Mateusz Pipień
Title
Cited by
Cited by
Year
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
J Osiewalski, M Pipień
Journal of Econometrics 123 (2), 371-391, 2004
772004
What drives heterogeneity of cyclicality of loan-loss provisions in the EU?
M Olszak, M Pipień, I Kowalska, S Roszkowska
Journal of Financial Services Research 51 (1), 55-96, 2017
632017
Almost periodically correlated time series in business fluctuations analysis
M Pipien, L Lukasz
National Bank of Poland Working Paper, 2012
442012
Wnioskowanie bayesowskie w ekonometrii finansowej
M Pipień
Zeszyty Naukowe/Akademia Ekonomiczna w Krakowie. Seria Specjalna, Monografie, 2006
402006
GARCH-In-Mean through skewed t conditional distributions: Bayesian inference for exchange rates
J Osiewalski, M Pipień
Macromodels, 99, Conference Proceedings, £ód¼: Absolwent, 2000
272000
Bayesian forecasting of foreign exchange rates using GARCH models with skewed t conditional distributions
J Osiewalski, M Pipień
MACROMODELS'98. Conference Proceedings 2, 195-218, 1999
271999
Seasonality revisited-statistical testing for almost periodically correlated stochastic processes
£ Lenart, M Pipień
Central European Journal of Economic Modelling and Econometrics 2 (5), 85-102, 2013
262013
Bayesian analysis and option pricing in univariate GARCH models with asymmetries and GARCH-in-Mean effects
J Osiewalski, M Pipień
Przegl±d Statystyczny 50 (3), 5-29, 2003
252003
On the empirical importance of periodicity in the volatility of financial returns-time varying GARCH as a second order APC (2) process
B Mazur, M Pipień
Central European Journal of Economic Modelling and Econometrics 2 (4), 95-116, 2012
232012
Statistical analysis of business cycle fluctuations in Poland before and after the crisis
£ Lenart
Equilibrium. Quarterly Journal of Economics and Economic Policy 11 (4), 769-783, 2016
192016
Cross-country linkages as determinants of procyclicality of loan loss provisions
M Olszak, M Pipień
The European Journal of Finance 22 (11), 965-984, 2016
182016
Multivariate t-GARCH Models-Bayesian Analysis for Exchange Rates
J Osiewalski, M Pipień
Modelling Economies in Transition-Proceedings of the Sixth AMFET Conference …, 2002
182002
Bayesowskie testowanie modeli GARCH i IGARCH
J Osiewalski, M Pipień
Przegl±d Statystyczny 46 (1), 5-23, 1999
161999
The effects of capital on bank lending in large EU banks–the role of procyclicality, income smoothing, regulations and supervision
M Olszak, M Pipien, S Roszkowska, I Kowalska
University of Warsaw Faculty of Management Working Paper, 2014
152014
Non-parametric test for the existence of the common deterministic cycle: the case of the selected European countries
£ Lenart, M Pipień
Central European Journal of Economic Modelling and Econometrics, 201-241-201-241, 2017
132017
Bayesowskie modelowanie i prognozowanie indeksu WIG z wykorzystaniem procesów GARCH i SV
J Osiewalski, A Pajor, M Pipień
W: A. Zelia¶ (red.), XX Seminarium Ekonometryczne im. Prof. Zbigniewa …, 2004
132004
The impact of capital ratio on lending of EU Banks-the role of bank specialization and capitalization
M Olszak, M Pipień, S Roszkowska
IER, Institute of Economic Research, 2015
122015
Bayesian comparison of bivariate GARCH processes. The role of the conditional mean specification
J Osiewalski, M Pipień
Contributions to Economic Analysis 269, 173-196, 2004
122004
Univariate GARCH processes with asymmetries and GARCH-In-Mean effects: Bayesian analysis and direct option pricing
J Osiewalski, M Pipień
Przegl±d Statystyczny 50, 5-29, 2003
112003
What drives heterogeneity of procyclicality of loan loss provisions in the EU?
M Olszak, M Pipień, I Kowalska, S Roszkowska
102014
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Articles 1–20