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Editors: Marek Gruszczynski, Emilia Tomczyk
Co-editor: Marcin Owczarczuk |
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15-01
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Marek Gruszczyński: Issues in modelling the financial distress and bankruptcy of companies |
aep15-01.pdf |
| 15-02 |
Emilia Tomczyk: Data vintage in testing properties of expectations |
aep15-02.pdf |
15-03
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Rumiana Górska: Backward and forward linkages based on an input-output analysis – comparative study of Poland and selected European countries |
aep15-03.pdf |
| 15-04 |
Maria Aluchna, Emilia Tomczyk: Shareholder structure and compliance with the board best practice: econometric analysis |
aep15-04.pdf
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| 14-01 Monika Lewandowska-Kalina, Lech Kalina: Labor tax and relative cost of R&D |
aep14-01.pdf |
| 14-02 Monika Bazyl: Does lower power distance culture contribute to lower long-term unemployment? |
aep14-02.pdf |
| 14-03 Marcin Owczarczuk, Damian Przekop: Accidents of company cars. A full service leasing company’s perspective |
aep14-03.pdf |
14-04 Emilia Tomczyk: Influence of data vintage on quantification of expectations
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aep14-04.pdf |
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| 1-13 Lech Kalina, Industry structure dynamics and productivity growth |
aewp01-13.pdf |
| 2-13 Emilia Tomczyk, End-of-sample vs. real time data: perspectives for analysis of expectations |
aewp02-13.pdf |
| 3-13 Krzysztof Kontek, Michał Lewandowski, Range-dependent utility |
aewp03-13.pdf |
| 4-13 Michał Brzoza-Brzezina, Krzysztof Makarski, Grzegorz Wesołowski, Would it have paid to be in the eurozone? |
aewp04-13.pdf |
| 5-13 Michał Brzoza-Brzezina, Marcin Kolasa, Bayesian evaluation of DSGE models with financial frictions |
aewp05-13.pdf |
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| 1-12 Monika Kubik-Kwiatkowska, Value relevance of financial reporting on the Warsaw Stock Exchange |
aewp01-12.pdf |
| 2-12 Tymon Słoczyński, The Oaxaca-Blinder unexplained component as a treatments effects estimator |
aewp02-12.pdf |
| 3-12 Emilia Tomczyk, Information content of survey data: applications of entropy and dissimilarity measures |
aewp03-12.pdf |
| 4-12 Adam Jędrzejczyk, Inflation forecasting using dynamic factor analysis: SAS 4GL programming approach |
aewp04-12.pdf |
| 5-12 Mitchell H. Kellman, Yochanan Shachmurove, Trade sophistication in a transition economy: Poland 1980-2009 |
aewp05-12.pdf |
| 6-12 Alfred Haug, On real interest rate persistence: the role of breaks |
aewp06-12.pdf |
| 7-12 Monika Lewandowska-Kalina, Productivity dispersion and misallocation of resources: evidence from Polish industries |
aewp07-12.pdf |
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| 1-11 Mitchell H. Kellman, Yochanan Shachmurove, Herfindahl-Hirschman meets international trade and development theories |
aewp01-11.pdf |
| 2-11 Krzysztof Pytka, Determinants of involuntary job termination in the Polish labor market |
aewp02-11.pdf |
| 3-11 Yochanan Shachmurove, Booms and busts in United States financial markets |
aewp03-11.pdf |
| 4-11 Katarzyna Bień, Informed and uninformed trading in the EUR/PLN spot market |
aewp04-11.pdf |
| 5-11 Mateusz Myśliwski, A microeconometric analysis of album sales success in the Polish music market |
aewp05-11.pdf |
| 6-11 Szymon Grabowski, Balance sheet effect in the Polish economy |
aewp06-11.pdf |
| 7-11 Tadeusz Kowalski, Yochanan Shachmurove, John Maynard Keynes: Is that you knocking on the door? |
aewp07-11.pdf |
| 8-11 Piotr Kębłowski, Aleksander Welfe, A risk-driven approach to exchange-rate modelling |
aewp08-11.pdf |
| 9-11 Ewa M. Syczewska, Stability of long-run relationship for countries in transition: a Hansen test study |
aewp09-11.pdf |
| 10-11 Ewa M. Syczewska, Assessment of growth for countries of European Union |
aewp10-11.pdf |
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| 1-10 Krzysztof Kontek, Maximum likelihood estimator for the uneven power distribution: application to DJI returns |
aewp01-10.pdf |
| 2-10 D.S.G. Pollock, Oversampling of stochastic processes |
aewp02-10.pdf |
| 3-10 Ewa M. Syczewska, Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test |
aewp03-10.pdf |
| 4-10 Ewa M. Syczewska, Financial crisis influence on the BUX index of Hungarian Stock Exchange. Long memory measures: 1998-2008 |
aewp04-10.pdf |
| 5-10 Emilia Tomczyk, Applications of measures of entropy, information content and dissimilarity of structures to business tendency survey |
aewp05-10.pdf |
| 6-10 Marek Gruszczyński, Investor protection and disclosure. Quantitative evidence |
aewp06-10.pdf |
| 7-10 Marek Gruszczyński, Financial microeconometrics in corporate governance studies |
