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WYBRANE ARTYKUŁY NASZEGO AUTORSTWA W OSTATNICH LATACH

Michał Majsterek, Common stochastic features and their economic interpretation, Studia Prawno - Ekonomiczne, 2023, t. CXXVI, s. 105-125


Aleksander Welfe, Łukasz Gątarek, Forecasting Nonstationary Time SeriesJournal of Forecasting, Vol. 42, No. 7, 2023, pp. 1930-1949

Anna Moenke, Aleksander Welfe, A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter?Journal of Economics and Statistics, Vol. 242, No. 4, 2022, pp. 501-520


Aleksander Welfe, Emilia Gosińska, The Cointegrated VAR Model with Deterministic Structural BreaksCentral European Journal of Economic Modelling and Econometrics, Vol. 14, 2022, pp. 335-350


 

Wojciech Grabowski, Ewa Stawasz-Grabowska, How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?Eurasian Economic Review, Vol. 11(1), 2021, pp. 43-83


Wojciech Grabowski, Krzysztof Szczygielski, Richard Woodward Observable Factors of Innovation Strategy: Firm Activities and Industry Effects, Economic Complexity and Evolution, 2021, Springer Verlag, pp. 63-87


Piotr Kębłowski, GVAR: A case of spurious cross-sectional cointegrationCentral European Journal of Economic Modelling and Econometrics, Vol. 13(2), 2021, pp. 105-117


 

Emilia Gosińska. Michał Majsterek, Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) CaseCentral European Journal of Economic Modelling and Econometrics,  t.12, nr 4, 2020, s. 317-345


Emilia Gosińska, Katarzyna Leszkiewicz-Kędzior, Aleksander Welfe, Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR modelBaltic Journal of Economics, Vol. 20, 2020, pp. 59-73


Wojciech Grabowski Aleksander Welfe, The Tobit Cointegrated Vector Autoregressive Model: An Application to the Currency MarketEconomic Modelling, Vol. 89 , 2020, pp. 88-100


Piotr Kębłowski, Katarzyna Leszkiwicz-Kędzior, Aleksander Welfe, Real Exchange Rates, Oil Price Spillover Effects, and TripolarityEastern European Economics, Vol. 58, 2020, pp. 415-435


Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A reviewEconometrics and Statistics, Vol. 13, 2020, pp. 69-83

Piotr Kębłowski, A Monte Carlo comparison of LCCA- and ML-based cointegration tests for panel VAR process with cross-sectional cointegrating vectorsPrzegląd Statystyczny, Vol. 65(2), 2018, pp. 23-32


Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Calculating joint confidence bands for impulse response functions using highest density regionsEmpirical Economics, Vol. 55, 2018, pp. 1389-1411


Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Estimation of structural impulse responses: short-run versus long-run identifying restrictionsAStA Advances in Statistical Analysis, Vol. 102, 2018, pp. 229-244

Daniel Grabowski, Anna Staszewska-Bystrova, Peter Winker, Generating prediction bands for path forecasts from SETAR modelsStudies in Nonlinear Dynamics & Econometrics, Vol. 21, 2017


Robert Kelm, The Purchasing Power Parity and Imperfect Knowledge: The Case of the Polish ZlotyCentral European Journal of Economic Modelling and Econometrics, Vol. 9, 2017, pp. 1-27


Karolina Konopczak, Aleksander Welfe, Convergence-driven inflation and the channels of its absorptionJournal of Policy Modelling, Vol. 39, 2017, pp. 1019-1034


Krzysztof Szczygielski, Wojciech Grabowski, Richard Woodward, Innovation and the growth of service companies: the variety of firm activities and industry effectsIndustry and Innovation, Vol. 24(3), 2017,  pp. 249-262

Wojciech Grabowski, Aleksander Welfe, An Exchange Rate Model with Market Pressures and a Contagion EffectEmerging Markets Finance & Trade, Vol. 52, 2016, pp. 2706-2720


Robert Kelm, Eksport, import i kurs złotego: 2000-2014Bank i Kredyt, nr 47, 2016, s. 585-620


Piotr Kębłowski, Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance ComparisonCentral European Journal of Economic Modelling and Econometrics, Vol. 8 (4), 2016, pp. 203-217


