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Dynamic Econometric Models

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  • » Empirical Verification of World’s Regions Profitability in Dynamic International...
    Czapkiewicz, Anna; AGH University of Science and Technology, Faculty of Management; Machno, Artur; AGH University of Science and Technology, Faculty of Management
    2013-12-12
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  • » ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of...
    Olbryś, Joanna; Bialystok University of Technology
    2011-12-10
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  • » The Use of Weather Variables in the Modeling of Demand for Electricity in One of the...
    Włodarczyk, Aneta; Częstochowa University of Technology; Zawada, Marcin; Częstochowa University of Technology
    2009-07-18
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  • » Combined Forecasts Using the Akaike Weights
    Piłatowska, Mariola; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » Distribution Choice for the Asymmetric ACD Models
    Bień-Barkowska, Katarzyna; Warsaw School of Economics, National Bank of Poland
    2011-12-10
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  • » Discrete Spectral Analysis. The Case of Industrial Production in Selected European...
    Lenart, Łukasz; Cracow University of Economics
    2015-12-28
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  • » Modeling the Dependence Structure of the WIG20 Portfolio Using a Pair-copula Construction
    Doman, Ryszard; Adam Mickiewicz University in Poznań
    2010-07-16
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  • » “Does It Take Volume to Move the EUR/PLN FX Rates?” Evidence from Quantile Regressions
    Bień-Barkowska, Katarzyna; Institute of Econometrics, Warsaw School of Economics
    2012-12-09
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  • » Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX...
    Jabłecki, Juliusz; The National Bank of Poland or Union Investment TFI S.A.; Kokoszczyński, Ryszard; The National Bank of Poland or Union Investment TFI S.A.; Sakowski, Paweł; Ślepaczuk, Robert; University of Warsaw, Faculty of Economic Sciences; Wójcik, Piotr
    2015-04-15
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  • » Determination of the Time of Contagion in Capital Markets Based on the Switching Model
    Burzała, Milda Maria; Department of Econometrics, Faculty of Informatics and Electronic Economy, Poznan University of Economics
    2013-12-12
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  • » Modelling and Forecasting Business Cycle in CEE Countries using a Threshold Approach
    Osińska, Magdalena; Nicolaus Copernicus University; Kufel, Tadeusz; Nicolaus Copernicus University; Błażejowski, Marcin; WSB University in Toruń; Kufel, Paweł; WSB University in Toruń
    2016-12-29
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  • » On the Interpretation of Causality in Granger’s Sense
    Osińska, Magdalena; Nicolaus Copernicus University in Toruń
    2011-12-10
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  • » The Synchronization of Regional Business Cycles with Nationwide Cycles
    Burzała, Milda Maria; Poznań University of Economics
    2009-07-18
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  • » Determinants of Foreign Direct Investment in Developed and Emerging Markets
    Różański, Jerzy; University of Łódź; Sekuła, Paweł; University of Łódź
    2016-12-28
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  • » Testing Parallel Pricing Behavior in the Polish Wholesale Fuel Market: an ARDL – Bound...
    Bejger, Sylwester; Nicolaus Copernicus University
    2016-02-18
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  • » Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient
    Orzeszko, Witold; Nicolaus Copernicus University in Toruń
    2010-07-17
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  • » The Analysis of Interregional Migrations in Poland in the Period 2004–2010 Using Panel...
    Pietrzak, Michał Bernard; Nicolaus Copernicus University; Drzewoszewska, Natalia; Nicolaus Copernicus University; Wilk, Justyna; Wroclaw University of Economics
    2012-12-09
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  • » Pension Funds in Poland: Efficiency Analysis for Years 1999–2013
    Kompa, Krzysztof; WULS in Warsaw, Department of Econometrics and Statistics; Witkowska, Dorota; University of Lodz, Department of Finance and Strategic Management
    2015-04-15
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  • » Decomposing the Gender Gap in Average Exit Rate from Unemployment
    Landmesser, Joanna Małgorzata; Department of Econometrics and Statistics, Warsaw University of Life Sciences
    2013-12-12
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  • » Space-Time Modelling of the Unemployment Rate in Polish Poviats
    Müller-Frączek, Iwona; Nicolaus Copernicus University in Toruń; Bernard Pietrzak, Michał; Nicolaus Copernicus University in Toruń
    2011-12-10
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  • » The Study of Interdependence Between Capital and Currency Markets Using Multivariate...
    Chruściński, Tomasz; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » Modeling of Dynamic Spatial Processes
    Szulc, Elżbieta; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market
    Doman, Małgorzata; Poznań University of Economics; Doman, Ryszard; Adam Mickiewicz University in Poznań
    2011-12-10
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  • » “Sell not only in May”. Seasonal Effect on Emerging and Developed Stock Markets
    Schabek, Tomasz; University of Lodz; Castro, Henrique; School of Economics, Business and Accounting of the University of São Paulo
    2016-12-28
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  • » Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange
    Nowak, Sabina; University of Gdansk; Olbryś, Joanna; Bialystok University of Technology
    2015-12-28
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