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Working Papers

From Department of Applied Econometrics, Warsaw School of Economics
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71: Bayesian evaluation of DSGE models with financial frictions Downloads
Michal Brzoza-Brzezina and Marcin Kolasa
70: Would it have paid to be in the eurozone? Downloads
Michal Brzoza-Brzezina, Krzysztof Makarski and Grzegorz Wesołowski
69: Range-Dependent Utility Downloads
Krzysztof Kontek and Michal Lewandowski
68: End of sample vs. real time data: perspectives for analysis of expectations Downloads
Emilia Tomczyk
67: Industry structure dynamics and productivity growth Downloads
Lech Kalina
66: Productivity dispersion and misallocation of resources: evidence from Polish industries Downloads
Monika Lewandowska – Kalina
65: On real interest rate persistence: the role of breaks Downloads
Alfred Haug
64: Trade Sophistication in a Transition Economy: Poland 1980–2009 Downloads
Mitchell Kellman and Yochanan Shachmurove
63: Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach Downloads
Adam Jêdrzejczyk
62: Information content of survey data: applications of entropy and dissimilarity measures Downloads
Emilia Tomczyk
61: The Oaxaca-Blinder unexplained component as a treatment effects estimator Downloads
Tymon Słoczyński
60: Value relevance of financial reporting on the Warsaw Stock Exchange Downloads
Monika Kubik-Kwiatkowska
59: Assessment of growth for countries of European Union Downloads
Ewa Syczewska
58: Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study Downloads
Ewa Syczewska
57: A Risk-Driven Approach to Exchange-Rate Modelling Downloads
Piotr Keblowski and Aleksander Welfe
56: John Maynard Keynes: Is That you Knocking on the Door? Downloads
Tadeusz Kowalski and Yochanan Shachmurove
55: Balance sheet effect in the Polish economy Downloads
Szymon Grabowski
54: A microeconometric analysis of album sales success in the Polish music market Downloads
Mateusz Mysliwski
53: Informed and Uninformed Trading in the EUR/PLN Spot Market Downloads
Katarzyna Bien
52: Booms and Busts in United States Financial Markets Downloads
Yochanan Shachmurove
51: Determinants of Involuntary Job Termination in the Polish Labor Market Downloads
Krzysztof Pytka
50: Herfindahl-Hirschman Meets International Trade and Development Theories Downloads
Mitchell Kellman and Yochanan Shachmurove
49: Financial microeconometrics in corporate governance studies Downloads
Marek Gruszczynski
48: Investor protection and disclosure. Quantitative evidence Downloads
Marek Gruszczynski
47: Application of measures of entropy, information content and dissimilarity of structures to business tendency survey data Downloads
Emilia Tomczyk
46: Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008 Downloads
Ewa Syczewska
45: Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test Downloads
Ewa Syczewska
44: Oversampling of stochastic processes Downloads
David Pollock
43: Maximum likelihood estimator for the uneven power distribution: application to DJI returns Downloads
Krzysztof Kontek
42: Hedonic price model for Warsaw housing market Downloads
Monika Bazyl
41: Influence of non-response in business tendency surveys on the properties of expectations Downloads
Emilia Tomczyk and Barbara Kowalczyk
40: Quantitative methods in accounting research Downloads
Marek Gruszczynski
39: Lottery valuation using the aspiration / relative utility function Downloads
Krzysztof Kontek
38: Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock Downloads
Piotr Orlowski
37: Estimating pure inflation in the Polish economy Downloads
Michal Brzoza-Brzezina and Jacek Kotłowski
36: Factors influencing tenure choice in European countries Downloads
Monika Bazyl
35: Support vector machines with two support vectors Downloads
Marcin Owczarczuk
30: Banking crises and nonlinear linkages between credit and output Downloads
Dobromił Serwa
29: Subjective aspects of economic poverty. Ordered response model approach Downloads
Hanna Dudek
28: Maximum score type estimators Downloads
Marcin Owczarczuk
27: Estimation of weights for the Monetary Conditions Index in Poland Downloads
Andrzej Torój
26: Nonlinear dynamics of a duopoly game with adjusting, heterogeneous players, facing increasing marginal costs Downloads
Tomasz Dubiel-Teleszynski
25: Larger crises cost more: impact of banking sector instability on output growth Downloads
Dobromił Serwa
24: Forecasting inflation with dynamic factor model – the case of Poland Downloads
Jacek Kotłowski
23: Bayesian analysis of growth using stochastic frontier model Downloads
Arkadiusz Wisniowski
22: Financial distress of companies in Poland Downloads
Marek Gruszczynski
21: New bankruptcy prediction models for Polish companies Downloads
Marek Gruszczynski, Piotr Ciesielski and Mariusz Domeracki
20: Money and prices in the Polish economy. Seasonal cointegration approach Downloads
Jacek Kotłowski
19: Corporate governance and financial performance of companies in Poland Downloads
Marek Gruszczynski
18: Reaction functions of the Polish central bankers. A logit approach Downloads
Jacek Kotłowski
17: Application scoring: logit model approach and the divergence method compared Downloads
Izabela Majer
16: Segmentation model with respect to the difference in means Downloads
Marcin Owczarczuk
15: Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation Downloads
Sebastian Michalski
14: Entry rates and risks of the misalignment in EU8 Downloads
Tatiana Fic, Ray Barrell and Dawn Holland
13: Price-Wage System with Taxation: Multivariate Cointegration Analysis Downloads
Aleksander Welfe and Piotr Keblowski
12: The experiment in macroeconometrics Downloads
John Aldrich and Anna Staszewska-Bystrova
11: Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models Downloads
Monika Witkowska
10: Estimating liquidity using information on the multivariate trading process Downloads
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) Downloads
Slawomir Sklinda
8: Rationality of expectations: comparison of neoclassical and evolutionary approaches Downloads
Emilia Tomczyk
7: Real economic activity and state of financial markets Downloads
Szymon Grabowski
6: On modified discriminant analysis Downloads
Marcin Owczarczuk
5: Can a simple DSGE model outperform Professional Forecasters? Downloads
Michał Rubaszek and Paweł Skrzypczyński
4: Corporate governance ratings and the performance of listed companies in Poland Downloads
Marek Gruszczynski
3: Decomposition of the realized rate of return on investment in fixed-income securities Downloads
Rumiana Górska
2: Knowledge capital and total factor productivity Downloads
Władysław Welfe
1: Testing rationality of price expectations on the basis of contingency tables Downloads
Emilia Tomczyk
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