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

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

Volume 9, issue 4, 2017

Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes pp. 275-321

Michał Lewandowski

Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models pp. 323-357

Dobromił Serwa and Piotr Wdowiński

A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria pp. 359-377

Aleksandar Vasilev

Volume 9, issue 3, 2017

Modelling and Forecasting WIG20 Daily Returns pp. 173-200

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

Łukasz Lenart and Mateusz Pipień

The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms pp. 243-273

Jerzy Marzec and Andrzej Pisulewski

Volume 9, issue 2, 2017

Innovativeness of Banks as a Driver of Social Welfare pp. 97-113

Beata Cialowicz and Andrzej Malawski

Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately? pp. 115-135

Marcin Humanicki, Robert Kelm and Krzysztof Olszewski

Life Cycle Income and Consumption Patterns in Poland pp. 137-172

Aleksandra Kolasa

Volume 9, issue 1, 2017

The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty pp. 1-27

Robert Kelm

Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment pp. 29-67

Łukasz Lenart

Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models pp. 69-95

Kamil Makieła

Volume 8, issue 4, 2016

Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison pp. 203-217

Piotr Kębłowski

A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision pp. 219-239

Jakub Boratyński

Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification pp. 241-271

Jacek Osiewalski and Krzysztof Osiewalski

Volume 8, issue 3, 2016

Liberalisation of International Trade – The Case of Asymmetric Countries pp. 143-160

Krzysztof Kosiec

Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices pp. 161-179

Maciej Kostrzewski

The Impact of Fiscal Reform on Indonesian Macroeconomy: A CGE Framework pp. 181-202

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

Andrzej Torój

Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model pp. 93-114

Renata Wróbel-Rotter

Regional Differences in Gender Wage Gaps in Poland: New Estimates Based on Harmonized Data for Wages pp. 115-141

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

Roman Huptas

Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality pp. 21-42

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

Zuzanna Wośko

Volume 7, issue 4, 2015

Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets pp. 187-204

Agnieszka Lipieta

Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models pp. 205-217

Marcin Owczarczuk

A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models pp. 219-247

Lukasz Kwiatkowski

Volume 7, issue 3, 2015

Risk Perception and Risk Attitude on a Tax Evasion Context pp. 127-149

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

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

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

Niyazi Onur Bakir

Common Trends and Common Cycles – Bayesian Approach pp. 91-110

Justyna Wróblewska

Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency pp. 111-126

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

Kayode Ayinde, Aliyu A. Bello, Opeyemi E. Ayinde and Damilola. B. Adekanmbi

Modeling Macro-Fiscal Interlinkages: Case of Georgia pp. 15-41

Shalva Mkhatrishvili and Zviad Zedginidze

Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes pp. 43-70

Maciej Kostrzewski