Anna Staszewska-Bystrova, Peter Winker, Improved Bootstrap Prediction Intervals for SETAR ModelsStatistical Papers, Vol. 57, 2016, pp. 89-98

Piotr Kębłowski, Stały czy płynny? Model PVEC realnego kursu walutowego dla krajów Europy Środkowo-Wschodniej – implikacje dla Polski, Materiały i Studia, Vol. 312, 2015


Karolina Konopczak, Aleksander Welfe, Efekt Balassy-Samuelsona i mechanizmy jego absorpcjiEkonomistanr 4, 2015, s. 463-489 


Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Confidence bands for impulse responses: Bonferroni versus WaldOxford Bulletin of Economics and Statistics, Vol. 77, 2015, pp. 800-821


Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Comparison of Methods for Constructing Joint Confidence Bands for ImpulseResponse Functions International Journal of Forecasting, Vol. 31, 2015, pp. 782-798

Wojciech Bieńkowski, Bogna Gawrońska-Nowak, Wojciech Grabowski, Comovements of Stock Markets in the CEE-3 Countries During the Global Financial CrisisEastern European Economics, 2014, vol. 52(5), pp. 32-55


Katarzyna Leszkiewicz-Kędzior, Aleksander Welfe, Asymetric Price Adjustments in the Fuel Market, Central European Journal of Economic Modelling and Econometrics, Vol. 6, 2014, pp. 105-127


Anna Staszewska-Bystrova, Peter Winker, Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction BandsCentral European Journal of Economic Modelling and Econometrics, Vol. 6, 2014, pp. 89-104

Piotr Kębłowski, Wnioskowanie o rzędzie kointegracji dla modelu VEC ze składnikiem losowym z rozkładu SU JohnsonaPrzegląd Statystyczny, Vol. 60 (2), 2013, pp. 235-249


Anna Staszewska-Bystrova, Peter Winker, Constructing Narrowest Pathwise Bootstrap Prediction Bands Using Threshold Accepting, International Journal of ForecastingVol. 29(2), 2013, pp. 221-233 

Piotr Kębłowski, Aleksander Welfe, A Risk-Driven Approach to Exchange-Rate Modelling, Economic ModellingVol. 29, 2012, pp. 1473-1482


Michał Majsterek, Cointegration Analysis in the Case of I(2) - General Overview, Central European Journal of Economic Modelling and Econometrics, t.4, nr 4, 2012, s. 215-252


Michał Majsterek, Aleksander Welfe, Price-wage nexus and the role of a tax systemEconomic Change and RestructuringVol. 45, 2012, pp. 121-133


Krzysztof Szczygielski, Wojciech Grabowski, Are unit export values correct measures of exports’ quality?Economic Modelling, Vol. 29(4), 2012, pp. 1189-1196

Piotr Kębłowski, The behaviour of exchange rates in the Central European countries and credit default risk premiumsCentral European Journal of Economic Modelling and Econometrics, Vol. 3(4), 2011, pp. 221-237


Katarzyna Leszkiewicz-Kędzior, Modelling Fuel Prices. An I(1) Analysis, Central European Journal of Economic Modelling and Econometrics, Vol. 3 (2), 2011, pp. 75-95


Anna Staszewska-Bystrova, Bootstrap Prediction Bands for Forecast Paths from Vector Autoregressive ModelsJournal of Forecasting, Vol. 30, 2011, pp. 721-735 


Władysław Welfe, Long-term macroeconomic models. The case of Poland, Economic Modelling, Vol. 28, 2011, pp. 741-753 

 

Wojciech Grabowski, Aleksander Welfe, Global stability of dynamic models, Economic Modelling, Vol. 28, 2010, pp. 782-784 


Piotr Kębłowski, Aleksander Welfe, Estimation of the Equilibrium Exchange Rate: The CHEER Approach,  Journal of International Money and Finance, Vol. 29, 2010, pp. 1385-1397


Anna Staszewska-Bystrova, Viktor Bystrov, On the power of direct tests for rational expectations against the alternative of constant gain learning, Bank i Kredyt,  Vol. 41, 2010, pp. 71-84