Working Papers

From Department of Applied Econometrics, Warsaw School of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Marcin Owczarczuk ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

71: Bayesian evaluation of DSGE models with financial frictions

Michal Brzoza-Brzezina and Marcin Kolasa

70: Would it have paid to be in the eurozone?

Michal Brzoza-Brzezina, Krzysztof Makarski and Grzegorz Wesołowski

69: Range-Dependent Utility

Krzysztof Kontek and Michal Lewandowski

68: End of sample vs. real time data: perspectives for analysis of expectations

Emilia Tomczyk

67: Industry structure dynamics and productivity growth

Lech Kalina

66: Productivity dispersion and misallocation of resources: evidence from Polish industries

Monika Lewandowska – Kalina

65: On real interest rate persistence: the role of breaks

Alfred Haug

64: Trade Sophistication in a Transition Economy: Poland 1980–2009

Mitchell Kellman and Yochanan Shachmurove

63: Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach

Adam Jêdrzejczyk

62: Information content of survey data: applications of entropy and dissimilarity measures

Emilia Tomczyk

61: The Oaxaca-Blinder unexplained component as a treatment effects estimator

Tymon Słoczyński

60: Value relevance of financial reporting on the Warsaw Stock Exchange

Monika Kubik-Kwiatkowska

59: Assessment of growth for countries of European Union

Ewa Syczewska

58: Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study

Ewa Syczewska

57: A Risk-Driven Approach to Exchange-Rate Modelling

Piotr Keblowski and Aleksander Welfe

56: John Maynard Keynes: Is That you Knocking on the Door?

Tadeusz Kowalski and Yochanan Shachmurove

55: Balance sheet effect in the Polish economy

Szymon Grabowski

54: A microeconometric analysis of album sales success in the Polish music market

Mateusz Mysliwski

53: Informed and Uninformed Trading in the EUR/PLN Spot Market

Katarzyna Bien

52: Booms and Busts in United States Financial Markets

Yochanan Shachmurove

51: Determinants of Involuntary Job Termination in the Polish Labor Market

Krzysztof Pytka

50: Herfindahl-Hirschman Meets International Trade and Development Theories

Mitchell Kellman and Yochanan Shachmurove

49: Financial microeconometrics in corporate governance studies

Marek Gruszczyński

48: Investor protection and disclosure. Quantitative evidence

Marek Gruszczyński

47: Application of measures of entropy, information content and dissimilarity of structures to business tendency survey data

Emilia Tomczyk

46: Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008

Ewa Syczewska

45: Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test

Ewa Syczewska

44: Oversampling of stochastic processes

David Pollock

43: Maximum likelihood estimator for the uneven power distribution: application to DJI returns

Krzysztof Kontek

42: Hedonic price model for Warsaw housing market

Monika Bazyl

41: Influence of non-response in business tendency surveys on the properties of expectations

Emilia Tomczyk and Barbara Kowalczyk

40: Quantitative methods in accounting research

Marek Gruszczyński

39: Lottery valuation using the aspiration / relative utility function

Krzysztof Kontek

38: Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock

Piotr Orlowski

37: Estimating pure inflation in the Polish economy

Michal Brzoza-Brzezina and Jacek Kotłowski

36: Factors influencing tenure choice in European countries

Monika Bazyl

35: Support vector machines with two support vectors

Marcin Owczarczuk

30: Banking crises and nonlinear linkages between credit and output

Dobromił Serwa

29: Subjective aspects of economic poverty. Ordered response model approach

Hanna Dudek

28: Maximum score type estimators

Marcin Owczarczuk

27: Estimation of weights for the Monetary Conditions Index in Poland

Andrzej Torój

26: Nonlinear dynamics of a duopoly game with adjusting, heterogeneous players, facing increasing marginal costs

Tomasz Dubiel-Teleszynski

25: Larger crises cost more: impact of banking sector instability on output growth

Dobromił Serwa

24: Forecasting inflation with dynamic factor model – the case of Poland

Jacek Kotłowski

23: Bayesian analysis of growth using stochastic frontier model

Arkadiusz Wisniowski

22: Financial distress of companies in Poland

Marek Gruszczyński

21: New bankruptcy prediction models for Polish companies

Marek Gruszczyński, Piotr Ciesielski and Mariusz Domeracki

20: Money and prices in the Polish economy. Seasonal cointegration approach

Jacek Kotłowski

19: Corporate governance and financial performance of companies in Poland

Marek Gruszczyński

18: Reaction functions of the Polish central bankers. A logit approach

Jacek Kotłowski

17: Application scoring: logit model approach and the divergence method compared

Izabela Majer

16: Segmentation model with respect to the difference in means

Marcin Owczarczuk

15: Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation

Sebastian Michalski

14: Entry rates and risks of the misalignment in EU8

Tatiana Fic, Ray Barrell and Dawn Holland

13: Price-Wage System with Taxation: Multivariate Cointegration Analysis

Aleksander Welfe and Piotr Keblowski

12: The experiment in macroeconometrics

John Aldrich and Anna Staszewska-Bystrova

11: Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models

Monika Witkowska

10: Estimating liquidity using information on the multivariate trading process

Katarzyna Bień-Barkowska, Ingmar Nolte and Winfried Pohlmeier

9: Application of fundamental multiples in capital asset pricing. An empirical verification on the Polish market (1998-2004)

Slawomir Sklinda

8: Rationality of expectations: comparison of neoclassical and evolutionary approaches

Emilia Tomczyk

7: Real economic activity and state of financial markets

Szymon Grabowski

6: On modified discriminant analysis

Marcin Owczarczuk

5: Can a simple DSGE model outperform Professional Forecasters?

Michał Rubaszek and Paweł Skrzypczyński

4: Corporate governance ratings and the performance of listed companies in Poland

Marek Gruszczyński

3: Decomposition of the realized rate of return on investment in fixed-income securities

Rumiana Górska

2: Knowledge capital and total factor productivity

Władysław Welfe

1: Testing rationality of price expectations on the basis of contingency tables

Emilia Tomczyk