Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, vol 192

Edited by Władysław Milo () and Piotr Wdowiński ()

in FindEcon Books: Forecasting Financial Markets and Economic Decision-Making from University of Lodz, currently edited by Piotr Wdowiński

Abstract: FindEcon conference papers.

Keywords: Financial markets; Economic growth; Stock market modeling and forecasting; Exchange rates modeling; Bayesian analysis (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2005
Edition: 1
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Downloads: (external link)
https://dspace.uni.lodz.pl/xmlui/handle/11089/5956 (application/pdf)

Chapters in this book:

Ch 1 Are Leading Indicators a Useful Tool for Predicting Business Cycles? The Polish Experience , pp 5-25

Władysław Milo and Zuzanna Wośko

Ch 2 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model , pp 27-53

Piotr Wdowiński

Ch 3 Taylor-type Rules in Poland: A Historical Analysis of Monetary Policy , pp 55-68

Jarosław Janecki

Ch 4 Economic Policy Decisions in the Perspective of the European Accession: A Simulation Approach , pp 69-86

Grzegorz Szafrański

Ch 5 The Russian Central Bank as a Monetary Targeter? An Empirical Analysis , pp 87-97

Christian Merkl and Lucio Vinhas de Souza

Ch 6 Short Sales at Warsaw Stock Exchange: Present Experience and Some Simulations , pp 101-113

Iwona Konarzewska

Ch 7 The Warsaw Stock Exchange Index WIG: Modeling and Forecasting , pp 115-127

Piotr Wdowiński and Aneta Zglińska-Pietrzak

Ch 8 Forecasting Returns Using Threshold Models , pp 129-142

Monika Jeziorska-Pąpka, Magdalena Osinska and Maciej Witkowski

Ch 9 Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD , pp 145-156

Władysław Milo and Magdalena Rutkowska

Ch 10 The Co-movement Between Returns of Foreign Exchange Rates in the Central European Countries , pp 157-175

Małgorzata Doman

Ch 11 Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD , pp 177-193

Joanna Bruzda and Koźliński Tomasz

Ch 12 Exchange Rates: Predictable but not Explainable? Data Mining with Leading Indicators and Technical Trading Rules , pp 195-209

Bernd Brandl

Ch 13 Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models , pp 213-227

Jacek Osiewalski and Mateusz Pipień

Ch 14 Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation , pp 229-249

Anna Pajor

Ch 15 Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions , pp 251-269

Mateusz Pipień

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Persistent link: https://EconPapers.repec.org/RePEc:ann:findeb:book:y:2005:n:192:foe

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