ARTYKUŁY

Michał Majsterek, Common stochastic features and their economic interpretation, Studia Prawno - Ekonomiczne, 2023, t. CXXVI, s. 105-125

Aleksander Welfe, Łukasz Gątarek, Forecasting Nonstationary Time Series, Journal of Forecasting, Vol. 42, No. 7, 2023, pp. 1930-1949

Robert Kelm, Izabela Sobiech Pellegrini, Import inflacji i sprzężenie płacowo-cenowe w Polsce, Gospodarka Narodowa, Vol. 315, No. 3, 2023, s.48-70

Anna Moenke, Aleksander Welfe, A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter?, Journal of Economics and Statistics, Vol. 242, No. 4, 2022, pp. 501-520

Aleksander Welfe, Emilia Gosińska, The Cointegrated VAR Model with Deterministic Structural Breaks, Central European Journal of Economic Modelling and Econometrics, Vol. 14, 2022, pp. 335-350

Wojciech Grabowski, Ewa Stawasz-Grabowska, How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?, Eurasian Economic Review, Vol. 11(1), 2021, pp. 43-83

Wojciech Grabowski, Krzysztof Szczygielski, Richard Woodward Observable Factors of Innovation Strategy: Firm Activities and Industry Effects, Economic Complexity and Evolution, 2021, Springer Verlag, pp. 63-87

Piotr Kębłowski, GVAR: A case of spurious cross-sectional cointegration, Central European Journal of Economic Modelling and Econometrics, Vol. 13(2), 2021, pp. 105-117

Emilia Gosińska. Michał Majsterek, Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case, Central European Journal of Economic Modelling and Econometrics,  t.12, nr 4, 2020, s. 317-345

Emilia Gosińska, Katarzyna Leszkiewicz-Kędzior, Aleksander Welfe, Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model, Baltic Journal of Economics, Vol. 20, 2020, pp. 59-73

Wojciech Grabowski Aleksander Welfe, The Tobit Cointegrated Vector Autoregressive Model: An Application to the Currency Market, Economic Modelling, Vol. 89 , 2020, pp. 88-100

Piotr Kębłowski, Katarzyna Leszkiwicz-Kędzior, Aleksander Welfe, Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity, Eastern European Economics, Vol. 58, 2020, pp. 415-435

Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A review, Econometrics and Statistics, Vol. 13, 2020, pp. 69-83

Piotr Kębłowski, A Monte Carlo comparison of LCCA- and ML-based cointegration tests for panel VAR process with cross-sectional cointegrating vectors, Przegląd Statystyczny, Vol. 65(2), 2018, pp. 23-32

Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Calculating joint confidence bands for impulse response functions using highest density regions, Empirical Economics, Vol. 55, 2018, pp. 1389-1411

Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Estimation of structural impulse responses: short-run versus long-run identifying restrictions, AStA Advances in Statistical Analysis, Vol. 102, 2018, pp. 229-244

Daniel Grabowski, Anna Staszewska-Bystrova, Peter Winker, Generating prediction bands for path forecasts from SETAR models, Studies in Nonlinear Dynamics & Econometrics, Vol. 21, 2017

Robert Kelm, The Purchasing Power Parity and Imperfect Knowledge: The Case of the Polish Zloty, Central European Journal of Economic Modelling and Econometrics, Vol. 9, 2017, pp. 1-27

Karolina Konopczak, Aleksander Welfe, Convergence-driven inflation and the channels of its absorption, Journal of Policy Modelling, Vol. 39, 2017, pp. 1019-1034

Krzysztof Szczygielski, Wojciech Grabowski, Richard Woodward, Innovation and the growth of service companies: the variety of firm activities and industry effects, Industry and Innovation, Vol. 24(3), 2017,  pp. 249-262

Wojciech Grabowski, Aleksander Welfe, An Exchange Rate Model with Market Pressures and a Contagion Effect, Emerging Markets Finance & Trade, Vol. 52, 2016, pp. 2706-2720

Robert Kelm, Eksport, import i kurs złotego: 2000-2014, Bank i Kredyt, nr 47, 2016, s. 585-620

Piotr Kębłowski, Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison, Central European Journal of Economic Modelling and Econometrics, Vol. 8 (4), 2016, pp. 203-217

