Economics at your fingertips  

Central European Journal of Economic Modelling and Econometrics

2009 - 2017

Bibliographic data for series maintained by Krzysztof Osiewalski ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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 2018-12-19