Central European Journal of Economic Modelling and Econometrics
2009 - 2022
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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
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