Central European Journal of Economic Modelling and Econometrics

2009 - 2022

From Central European Journal of Economic Modelling and Econometrics
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Volume 14, issue 1, 2022

The Half-Logistic Odd Power Generalized Weibull-G Family of Distributions pp. 1-35

Peter O. Peter, Fastel Chipepa, Broderick Oluyede and Boikanyo Makubate

Spatial Pseudo Panel Data Models with an Application to Mincer Wage Equations pp. 37-56

Selahattin Güriş and Gizem Kaya Aydın

Gale Economy with Investments and Limit Technology pp. 57-80

Emil Panek

State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting pp. 81-108

Fabio Gobbi and Sabrina Mulinacci

Volume 13, issue 4, 2021

Monetary Policy and House Price Volatility pp. 359-379

Grzegorz Wesołowski

Early Warning Models of Banking Crises: VIX and High Profits pp. 381-403

Piotr Bańbuła and Marcin Pietrzak

Quality of Tests of Expectation Formation for Revised Data pp. 405-453

Paulina Ziembińska

Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework pp. 455-486

Jakub Boratyński and Jacek Osiewalski

Volume 13, issue 3, 2021

The Interplay between Migrants and Natives as a Determinant of Migrants’ Assimilation: A Coevolutionary Approach pp. 213-251

Jakub Bielawski and Marcin Jakubek

MPC out of Augmented Wealth in Poland pp. 253-286

Janusz Jabłonowski

The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange pp. 287-329

Henryk Gurgul, Christoph Mitterer and Tomasz Wójtowicz

What Makes a Successful Scientist in a Central Bank? Evidence From the RePEc Database pp. 331-357

Jakub Rybacki and Dobromił Serwa

Volume 13, issue 2, 2021

Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets pp. 105-146

Julia Reynolds, Leopold Sögner and Martin Wagner

Indebtedness, Fiscal Discipline and Development Spending – A Non-parametric Approach pp. 147-173

Ram Sinha

GVAR: A Case of Spurious Cross-Sectional Cointegration pp. 175-187

Piotr Kębłowski

Foreign Ownership and Within-MNEs GVC Participation as Determinants of Innovation Activities: A CIS-Based Firm-Level Analysis pp. 189-211

Andrzej Cieślik, Jan Michałek, Krzysztof Szczygielski, Jacek Lewkowicz and Jerzy Mycielski

Volume 13, issue 1, 2021

Accounting for Spatial Heterogeneity of Preferences in Discrete Choice Models pp. 1-24

Wiktor Budzinski and Mikolaj Czajkowski

Wage Effects of Overeducation: Evidence from Poland pp. 25-53

Paulina Broniatowska

New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model pp. 55-74

Abdeljalil Settar, Nadia Idrissi Fatmi and Mohammed Badaoui

Trade Implications of the Transatlantic Trade and Investment Partnership for Poland’s Agri-Food Trade pp. 75-103

Jan Hagemejer, Jan Michałek and Karolina Pawlak

Volume 12, issue 4, 2020

Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case pp. 317-345

Michał Majsterek and Emilia Gosińska

Diversity and Innovation in Economic Evolution pp. 347-367

Elżbieta Pliś

Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models pp. 369-412

Marek Dąbrowski, Lukasz Kwiatkowski and Justyna Wróblewska

Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models pp. 413-429

Victor Bystrov

Volume 12, issue 3, 2020

Age Structure of Employment and Wages. An Analysis Across Occupational Groups pp. 227-250

Paulina Broniatowska, Aleksandra Majchrowska and Maciej Nasiński

Real-Time vs. Full-Sample Performance of One-Sided and Two-Sided HP Filters. An Application to 27 EU Member States’ GDP Data pp. 251-272

Kaloyan Ganev

Is Foreign Direct Investment a Real Driving Force of Economic Growth? A Panel Data Analysis pp. 273-299

Latif Khalilov and Chae-Deug Yi

Feature Engineering for Anti-Fraud Models Based on Anomaly Detection pp. 301-316

Damian Przekop

Volume 12, issue 2, 2020

The Analysis of the Tobacco Product Bans Using a Random Coefficients Logit Model pp. 113-144

Bartosz Olesiński

Returns to Education and Gender Wage Gap Across Quantiles in Italy pp. 145-169

Marilena Furno

Indexing Public Pensions in Progress to Wages or Prices pp. 171-194

András Simonovits

Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors pp. 195-225

Wojciech Starosta

Volume 12, issue 1, 2020

Innovation and Corporate Dynamics: A Theoretical Framework pp. 1-45

Jakub Growiec, Fabio Pammolli and Massimo Riccaboni

Inflation Targets – What Factors Can Help to Explain Their Levels pp. 47-89

Joanna Niedźwiedzińska

Disinflation and Reliability of Underlying Inflation Measures pp. 91-111

Elena Deryugina and Alexey Ponomarenko

Volume 11, issue 4, 2019

Enhancing Prudent Fiscal Policy pp. 199-215

Grzegorz Poniatowski

The Relationship Between Middle Income Trap and Structural Transformation: The Case of Selected Countries pp. 217-235

Semanur SoyyiÄŸit

The Effects of Political Stability on Foreign Direct Investment in Fragile Five Countries pp. 237-255

Tuğba Akın

Volume 11, issue 3, 2019

Are Habits in Consumption Important for the Propagation of Business Cycle Fluctuations in Bulgaria? pp. 133-151

Aleksandar Vasilev

Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland pp. 153-172

Barbara Będowska-Sójka and Agata Kliber

Volume 11, issue 2, 2019

Ecosystem Services in Competing Land Use Model with Infrastructure Effect pp. 73-92

Ivan Telega

Testing for Long-Range Dependence in Financial Time Series pp. 93-106

Manveer Kaur Mangat and Erhard Reschenhofer

The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices pp. 107-131

Maciej Kostrzewski

Volume 11, issue 1, 2019

How do savings of different sectors respond to interest rate change? pp. 1-22

Michał Gradzewicz

One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models pp. 23-45

Justyna Wróblewska and Anna Pajor

Bayesian comparison of bivariate Copula-GARCH and MGARCH models pp. 47-71

Justyna Mokrzycka

Volume 10, issue 4, 2018

Adjustment processes resulting in equilibrium in the private ownership economy pp. 305-332

Agnieszka Lipieta

Measuring the Natural Rates of Interest in Germany and Italy pp. 333-353

Victor Bystrov

Demographics, retirement age, and real interest rates in Poland pp. 355-385

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

Michał Konopczyński

Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries pp. 233-262

Łukasz Lenart

Crude oil price and speculative activity: a cointegration analysis pp. 263-304

Robert Socha and Piotr Wdowiński

Volume 10, issue 2, 2018

Factor-Biased Technical Change and Specialization Patterns pp. 75-100

Jürgen Meckl and Ivan Savin

Does the Way of Financing Quantitative Easing Programmes Matter? pp. 101-131

Anna Duszak

The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks pp. 133-167

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

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

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

Daniel Kosiorowski, Dominik Mielczarek and Jerzy P. Rydlewski