4
H index
2
i10 index
52
Citations
Mateusz Pipień : Citation Profile
Uniwersytet Ekonomiczny w Krakowie | RESEARCH PRODUCTION: 15 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2004 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mateusz Pipień. | Is cited by:
| Cites to:
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Main data
Where Mateusz Pipień has published?
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 5 |
| Central European Journal of Economic Modelling and Econometrics | 4 |
| Equilibrium. Quarterly Journal of Economics and Economic Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Faculty of Management Working Paper Series / University of Warsaw, Faculty of Management | 6 |
| NBP Working Papers / Narodowy Bank Polski, Economic Research Department | 5 |
| Working Papers / Institute of Economic Research | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Mateusz Pipień (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Consistency 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. Full description at Econpapers || Download paper |
| 2017 | Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29. Full description at Econpapers || Download paper |
| 2018 | Models 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. Full description at Econpapers || Download paper |
| 2018 | Basel III: Effects of capital and liquidity regulations on European bank lending. (2018). Roulet, Caroline. In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:26-46. Full description at Econpapers || Download paper |
| 2017 | Subsampling for nonstationary time series with non-zero mean function. (2017). Lenart, Åukasz ; Dudek, Anna E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:252-259. Full description at Econpapers || Download paper |
| 2017 | Loan Loss Provisions, Income Smooth, Signaling, Capital Management and Pro-Cyclicality: Empirical Evidence from Mozambique¡¯s Commercial Banks. (2017). Siueia, Tito Tomas ; Wang, Jianling . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:11:p:48-63. Full description at Econpapers || Download paper |
| 2017 | Regionalne zróżnicowanie oddziaÅywania wydatków rzÄ
dowych na zatrudnienie â wnioski z analizy SVAR. (2017). Krajewski, Piotr. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:1:p:73-96. Full description at Econpapers || Download paper |
| 2018 | Models 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. Full description at Econpapers || Download paper |
| 2017 | Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:09/2017. Full description at Econpapers || Download paper |
| 2017 | Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80147. Full description at Econpapers || Download paper |
| 2018 | Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2018). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80281. Full description at Econpapers || Download paper |
| 2017 | Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67. Full description at Econpapers || Download paper |
| 2017 | Modelling 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. Full description at Econpapers || Download paper |
| 2017 | The effect of capital ratio on lending: Do loan-loss provisioning practices matter?. (2017). Olszak, MaÅgorzata ; witaa, Filip ; Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22017. Full description at Econpapers || Download paper |
| 2017 | Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?. (2017). Olszak, MaÅgorzata ; Vegh, Marcell Zoltan ; Roszkowska, Sylwia. In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:11-36. Full description at Econpapers || Download paper |
Works by Mateusz Pipień:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
| 2017 | What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 4 |
| 2012 | Almost periodically correlated time series in business fluctuations analysis In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Orthogonal Transformation of Coordinates in Copula M-GARCH Models â Bayesian analysis for WIG20 spot and futures returns In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Quarterly estimates of regional GDP in Poland â application of statistical inference of functions of parameters In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Returns to skills in Europe ââ¬â same or different? The empirical importance of the systems of regressions approach In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS â THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | The impact of capital ratio on lending of EU banks â the role of bank specialization and capitalization.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | STATISTICAL 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] | article | 0 |
| 2015 | Statistical 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: 0 | paper | |
| 2013 | Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions â Empirical Importance of SURE Specification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Cross country linkages as determinants of procyclicality of loan loss provisions â empirical importance of SURE specification.(2013) In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | What drives heterogeneity of loan loss provisionsâ procyclicality in the EU? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On 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] | article | 14 |
| 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Szacunki kwartalnego PKB w polskich województwach In: Gospodarka Narodowa. [Full Text][Citation analysis] | article | 1 |
| 2014 | What drives heterogeneity of procyclicality of loan loss provisions in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Do regulations and supervision shape the capital crunch effect of large banks in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The effects of capital on bank lending in large EU banks â the role of procyclicality, income smoothing, regulations and supervision. In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION â THE CASE OF LARGE EU BANKS In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The impact of capital on lending in publicly-traded and privately- held banks in the EU In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Cross-country linkages as determinants of procyclicality of loan loss provisions In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team