aewp07-10.pdf |
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| 1-09 Monika Bazyl, Factors influencing tenure choice in European countries |
aewp01-09.pdf |
| 2-09 Marcin Owczarczuk, Support vector machines with two support vectors |
aewp02-09.pdf |
| 3-09 Michał Brzoza-Brzezina, Jacek Kotłowski, Estimating pure inflation in the Polish economy |
aewp03-09.pdf |
| 4-09 Piotr Orłowski, Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock |
aewp04-09.pdf |
5-09 Krzysztof Kontek, Lottery valuation using the aspiration / relative utility function |
aewp05-09.pdf |
| 6-09 Marek Gruszczyński, Quantitative methods in accounting research |
aewp06-09.pdf |
| 7-09 Emilia Tomczyk, Barbara Kowalczyk, Influence of non-response in business tendency surveys on the properties of expectations |
aewp07-09.pdf |
| 8-09 Monika Bazyl, Hedonic price model for Warsaw housing market |
aewp08-09.pdf |
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| 1-08 Arkadiusz Wiśniowski, Bayesian analysis of growth using stochastic frontier model |
aewp01-08.pdf |
| 2-08 Jacek Kotłowski, Forecasting inflation with dynamic factor model - the case of Poland |
aewp02-08.pdf |
| 3-08 Dobromił Serwa, Larger crises cost more: impact of banking sector instability on output growth |
aewp03-08.pdf |
| 4-08 Tomasz Dubiel-Teleszyński, Nonlinear dynamics of a duopoly game with adjusting, heterogenous players, facing increasing marginal costs |
aewp04-08.pdf |
| 5-08 Dobromił Serwa, Banking crises and nonlinear linkages between credit and output |
aewp05-08.pdf |
| 6-08 Andrzej Torój, Estimation of weights for the Monetary Conditions Index in Poland |
aewp06-08.pdf |
| 7-08 Marcin Owczarczuk, Maximum score type estimators |
aewp07-08.pdf |
| 8-08 Hanna Dudek, Subjective aspects of economic poverty. Ordered response model approach |
aewp08-08.pdf |
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| 1-07 Emilia Tomczyk, Testing rationality of price expectations on the basis of contingency tables |
aewp01-07.pdf |
| 2-07 Władysław Welfe, Knowledge capital and the total factor productivity |
aewp02-07.pdf |
| 3-07 Rumiana Górska, Decomposition of the realized rate of return on investment in fixed-income securities |
aewp03-07.pdf |
| 4-07 Marek Gruszczyński, Corporate governance ratings and the performance of listed companies in Poland |
aewp04-07.pdf |
| 5-07 Michał Rubaszek, Paweł Skrzypczyński, Can a simple DSGE model outperform professional forecasters? |
aewp05-07.pdf |
| 6-07 Marcin Owczarczuk, On modified discriminant analysis |
aewp06-07.pdf |
| 7-07 Szymon Grabowski, Real economic activity and state of financial markets |
aewp07-07.pdf |
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| 1-06 Emilia Tomczyk, Rationality expectations: comparison of neoclassical and evolutionary approaches |
aewp01-06.pdf |
| 2-06 Sławomir Sklinda, Application of fundamental multiples in capital asset pricing. An empirical verification on the Polish market (1998-2004) |
aewp02-06.pdf |
| 3-06 Katarzyna Bień, Ingmar Nolte, Winfried Pohlmeier, Estimating liquidity using information on the multivariate trading process |
aewp03-06.pdf |
| 4-06 Monika Witkowska, Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models |
aewp04-06.pdf |
| 5-06 John Aldrich, Anna Staszewska, The experiment in macroeconometrics |
aewp05-06.pdf |
| 6-06 Aleksander Welfe, Piotr Kębłowski, Price-wage system with taxation: multivariate cointegration analysis |
aewp06-06.pdf |
| 7-06 Tatiana Fic, Ray Barrell, Dawn Holland, Entry rates and risks of misalignment in EU8 |
aewp07-06.pdf |
| 8-06 Sebastian Michalski, Blocks adjustment - reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation |
aewp08-06.pdf |
| 9-06 Marcin Owczarczuk, Segmentation model with respect to the difference in means |
aewp09-06.pdf |
| 10-06 Izabela Majer, Application scoring: logit model approach and the divergence method compared |
aewp10-06.pdf |
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| 1-05 Jacek Kotłowski, Reaction function of the Polish central bankers. A logit approach |
aewp01-05.pdf |
| 2-05 Marek Gruszczyński, Corporate governance and financial performance of companies in Poland |
aewp02-05.pdf |
| 3-05 Jacek Kotłowski, Money and prices in the Polish economy. Seasonal cointegration approach |
aewp03-05.pdf |
| 4-05 Piotr Ciesielski, Mariusz Domeracki, Marek Gruszczyński, New bankruptcy prediction models for Polish companies |
aewp04-05.pdf |
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| 1-04 Marek Gruszczyński, Financial distress of companies in Poland |
aewp01-04.pdf |
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Department of Applied Econometrics
Warsaw School of Economics (SGH)
ul. Madalinskiego 6/8
02-513 Warszawa
Poland |
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