Details about Martyna Marczak

Access statistics for papers by Martyna Marczak.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pma1308

Working Papers

2022

1. Technical Change, Task Allocation, and Labor Unions
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2022)
   GLO Discussion Paper Series, Global Labor Organization (GLO) (2022)

2020

2. Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?
   GLO Discussion Paper Series, Global Labor Organization (GLO)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2020)
   Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2020)

2018

3. Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
   Also in Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2018) View citations (4)

2016

4. A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2015)
   See also Journal Article A data-cleaning augmented Kalman filter for robust estimation of state space models, Econometrics and Statistics, Elsevier (2018) View citations (4) (2018)
5. Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (4)
   Also in Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2015)
   See also Journal Article Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective, Applied Economics Letters, Taylor & Francis Journals (2016) View citations (4) (2016)
6. Illuminating the World Cup Effect: Night Lights Evidence from South Africa
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (4)
   Also in Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2016) View citations (3)
   See also Journal Article Illuminating the World Cup effect: Night lights evidence from South Africa, Journal of Regional Science, Wiley Blackwell (2018) View citations (12) (2018)

2015

7. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2015)
   Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences (2015)
   See also Journal Article Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (8) (2017)
8. Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (2)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014) View citations (3)
   FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID) (2014) View citations (1)
   CEIS Research Paper, Tor Vergata University, CEIS (2014) View citations (3)
   See also Journal Article Outlier detection in structural time series models: The indicator saturation approach, International Journal of Forecasting, Elsevier (2016) View citations (16) (2016)

2013

9. Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter
   FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID)
   See also Journal Article Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter, Empirical Economics, Springer (2017) View citations (1) (2017)

2012

10. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
    FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID) View citations (1)
    See also Journal Article Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis, Economic Modelling, Elsevier (2015) View citations (16) (2015)
11. SPECTRAN, a set of Matlab programs for Spectral analysis
    FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID) View citations (6)

2010

12. Real Wages and the Business Cycle in Germany
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
    Also in FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID) (2010) View citations (3)
    See also Journal Article Real wages and the business cycle in Germany, Empirical Economics, Springer (2013) View citations (8) (2013)

Journal Articles

2022

1. A new sectoral unit labour cost indicator based on global value chains
   Applied Economics Letters, 2022, 29, (13), 1152-1157 View citations (1)

2019

2. A class of periodic trend models for seasonal time series
   Journal of Forecasting, 2019, 38, (2), 106-121

2018

3. A data-cleaning augmented Kalman filter for robust estimation of state space models
   Econometrics and Statistics, 2018, 5, (C), 107-123 View citations (4)
   See also Working Paper A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models, CEIS Research Paper (2016) (2016)
4. Illuminating the World Cup effect: Night lights evidence from South Africa
   Journal of Regional Science, 2018, 58, (5), 887-920 View citations (12)
   See also Working Paper Illuminating the World Cup Effect: Night Lights Evidence from South Africa, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (4) (2016)

2017

5. Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
   Journal of Applied Econometrics, 2017, 32, (3), 683-703 View citations (8)
   See also Working Paper EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area, CREATES Research Papers (2015) (2015)
6. Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter
   Empirical Economics, 2017, 52, (4), 1379-1408 View citations (1)
   See also Working Paper Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter, FZID Discussion Papers (2013) (2013)

2016

7. Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective
   Applied Economics Letters, 2016, 23, (18), 1305-1311 View citations (4)
   See also Working Paper Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (4) (2016)
8. Outlier detection in structural time series models: The indicator saturation approach
   International Journal of Forecasting, 2016, 32, (1), 180-202 View citations (16)
   See also Working Paper Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) View citations (2) (2015)

2015

9. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
   Economic Modelling, 2015, 47, (C), 40-52 View citations (16)
   See also Working Paper Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis, FZID Discussion Papers (2012) View citations (1) (2012)

2013

10. Real wages and the business cycle in Germany
    Empirical Economics, 2013, 44, (2), 469-490 View citations (8)
    See also Working Paper Real Wages and the Business Cycle in Germany, IZA Discussion Papers (2010) View citations (3) (2010)