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Konstrukcja optymalnego portfela w bayesowskim modelu MSF-SBEKK : portfele funduszy inwestycyjnych PKO TFI

Pajor, Anna - In: Bank i kredyt 45 (2014) 1, pp. 53-78

Persistent link: https://www.econbiz.de/10010341463

Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models

Pajor, Anna - In: International journal of financial markets and derivatives 5 (2016) 2/4, pp. 189-211

Persistent link: https://www.econbiz.de/10011742315

The Shape of Aggregate Production Functions : Evidence from Estimates of the World Technology Frontier

Growiec, Jakub; Pajor, Anna; Pelle, Dorota; Prędki, Artur - 2014

The article provides multifaceted evidence on the shape of the aggregate country-level production function, derived from the World Technology Frontier, estimated on the basis of annual data on inputs and output in 19 highly developed OECD countries in the period 1970–2004. A comparison of its...

Persistent link: https://www.econbiz.de/10014041982

The shape of aggregate production functions : evidence from estimates of the World Technology Frontier

Growiec, Jakub; Pajor, Anna; Pelle, Dorota; Prędki, Artur - 2011

Persistent link: https://www.econbiz.de/10009666227

The shape of aggregate production functions : evidence from estimates of the World Technology Frontier

Growiec, Jakub; Pajor, Anna; Górniak, Dorota; Prędki, … - In: Bank i kredyt 46 (2015) 4, pp. 299-326

Persistent link: https://www.econbiz.de/10011350404

VEC-MSF models in Bayesian analysis of short- and long-run relationships

Pajor, Anna; Wróblewska, Justyna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10011708691

One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models

Wróblewska, Justyna; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10012294550

On sensitivity of inference in Bayesian MSF-MGARCH models

Osiewalski, Jacek; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 173-197

Persistent link: https://www.econbiz.de/10012294603

Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships

Pajor, Anna; Wróblewska, Justyna - In: Eurasian economic review : a journal in applied … 12 (2022) 3, pp. 427-448

Persistent link: https://www.econbiz.de/10013431511