Dynamic Econometric Models

Volume 9


Contents:
  • Mariola Piłatowska
    The Combined Forecasts Using the Akaike Weights [pdf]
  • Elżbieta Szulc
    Modelling of Dynamic Spatial Processes [pdf]
  • Sylwester Bejger
    Econometric Tools for Detection of Collusion Equilibrium in the Industry [pdf]
  • Joanna Górka
    Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures [pdf]
  • Dorota Górecka, Dominik Śliwicki
    Application of Panel Data Models to Exchange Rates’ Modeling for Scandinavian and Central and Eastern European Countries [pdf]
  • Milda Maria Burzała
    The Synchronization of Regional Business Cycles with Nationwide Cycles [pdf]
  • Monika Kośko
    Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets [pdf]
  • Anna Pajor
    Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models [pdf]
  • Marek Szajt
    Estimation of Disproportions in Patent Activity of OECD Countries Using Spatio-Temporal Methods [pdf]
  • Aneta Włodarczyk, Marcin Zawada
    The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [pdf]
  • Tomasz Chruściński
    The Study of Interdependence between Capital and Currency Markets Using Multivariate GARCH Models [pdf]
  • Marcin Fałdziński
    Application of Modified POT Method with Volatility Model for Estimation of Risk Measures [pdf]
  • Roman Huptas
    Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification [pdf]
  • Jarosław Krajewski
    Estimating and Forecasting GDP in Poland with Dynamic Factor Model [pdf]

© Joanna Górka, 2009 -