Details about Aleksander Welfe

Access statistics for papers by Aleksander Welfe.

Last updated 2023-11-08. 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 (15) (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

2023

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

2022

2. 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
3. The Cointegrated VAR Model with Deterministic Structural Breaks
   Central European Journal of Economic Modelling and Econometrics, 2022, 14, (3), 335-350

2020

4. Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity
   Eastern European Economics, 2020, 58, (5), 415-435 View citations (4)
5. The Tobit cointegrated vector autoregressive model: An application to the currency market
   Economic Modelling, 2020, 89, (C), 88-100 View citations (7)
6. 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

7. 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

2017

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

2016

10. An Exchange Rate Model with Market Pressures and a Contagion Effect
    Emerging Markets Finance and Trade, 2016, 52, (12), 2706-2720 View citations (7)

2014

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

2012

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

2011

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

2010

15. Estimation of the equilibrium exchange rate: The CHEER approach
    Journal of International Money and Finance, 2010, 29, (7), 1385-1397 View citations (12)

2007

16. 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

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

2002

18. 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

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

1998

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

1997

22. 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

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

1991

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

1990

25. 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