Central European Journal of Economic Modelling and Econometrics
2009 - 2023
From Central European Journal of Economic Modelling and Econometrics Bibliographic data for series maintained by Damian Jelito (). Access Statistics for this journal.
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Volume 11, issue 4, 2019
- Enhancing Prudent Fiscal Policy pp. 199-215
- Grzegorz Poniatowski
- The Relationship Between Middle Income Trap and Structural Transformation: The Case of Selected Countries pp. 217-235
- Semanur SoyyiÄŸit
- The Effects of Political Stability on Foreign Direct Investment in Fragile Five Countries pp. 237-255
- Tuğba Akın
Volume 11, issue 3, 2019
- Are Habits in Consumption Important for the Propagation of Business Cycle Fluctuations in Bulgaria? pp. 133-151
- Aleksandar Vasilev
- Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland pp. 153-172
- Barbara Będowska-Sójka and Agata Kliber
Volume 11, issue 2, 2019
- Ecosystem Services in Competing Land Use Model with Infrastructure Effect pp. 73-92
- Ivan Telega
- Testing for Long-Range Dependence in Financial Time Series pp. 93-106
- Manveer Kaur Mangat and Erhard Reschenhofer
- The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices pp. 107-131
- Maciej Kostrzewski
Volume 11, issue 1, 2019
- How do savings of different sectors respond to interest rate change? pp. 1-22
- Michał Gradzewicz
- One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models pp. 23-45
- Justyna Wróblewska and Anna Pajor
- Bayesian comparison of bivariate Copula-GARCH and MGARCH models pp. 47-71
- Justyna Mokrzycka
Volume 10, issue 4, 2018
- Adjustment processes resulting in equilibrium in the private ownership economy pp. 305-332
- Agnieszka Lipieta
- Measuring the Natural Rates of Interest in Germany and Italy pp. 333-353
- Victor Bystrov
- Demographics, retirement age, and real interest rates in Poland pp. 355-385
- Jan Acedański and Julia Włodarczyk
Volume 10, issue 3, 2018
- Optimal fiscal policy in an emerging economy with credit constraints: theory and application for Poland pp. 169-231
- Michał Konopczyński
- Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries pp. 233-262
- Łukasz Lenart
- Crude oil price and speculative activity: a cointegration analysis pp. 263-304
- Robert Socha and Piotr Wdowiński
Volume 10, issue 2, 2018
- Factor-Biased Technical Change and Specialization Patterns pp. 75-100
- Jürgen Meckl and Ivan Savin
- Does the Way of Financing Quantitative Easing Programmes Matter? pp. 101-131
- Anna Duszak
- The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks pp. 133-167
- Małgorzata Olszak, Mateusz Pipień, Sylwia Roszkowska and Iwona Kowalska
Volume 10, issue 1, 2018
- Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks pp. 1-25
- Abderrazak Ben maatoug, Rim Lamouchi, Russell Davidson and Ibrahim Fatnassi
- A Multiple State Model for Premium Calculation when Several Premium-Paid States are Involved pp. 27-52
- Joanna Dębicka and Beata Zmyślona
- Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview pp. 53-73
- Daniel Kosiorowski, Dominik Mielczarek and Jerzy P. Rydlewski
Volume 9, issue 4, 2017
- Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes pp. 275-321
- Michał Lewandowski
- Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models pp. 323-357
- Dobromił Serwa and Piotr Wdowiński
- A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria pp. 359-377
- Aleksandar Vasilev
Volume 9, issue 3, 2017
- Modelling and Forecasting WIG20 Daily Returns pp. 173-200
- Cristina Amado, Annastiina Silvennoinen and Timo Teräsvirta
- Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries pp. 201-241
- Łukasz Lenart and Mateusz Pipień
- The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms pp. 243-273
- Jerzy Marzec and Andrzej Pisulewski
Volume 9, issue 2, 2017
- Innovativeness of Banks as a Driver of Social Welfare pp. 97-113
- Beata Cialowicz and Andrzej Malawski
- Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately? pp. 115-135
- Marcin Humanicki, Robert Kelm and Krzysztof Olszewski
- Life Cycle Income and Consumption Patterns in Poland pp. 137-172
- Aleksandra Kolasa
Volume 9, issue 1, 2017
- The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty pp. 1-27
- Robert Kelm
- Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment pp. 29-67
- Łukasz Lenart
- Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models pp. 69-95
- Kamil Makieła
Volume 8, issue 4, 2016
- Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison pp. 203-217
- Piotr Kębłowski
- A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision pp. 219-239
- Jakub Boratyński
- Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification pp. 241-271
- Jacek Osiewalski and Krzysztof Osiewalski
Volume 8, issue 3, 2016
- Liberalisation of International Trade – The Case of Asymmetric Countries pp. 143-160
- Krzysztof Kosiec
- Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices pp. 161-179
- Maciej Kostrzewski
- The Impact of Fiscal Reform on Indonesian Macroeconomy: A CGE Framework pp. 181-202
- Herbert W. V. Hasudungan and Sulthon Sabaruddin
Volume 8, issue 2, 2016
- Regional Economic Impact Assessment with Missing Input-Output Data: A Spatial Econometrics Approach for Poland pp. 61-91
- Andrzej Torój
- Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model pp. 93-114
- Renata Wróbel-Rotter
- Regional Differences in Gender Wage Gaps in Poland: New Estimates Based on Harmonized Data for Wages pp. 115-141
- Aleksandra Majchrowska and Pawel Strawinski
Volume 8, issue 1, 2016
- The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach pp. 1-20
- Roman Huptas
- Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality pp. 21-42
- Damian Stelmasiak and Grzegorz Szafrański
- Credit Risk of FX Loans in Poland. Debt Service Burden and the Effect of Neutralization of Currency Depreciation by Foreign Interest Rates pp. 43-59
- Zuzanna Wośko
Volume 7, issue 4, 2015
- Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets pp. 187-204
- Agnieszka Lipieta
- Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models pp. 205-217
- Marcin Owczarczuk
- A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models pp. 219-247
- Lukasz Kwiatkowski
Volume 7, issue 3, 2015
- Risk Perception and Risk Attitude on a Tax Evasion Context pp. 127-149
- Nuno Trindade Magessi and Luis Antunes
- Efficiency of the Reversed First-Price Sealed Bid Auctions with a Dynamic Run-Off. Results of Experiments pp. 151-167
- Paweł Kuśmierczyk
- Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA pp. 169-186
- Łukasz Lenart and Mateusz Pipień
Volume 7, issue 2, 2015
- Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems pp. 71-90
- Niyazi Onur Bakir
- Common Trends and Common Cycles – Bayesian Approach pp. 91-110
- Justyna Wróblewska
- Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency pp. 111-126
- Arabinda Das
Volume 7, issue 1, 2015
- Modeling Nigerian Government Revenues and Total Expenditure: Combined Estimators’ Analysis and Error Correction Model Approach pp. 1-14
- Kayode Ayinde, Aliyu A. Bello, Opeyemi E. Ayinde and Damilola. B. Adekanmbi
- Modeling Macro-Fiscal Interlinkages: Case of Georgia pp. 15-41
- Shalva Mkhatrishvili and Zviad Zedginidze
- Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes pp. 43-70
- Maciej Kostrzewski
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