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Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
New directions in macromodelling
,
(pp. 174-196)
.
2004
Persistent link: https://www.econbiz.de/10002717349
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2
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
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3
Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
Osiewalski, Jacek
;
Pipieri, Mateusz
- In:
New directions in macromodelling : essays in honor of …
,
(pp. 173-196)
.
2004
Persistent link: https://www.econbiz.de/10015388223
Saved in:
4
The statistical properties of free market Złoty, Dollar exchange rate : the Polish experience
Welfe, Aleksander
- In:
Przegla̜d statystyczny / Polska Akademia Nauk, Komitet …
41
(
1995
)
4
,
pp. 401-412
Persistent link: https://www.econbiz.de/10001188218
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5
Długookresowe zwia̜zki mie̜dzy płacami, cenami i kursem walutowym w gospodarce polskiej okresu transformacji
Welfe, Aleksander
;
Majsterek, Michał
- In:
Bank i kredyt
33
(
2002
)
1
,
pp. 4-12
Persistent link: https://www.econbiz.de/10001654710
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6
Estimation of the equilibrium exchange rate : the CHEER approach
Kębłowski, Piotr
;
Welfe, Aleksander
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1385-1397
Persistent link: https://www.econbiz.de/10009239667
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7
A risk-driven approach to exchange rate modelling
Kębłowski, Piotr
;
Welfe, Aleksander
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1473-1482
Persistent link: https://www.econbiz.de/10009667319
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8
An exchange rate model with market pressures and a contagion effect
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2706-2720
Persistent link: https://www.econbiz.de/10011675580
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9
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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