Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation MA Dąbrowski, J Wroblewska Economic Modelling 58, 249-262, 2016 | 19 | 2016 |
VEC-MSF models in Bayesian analysis of short-and long-run relationships A Pajor, J Wróblewska Studies in Nonlinear Dynamics & Econometrics 21 (3), 20160004, 2017 | 15 | 2017 |
Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries MA Dąbrowski, J Wróblewska International Economics 162, 34-49, 2020 | 12 | 2020 |
One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models J Wróblewska, A Pajor Central European Journal of Economic Modelling and Econometrics, 23-45-23-45, 2019 | 10 | 2019 |
Bayesian comparison of production function-based and time-series GDP models J Osiewalski, J Wróblewska, K Makieła Empirical Economics 58, 1355-1380, 2020 | 8 | 2020 |
Bayesian model selection in the analysis of cointegration J Wróblewska Central European Journal of Economic Modelling and Econometrics, 2009 | 7 | 2009 |
Financial shocks as a cause of real exchange rate fluctuations in Poland-evidence from the Bayesian structural VAR models MA Dąbrowski, J Wróblewska Proceedings of the 8th Professor Aleksander Zelias International Conference …, 2014 | 6 | 2014 |
Bayesian analysis of weak form reduced rank structure in VEC models J Wróblewska Central European Journal of Economic Modelling and Econometrics, 169-186-169-186, 2011 | 6 | 2011 |
Bayesian analysis of weak form polynomial reduced rank structures in VEC models J Wróblewska Central European Journal of Economic Modelling and Econometrics, 253-267-253-267, 2012 | 5 | 2012 |
Common Trends and Common Cycles-Bayesian Approach J Wróblewska Central European Journal of Economic Modelling and Econometrics, 91-110, 2015 | 4 | 2015 |
Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia-an approach based on Bayesian SVAR models with common serial correlation (No. 61441) MA Dąbrowski, J Wróblewska Germany: University Library of Munich, 2015 | 4* | 2015 |
Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships A Pajor, J Wróblewska Eurasian Economic Review 12 (3), 427-448, 2022 | 3 | 2022 |
Modele i metody bayesowskiej analizy kointegracji J Wróblewska Wydawnictwo Uniwersytetu Ekonomicznego, 2010 | 3 | 2010 |
Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models MA Dąbrowski, Ł Kwiatkowski, J Wróblewska Central European Journal of Economic Modelling and Econometrics, 369-412-369-412, 2020 | 2 | 2020 |
Przyczyny wahań realnego kursu walutowego w Polsce-wyniki badań z wykorzystaniem bayesowskich strukturalnych modeli VAR MA Dąbrowski, J Wróblewska Perspektywy integracji gospodarczej i walutowej w Unii Europejskiej w …, 2013 | 2 | 2013 |
Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective? A Pajor, J Wróblewska, Ł Kwiatkowski, J Osiewalski International Statistical Review 92 (1), 62-86, 2024 | 1 | 2024 |
A note on some extensions of the matrix angular central Gaussian distribution J Wróblewska arXiv preprint arXiv:2010.03243, 2020 | 1 | 2020 |
Sources of real exchange rate variability in Poland–Evidence from a Bayesian SVAR model with Markov Switching Heteroscedasticity,[in:] MA Dąbrowski, Ł Kwiatkowski, J Wróblewska The 12th Professor Aleksander Zelias International Conference on Modelling …, 2018 | 1 | 2018 |
Analiza modelu realnego cyklu koniunkturalnego z wykorzystaniem bayesowskich modeli typu VEC J Wróblewska Przegląd Statystyczny 64 (4), 357-372, 2017 | 1 | 2017 |
Exchange Rate Regime and Sensitivity to Economic and Financial Shocks in Central European Countries M Dąbrowski, J Wróblewska The 10th Professor Aleksander Zelias International Conference on Modelling …, 2016 | 1 | 2016 |