Econometrics, 2014, 6, (2), 105-127 View citations (10)

2012

14. A risk-driven approach to exchange rate modelling
    Economic Modelling, 2012, 29, (4), 1473-1482 View citations (17)
    See also Working Paper A Risk-Driven Approach to Exchange-Rate Modelling, Working Papers (2011) (2011)
15. Price-wage nexus and the role of a tax system
    Economic Change and Restructuring, 2012, 45, (1), 121-133 View citations (5)

2011

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

2010

17. Estimation of the equilibrium exchange rate: The CHEER approach
    Journal of International Money and Finance, 2010, 29, (7), 1385-1397 View citations (15)

2007

18. 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 View citations (7)

2004

19. The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root
    Economics Letters, 2004, 85, (2), 257-263 View citations (15)

2002

20. Wage and Price Inflation in Poland in the Period of Transition: The Cointegration Analysis
    Economic Change and Restructuring, 2002, 35, (3), 205-19 View citations (4)

2000

21. Modeling inflation in Poland
    Economic Modelling, 2000, 17, (3), 375-385 View citations (12)
22. Modelling economies in transition: an introduction
    Economic Modelling, 2000, 17, (3), 339-357 View citations (13)

1998

23. The price-wage mechanism: An endogenous switching model
    European Economic Review, 1998, 42, (2), 365-374 View citations (7)

1997

24. The Price-Wage Mechanism in Poland: An Endogenous Switching Model
    Economic Change and Restructuring, 1997, 30, (2-3), 205-20 View citations (1)
    Also in Economic Change and Restructuring, 1997, 30, (2), 205-220 (1997) View citations (1)
    See also Working Paper The Price-Wage Mechanism in Poland: An Endogenous Switching Model, Ace Project Memoranda View citations (2)

1996

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

1991

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

1990

27. State budget and inflation processes: Estimates for Poland
    Journal of Public Economics, 1990, 43, (2), 161-180 View citations (3)

Chapters

2004

1. Modelling Polish Economy
   A chapter in New Directions in Macromodelling, 2004, pp 197-211