Anna Staszewska-Bystrova, Peter Winker, Improved Bootstrap Prediction Intervals for SETAR Models, Statistical Papers, Vol. 57, 2016, pp. 89-98

Piotr Kębłowski, Stały czy płynny? Model PVEC realnego kursu walutowego dla krajów Europy Środkowo-Wschodniej – implikacje dla Polski, Materiały i Studia, Vol. 312, 2015

Karolina Konopczak, Aleksander Welfe, Efekt Balassy-Samuelsona i mechanizmy jego absorpcji, Ekonomista, nr 4, 2015, s. 463-489 

Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Confidence bands for impulse responses: Bonferroni versus Wald, Oxford Bulletin of Economics and Statistics, Vol. 77, 2015, pp. 800-821

Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Comparison of Methods for Constructing Joint Confidence Bands for ImpulseResponse Functions,  International Journal of Forecasting, Vol. 31, 2015, pp. 782-798

Wojciech Bieńkowski, Bogna Gawrońska-Nowak, Wojciech Grabowski, Comovements of Stock Markets in the CEE-3 Countries During the Global Financial Crisis, Eastern European Economics, 2014, vol. 52(5), pp. 32-55

Katarzyna Leszkiewicz-Kędzior, Aleksander Welfe, Asymetric Price Adjustments in the Fuel Market, Central European Journal of Economic Modelling and Econometrics, Vol. 6, 2014, pp. 105-127

Anna Staszewska-Bystrova, Peter Winker, Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands, Central European Journal of Economic Modelling and Econometrics, Vol. 6, 2014, pp. 89-104

Piotr Kębłowski, Wnioskowanie o rzędzie kointegracji dla modelu VEC ze składnikiem losowym z rozkładu SU Johnsona, Przegląd Statystyczny, Vol. 60 (2), 2013, pp. 235-249

Anna Staszewska-Bystrova, Peter Winker, Constructing Narrowest Pathwise Bootstrap Prediction Bands Using Threshold Accepting, International Journal of Forecasting, Vol. 29(2), 2013, pp. 221-233 

Piotr Kębłowski, Aleksander Welfe, A Risk-Driven Approach to Exchange-Rate Modelling, Economic Modelling, Vol. 29, 2012, pp. 1473-1482

Michał Majsterek, Cointegration Analysis in the Case of I(2) - General Overview, Central European Journal of Economic Modelling and Econometrics, t.4, nr 4, 2012, s. 215-252

Michał Majsterek, Aleksander Welfe, Price-wage nexus and the role of a tax system, Economic Change and Restructuring, Vol. 45, 2012, pp. 121-133

Krzysztof Szczygielski, Wojciech Grabowski, Are unit export values correct measures of exports’ quality?, Economic Modelling, Vol. 29(4), 2012, pp. 1189-1196

Piotr Kębłowski, The behaviour of exchange rates in the Central European countries and credit default risk premiums, Central European Journal of Economic Modelling and Econometrics, Vol. 3(4), 2011, pp. 221-237

Katarzyna Leszkiewicz-Kędzior, Modelling Fuel Prices. An I(1) Analysis, Central European Journal of Economic Modelling and Econometrics, Vol. 3 (2), 2011, pp. 75-95

Anna Staszewska-Bystrova, Bootstrap Prediction Bands for Forecast Paths from Vector Autoregressive Models, Journal of Forecasting, Vol. 30, 2011, pp. 721-735 

Władysław Welfe, Long-term macroeconomic models. The case of Poland, Economic Modelling, Vol. 28, 2011, pp. 741-753 

Wojciech Grabowski, Aleksander Welfe, Global stability of dynamic models, Economic Modelling, Vol. 28, 2010, pp. 782-784 

Piotr Kębłowski, Aleksander Welfe, Estimation of the Equilibrium Exchange Rate: The CHEER Approach,  Journal of International Money and Finance, Vol. 29, 2010, pp. 1385-1397

Anna Staszewska-Bystrova, Viktor Bystrov, On the power of direct tests for rational expectations against the alternative of constant gain learning, Bank i Kredyt,  Vol. 41, 2010, pp. 71-84