If long-run economic theories are to have useful impact on econometric models they must be helpful in model specification and yet not distract from the short-run aspects of the model.
CLIVE W. J. GRANGER
Na łamach Research Policy (IF 3.47) ukazał się artykuł Wojciecha Grabowskiego (współautorzy: K. Szczygielski, M.T. Pamukcu, V.S. Tandogan) pt. "Does government support for private innovation matter? Firm-level evidence from two catching-up countries".
Władysław Welfe
Macroeconometric Models
Springer, Heidelberg, 2013, 978-3-642-34467-1
Piotr Karp, Piotr Kębłowski, Michał Majsterek, Aleksander Welfe
Analiza kointegracyjna w makromodelowaniu
PWE, Warszawa, 2013, 978-83-208-2039-3
Robert Kelm
Kurs złoty/euro: teoria i empiria
Wydawnictwo Uniwersytetu Łódzkiego, Łódź, 2013, 978-83-7525-821-9
Karolina Konopczak, Aleksander Welfe
Efekt Balassy-Samuelsona i mechanizmy jego absorpcji
Ekonomista, nr 4, 2015, s. 463-489
Anna Staszewska-Bystrova, Peter Winker
Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
International Journal of Forecasting, Vol. 29, 2013, pp. 221-233
Piotr Kębłowski, Aleksander Welfe
A risk-driven approach to exchange-rate modelling
Economic Modelling, Vol. 29, 2012, pp. 1473-1482
Anna Staszewska-Bystrova
Bootstrap prediction bands for forecast paths from vector autoregressive models
Journal of Forecasting, Vol. 30, No. 8, pp. 679-752
Wojciech Grabowski, Aleksander Welfe
Global stability of dynamic models
Economic Modelling, Vol. 28, 2010, pp.782-784