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Central European Journal of Economic Modelling and Econometrics

2009 - 2019

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Volume 11, issue 1, 2019

How do savings of different sectors respond to interest rate change? pp. 1-22 Downloads
Michał Gradzewicz
One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models pp. 23-45 Downloads
Justyna Wróblewska and Anna Pajor
Bayesian comparison of bivariate Copula-GARCH and MGARCH models pp. 47-71 Downloads
Justyna Mokrzycka

Volume 10, issue 4, 2018

Adjustment processes resulting in equilibrium in the private ownership economy pp. 305-332 Downloads
Agnieszka Lipieta
Measuring the Natural Rates of Interest in Germany and Italy pp. 333-353 Downloads
Victor Bystrov
Demographics, retirement age, and real interest rates in Poland pp. 355-385 Downloads
Jan Acedański and Julia Włodarczyk

Volume 10, issue 3, 2018

Optimal fiscal policy in an emerging economy with credit constraints: theory and application for Poland pp. 169-231 Downloads
Michał Konopczyński
Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries pp. 233-262 Downloads
Łukasz Lenart
Crude oil price and speculative activity: a cointegration analysis pp. 263-304 Downloads
Robert Socha and Piotr Wdowiński

Volume 10, issue 2, 2018

Factor-Biased Technical Change and Specialization Patterns pp. 75-100 Downloads
Jürgen Meckl and Ivan Savin
Does the Way of Financing Quantitative Easing Programmes Matter? pp. 101-131 Downloads
Anna Duszak
The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks pp. 133-167 Downloads
Małgorzata Olszak, Mateusz Pipień, Sylwia Roszkowska and Iwona Kowalska

Volume 10, issue 1, 2018

Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks pp. 1-25 Downloads
Abderrazak Ben Maatoug, Rim Lamouchi, Russell Davidson and Ibrahim Fatnassi
A Multiple State Model for Premium Calculation when Several Premium-Paid States are Involved pp. 27-52 Downloads
Joanna Dębicka and Beata Zmyślona
Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview pp. 53-73 Downloads
Daniel Kosiorowski, Dominik Mielczarek and Jerzy P. Rydlewski

Volume 9, issue 4, 2017

Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes pp. 275-321 Downloads
Michał Lewandowski
Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models pp. 323-357 Downloads
Dobromił Serwa and Piotr Wdowiński
A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria pp. 359-377 Downloads
Aleksandar Vasilev

Volume 9, issue 3, 2017

Modelling and Forecasting WIG20 Daily Returns pp. 173-200 Downloads
Cristina Amado, Annastiina Silvennoinen and Timo Teräsvirta
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries pp. 201-241 Downloads
Łukasz Lenart and Mateusz Pipień
The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms pp. 243-273 Downloads
Jerzy Marzec and Andrzej Pisulewski

Volume 9, issue 2, 2017

Innovativeness of Banks as a Driver of Social Welfare pp. 97-113 Downloads
Beata Cialowicz and Andrzej Malawski
Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately? pp. 115-135 Downloads
Marcin Humanicki, Robert Kelm and Krzysztof Olszewski
Life Cycle Income and Consumption Patterns in Poland pp. 137-172 Downloads
Aleksandra Kolasa

Volume 9, issue 1, 2017

The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty pp. 1-27 Downloads
Robert Kelm
Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment pp. 29-67 Downloads
Łukasz Lenart
Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models pp. 69-95 Downloads
Kamil Makieła

Volume 8, issue 4, 2016

Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison pp. 203-217 Downloads
Piotr Kębłowski
A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision pp. 219-239 Downloads
Jakub Boratyński
Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification pp. 241-271 Downloads
Jacek Osiewalski and Krzysztof Osiewalski

Volume 8, issue 3, 2016

Liberalisation of International Trade – The Case of Asymmetric Countries pp. 143-160 Downloads
Krzysztof Kosiec
Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices pp. 161-179 Downloads
Maciej Kostrzewski
The Impact of Fiscal Reform on Indonesian Macroeconomy: A CGE Framework pp. 181-202 Downloads
Herbert W. V. Hasudungan and Sulthon Sabaruddin

Volume 8, issue 2, 2016

Regional Economic Impact Assessment with Missing Input-Output Data: A Spatial Econometrics Approach for Poland pp. 61-91 Downloads
Andrzej Torój
Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model pp. 93-114 Downloads
Renata Wróbel-Rotter
Regional Differences in Gender Wage Gaps in Poland: New Estimates Based on Harmonized Data for Wages pp. 115-141 Downloads
Aleksandra Majchrowska and Pawel Strawinski

Volume 8, issue 1, 2016

The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach pp. 1-20 Downloads
Roman Huptas
Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality pp. 21-42 Downloads
Damian Stelmasiak and Grzegorz Szafrański
Credit Risk of FX Loans in Poland. Debt Service Burden and the Effect of Neutralization of Currency Depreciation by Foreign Interest Rates pp. 43-59 Downloads
Zuzanna Wośko

Volume 7, issue 4, 2015

Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets pp. 187-204 Downloads
Agnieszka Lipieta
Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models pp. 205-217 Downloads
Marcin Owczarczuk
A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models pp. 219-247 Downloads
Lukasz Kwiatkowski

Volume 7, issue 3, 2015

Risk Perception and Risk Attitude on a Tax Evasion Context pp. 127-149 Downloads
Nuno Trindade Magessi and Luis Antunes
Efficiency of the Reversed First-Price Sealed Bid Auctions with a Dynamic Run-Off. Results of Experiments pp. 151-167 Downloads
Paweł Kuśmierczyk
Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA pp. 169-186 Downloads
Łukasz Lenart and Mateusz Pipień

Volume 7, issue 2, 2015

Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems pp. 71-90 Downloads
Niyazi Onur Bakir
Common Trends and Common Cycles – Bayesian Approach pp. 91-110 Downloads
Justyna Wróblewska
Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency pp. 111-126 Downloads
Arabinda Das

Volume 7, issue 1, 2015

Modeling Nigerian Government Revenues and Total Expenditure: Combined Estimators’ Analysis and Error Correction Model Approach pp. 1-14 Downloads
Kayode Ayinde, Aliyu A. Bello, Opeyemi E. Ayinde and Damilola. B. Adekanmbi
Modeling Macro-Fiscal Interlinkages: Case of Georgia pp. 15-41 Downloads
Shalva Mkhatrishvili and Zviad Zedginidze
Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes pp. 43-70 Downloads
Maciej Kostrzewski
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