| 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, 55-96, 2017 | 100 | 2017 |
| 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 | 76 | 2004 |
| Almost periodically correlated time series in business fluctuations analysis L Lenart, M Pipien arXiv preprint arXiv:1204.4801, 2012 | 49 | 2012 |
| Wnioskowanie bayesowskie w ekonometrii finansowej M Pipień Zeszyty Naukowe/Akademia Ekonomiczna w Krakowie. Seria Specjalna, Monografie, 2006 | 42 | 2006 |
| 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 | 31 | 2012 |
| GARCH-In-Mean through skewed t conditional distributions: Bayesian inference for exchange rates J Osiewalski, M Pipień Macromodels, 99, Conference Proceedings, Łódź: Absolwent, 2000 | 30 | 2000 |
| Seasonality revisited-statistical testing for almost periodically correlated stochastic processes Ł Lenart, M Pipień Central European Journal of Economic Modelling and Econometrics, 2013 | 29 | 2013 |
| 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 | 28 | 1999 |
| Bayesian analysis and option pricing in univariate GARCH models with asymmetries and GARCH-in-mean effects J Osiewalski, M Pipień Przegląd Statystyczny 50 (3), 5-29, 2003 | 27 | 2003 |
| 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 | 26 | 2016 |
| Statistical analysis of business cycle fluctuations in Poland before and after the crisis Ł Lenart Equilibrium. Quarterly Journal of Economics and Economic Policy 11 (4), 769-783, 2016 | 25 | 2016 |
| The heterogeneity of convergence in transition countries M Pipień, S Roszkowska Post-Communist Economies 31 (1), 75-105, 2019 | 22 | 2019 |
| 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 | 22 | 2014 |
| Multivariate t-GARCH Models-Bayesian Analysis for Exchange Rates J Osiewalski, M Pipień Modelling Economies in Transition-Proceedings of the Sixth AMFET Conference …, 2002 | 19 | 2002 |
| Non-parametric test for the existence of the common deterministic cycle: the case of the selected European countries Ł Lenart, M Pipień Central European Journal of Economic Modelling and Econometrics, 201-241-201-241, 2017 | 18 | 2017 |
| 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 | 15 | 2015 |
| Bayesowskie testowanie modeli GARCH i IGARCH J Osiewalski, M Pipień Przegląd Statystyczny 46 (1), 5-23, 1999 | 15 | 1999 |
| Bayesowskie modelowanie i prognozowanie indeksu WIG z wykorzystaniem procesów GARCH i SV J Osiewalski, A Pajor, M Pipień W: A. Zeliaś (red.), XX Seminarium Ekonometryczne im. Prof. Zbigniewa …, 2004 | 13 | 2004 |
| Univariate GARCH processes with asymmetries and GARCH-In-Mean effects: Bayesian analysis and direct option pricing J Osiewalski, M Pipień Przegląd Statystyczny 50, 5-29, 2003 | 12 | 2003 |
| Macroprudential policy in a heterogeneous environment—an application of agent-based approach in systemic risk modelling J Kaszowska-Mojsa, M Pipień Entropy 22 (2), 129, 2020 | 11 | 2020 |
Sylwia RoszkowskaJagiellonian University; University of LodzZweryfikowany adres z uni.lodz.pl
