Details about Justyna Wróblewska

Access statistics for papers by Justyna Wróblewska.

Last updated 2026-05-11. Update your information in the RePEc Author Service.

Short-id: pwr35

Working Papers

2019

1. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries, International Economics, Elsevier (2020) View citations (2) (2020)

2015

2. Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2025

1. Bayesian analysis of seasonally cointegrated VAR models
   Econometrics and Statistics, 2025, 35, (C), 55-70

2024

2. Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?
   International Statistical Review, 2024, 92, (1), 62-86

2022

3. Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships
   Eurasian Economic Review, 2022, 12, (3), 427-448 View citations (1)

2020

4. Bayesian comparison of production function-based and time-series GDP models
   Empirical Economics, 2020, 58, (3), 1355-1380 View citations (5)
5. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries
   International Economics, 2020, 162, (C), 34-49 View citations (2)
   Also in International Economics, 2020, (162), 34-49 (2020) View citations (3)
   See also Working Paper Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries, MPRA Paper (2019) (2019)
6. Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models
   Central European Journal of Economic Modelling and Econometrics, 2020, 12, (4), 369-412 View citations (1)

2019

7. One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models
   Central European Journal of Economic Modelling and Econometrics, 2019, 11, (1), 23-45 View citations (3)

2017

8. VEC-MSF models in Bayesian analysis of short- and long-run relationships
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 22 View citations (3)

2016

9. Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation
   Economic Modelling, 2016, 58, (C), 249-262 View citations (12)

2015

10. Common Trends and Common Cycles – Bayesian Approach
    Central European Journal of Economic Modelling and Econometrics, 2015, 7, (2), 91-110

2012

11. Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
    Central European Journal of Economic Modelling and Econometrics, 2012, 4, (4), 253-267 View citations (2)

2011

12. Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    Central European Journal of Economic Modelling and Econometrics, 2011, 3, (3), 169-186 View citations (3)

2009

13. Bayesian Model Selection in the Analysis of Cointegration
    Central European Journal of Economic Modelling and Econometrics, 2009, 1, (1), 57-69 View citations (2)