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Dynamic Econometric Models

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  • » The Impact of Macro News on Volatility of Stock Exchanges
    Będowska-Sójka, Barbara; Poznan University of Economics
    2011-12-10
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  • » Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures
    Górka, Joanna; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets
    Fałdziński, Marcin; Nicolaus Copernicus University; Osińska, Magdalena; Nicolaus Copernicus University
    2016-12-28
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  • » The Model of French Development Assistance – Who Gets the Help?
    Andrzejczak, Katarzyna; Poznan University of Economics; Kliber, Agata; Poznan University of Economics
    2016-02-18
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  • » The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
    Górka, Joanna; Nicolaus Copernicus University in Toruń
    2010-07-17
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  • » Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals...
    Krężołek, Dominik; Department of Demography and Economic Statis-tics, University of Economics in Katowice
    2012-12-09
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  • » Oil Prices, Production and Inflation in the Selected EU Countries: Threshold...
    Geise, Andrzej; Nicolaus Copernicus University, Faculty of Economic Sciences and Management; Piłatowska, Mariola; Nicolaus Copernicus University, Faculty of Economic Sciences and Management
    2015-04-15
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  • » Analysis of β-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model
    Górna, Joanna; Górna, Karolina; Szulc, Elżbieta; Nicolaus Copernicus University, Department of Econometrics and Statistics
    2013-12-12
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  • » Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market
    Kliber, Paweł; Poznan University of Economics
    2011-12-10
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  • » Estimation of Disproportions in Patent Activity of OECD Countries Using Spatio-Temporal...
    Szajt, Marek; Technical University of Częstochowa
    2009-07-18
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  • » The Importance of Calculating the Potential Gross Domestic Product in the Context of...
    Michałek, Anna; Nicolaus Copernicus University in Toruń
    2010-07-17
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  • » Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model
    Pajor, Anna; Cracow University of Economics
    2011-12-10
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  • » Spatio-temporal Analysis of Convergence of Development Level of Selected Stock...
    Szulc, Elżbieta; Nicolaus Copernicus University; Wleklińska, Dagna; Nicolaus Copernicus University
    2015-12-28
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  • » European Equity Market Integration and Optimal Investment Horizons – Evidence from...
    Bruzda, Joanna; Nicolaus Copernicus University in Toruń
    2010-07-16
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  • » Analysis of Linkages between Central and Eastern European Capital Markets
    Witkowska, Dorota; Department of Econometrics and Statistics, Warsaw University of Life Sciences; Kompa, Krzysztof; Matuszewska-Janica, Aleksandra
    2012-12-09
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  • » Estimating and Forecasting GDP in Poland with Dynamic Factor Model
    Krajewski, Jarosław; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel...
    Papież, Monika; Cracow University of Economics, Department of Statistics; Śmiech, Sławomir; Cracow University of Economics, Department of Statistics
    2013-12-12
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  • » Performance of Pension Funds and Stable Growth Open Investment Funds During the Changes...
    Kompa, Krzysztof; Warsaw University of Life Sciences; Witkowska, Dorota; University of Lodz
    2016-12-29
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  • » Sovereign CDS Instruments in Central Europe – Linkages and Interdependence
    Kliber, Agata; Poznan University of Economics
    2011-12-10
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  • » Application of Panel Data Models to Exchange Rates’ Modeling for Scandinavian and...
    Górecka, Dorota; Nicolaus Copernicus University in Toruń; Śliwicki, Dominik; Nicolaus Copernicus University in Toruń
    2009-07-18
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  • » Using the First Passage Times in Markov Chain Model to Support Financial Decisions on...
    Stawicki, Józef; Nicolaus Copernicus University
    2016-12-28
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  • » Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the...
    Ratuszny, Ewa; Warsaw School of Economics
    2016-02-18
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  • » The Term Structure of the Polish Interbank Rates. A Note on the Symmetry of their...
    Miłobędzki, Paweł; University of Gdańsk
    2010-07-17
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  • » The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes
    Górka, Joanna; Department of Econometrics and Statistics, Nicolaus Copernicus University
    2012-12-09
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  • » The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis
    Syczewska, Ewa M.; Warsaw School of Economics, Collegium of Economic Analysis, Institute of Econometrics
    2015-04-15
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