Błażej Mazur : Citation Profile


Are you Błażej Mazur?

Uniwersytet Ekonomiczny w Krakowie

2

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

6

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 1
   Journals where Błażej Mazur has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma2193
   Updated: 2019-06-16    RAS profile: 2018-06-10    
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Relations with other researchers


Works with:

Pipień, Mateusz (3)

Lenart, Łukasz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Błażej Mazur.

Is cited by:

Teräsvirta, Timo (9)

Silvennoinen, Annastiina (9)

Amado, Cristina (5)

Escribano, Alvaro (3)

Sucarrat, Genaro (2)

Lenart, Łukasz (2)

Selmi, Refk (1)

bouoiyour, jamal (1)

Cites to:

Teräsvirta, Timo (4)

Rubaszek, Michał (3)

Hubrich, Kirstin (3)

Ng, Serena (3)

Prasad, Eswar (3)

Terrones, Marco (3)

Kose, Ayhan (3)

Amado, Cristina (3)

Ca' Zorzi, Michele (3)

Doornik, Jurgen (2)

Clark, Todd (2)

Main data


Where Błażej Mazur has published?


Journals with more than one article published# docs
Dynamic Econometric Models3
Equilibrium. Quarterly Journal of Economics and Economic Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Institute of Economic Research2

Recent works citing Błażej Mazur (2018 and 2017)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2017Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Effect of the economic situation on employment and its structure in the Central and Eastern European countries. (2018). Zielinski, Mariusz. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:17:y:2018:i:3:p:329-337.

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2017Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:09/2017.

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2018Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries. (2018). Lenart, Ukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:233-262.

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2017Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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2017Modelling and Forecasting WIG20 Daily Returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:173-200.

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Works by Błażej Mazur:


YearTitleTypeCited
2015Density forecasts based on disaggregate data: nowcasting Polish inflation In: Dynamic Econometric Models.
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article1
2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2006Imposing Economic Restrictions in a VECM-form Demand System In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article1
2012On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers.
[Full Text][Citation analysis]
paper1
2016STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
[Full Text][Citation analysis]
article2
2015Statistical analysis of business cycle fluctuations in Poland before and after the crisis.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Probabilistic predictive analysis of business cycle fluctuations in Polish economy In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
[Full Text][Citation analysis]
article1
2017Density Forecasts of Polish Industrial Production: a Probabilistic Perspective on Business Cycle Fluctuations In: Working Papers.
[Full Text][Citation analysis]
paper0
2012On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
article15

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