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Central European Journal of Economic Modelling and Econometrics

2009 - 2017

From CEJEME
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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

Volume 6, issue 4, 2014

Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach pp. 217-236 Downloads
Sascha Hokamp and Götz Seibold
Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market pp. 237-273 Downloads
Roman Huptas
Autocovariance and Linear Transformations of Markov Switching VARMA Processes pp. 275-289 Downloads
Maddalena Cavicchioli

Volume 6, issue 3, 2014

How Budget Deficit Impairs Long-Term Growth and Welfare under Perfect Capital Mobility pp. 129-152 Downloads
Michał Konopczyński
Cyclical Processes in the Polish Economy pp. 153-192 Downloads
Marta Skrzypczyńska
Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland pp. 193-216 Downloads
Kamil Makieła

Volume 6, issue 2, 2014

Common Currency and Determinants of Government Bond Risk Premiums pp. 70-87 Downloads
Grzegorz Poniatowski
Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands pp. 89-104 Downloads
Anna Staszewska-Bystrova and Peter Winker
Asymmetric Price Adjustments in the Fuel Market pp. 105-127 Downloads
Katarzyna Leszkiewicz-Kędzior and Aleksander Welfe

Volume 6, issue 1, 2014

Divergent Priors and Well Behaved Bayes Factors pp. 1-31 Downloads
Rodney Strachan and Herman van Dijk
Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day? pp. 33-56 Downloads
Małgorzata Doman and Ryszard Doman
Where do Moderation Terms Come from in Binary Choice Models? pp. 57-68 Downloads
Alfredo Romero

Volume 5, issue 4, 2013

Lies, Damned Lies, and Statistics? Examples From Finance and Economics pp. 231-248 Downloads
Karim M. Abadir
Macroeconomic News Effects on the Stock Markets in Intraday Data pp. 249-269 Downloads
Barbara Będowska-Sójka
A Note on Lenk’s Correction of the Harmonic Mean Estimator pp. 271-275 Downloads
Anna Pajor and Jacek Osiewalski

Volume 5, issue 3, 2013

Measuring Non-Performing Loans During (and After) Credit Booms pp. 163-183 Downloads
Dobromił Serwa
Why Don’t Blanchard-Kahn ever "Catch" Flu? And How it Matters for Measuring Indirect Cost of Epidemics in DSGE Framework pp. 185-206 Downloads
Andrzej Torój
Parametric Modelling of Income Distribution in Central and Eastern Europe pp. 207-230 Downloads
Michał Brzeziński

Volume 5, issue 2, 2013

Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes pp. 85-102 Downloads
Łukasz Lenart and Mateusz Pipień
Bank Risk-Taking in CEE Countries pp. 103-123 Downloads
Georgios Kouretas and Chris Tsoumas
Influence of the Greek Crisis on the Risk Perception of European Economies pp. 125-161 Downloads
Agata Kliber

Volume 5, issue 1, 2013

Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies pp. 1-34 Downloads
Michal Lewandowski
Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology pp. 35-63 Downloads
Ewa Ratuszny
A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model pp. 65-83 Downloads
Krzysztof Osiewalski and Jacek Osiewalski
Page updated 2017-10-18