Mateusz Pipień : Citation Profile


Are you Mateusz Pipień?

Uniwersytet Ekonomiczny w Krakowie

4

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

15

Articles

15

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 4
   Journals where Mateusz Pipień has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 6 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi193
   Updated: 2018-10-13    RAS profile: 2018-10-11    
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Relations with other researchers


Works with:

Olszak, Małgorzata (12)

Lenart, Łukasz (5)

Mazur, Błażej (3)

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

Is cited by:

Silvennoinen, Annastiina (9)

Teräsvirta, Timo (9)

Maheu, John (7)

Olszak, Małgorzata (5)

Amado, Cristina (5)

Jensen, Mark (4)

Woźniak, Tomasz (4)

Burda, Martin (3)

Lenart, Łukasz (3)

Pajor, Anna (2)

Sucarrat, Genaro (2)

Cites to:

Kose, Ayhan (19)

Demirguc-Kunt, Asli (17)

Shleifer, Andrei (14)

Bouvatier, Vincent (13)

Laeven, Luc (13)

Terrones, Marco (13)

Lepetit, Laetitia (13)

Berger, Allen (12)

BORIO, Claudio (12)

Claessens, Stijn (10)

Peek, Joe (10)

Main data


Where Mateusz Pipień has published?


Journals with more than one article published# docs
Dynamic Econometric Models5
Central European Journal of Economic Modelling and Econometrics4
Equilibrium. Quarterly Journal of Economics and Economic Policy2

Working Papers Series with more than one paper published# docs
Faculty of Management Working Paper Series / University of Warsaw, Faculty of Management6
NBP Working Papers / Narodowy Bank Polski, Economic Research Department5
Working Papers / Institute of Economic Research2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mateusz Pipień (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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2018Basel 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.

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2017Subsampling for nonstationary time series with non-zero mean function. (2017). Lenart, Łukasz ; Dudek, Anna E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:252-259.

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2017Loan 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.

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2017Regionalne zróżnicowanie oddziaływania wydatków rządowych na zatrudnienie – wnioski z analizy SVAR. (2017). Krajewski, Piotr. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:1:p:73-96.

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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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2017Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80147.

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2018Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2018). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80281.

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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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2017The effect of capital ratio on lending: Do loan-loss provisioning practices matter?. (2017). Olszak, Małgorzata ; witaa, Filip ; Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22017.

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2017Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?. (2017). Olszak, Małgorzata ; Vegh, Marcell Zoltan ; Roszkowska, Sylwia. In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:11-36.

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Works by Mateusz Pipień:


YearTitleTypeCited
2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models.
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2004Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable In: Dynamic Econometric Models.
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2006The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate In: Dynamic Econometric Models.
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2006Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models.
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2008On 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.
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2004Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland In: Journal of Econometrics.
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article20
2017What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? In: Journal of Financial Services Research.
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article4
2012Almost periodically correlated time series in business fluctuations analysis In: NBP Working Papers.
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2012On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers.
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2013Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns In: NBP Working Papers.
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2015Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters In: NBP Working Papers.
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2015Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach In: NBP Working Papers.
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2016THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
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2015The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization.(2015) In: Working Papers.
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2016STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
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2015Statistical analysis of business cycle fluctuations in Poland before and after the crisis.(2015) In: Working Papers.
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2013Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification In: MPRA Paper.
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2013Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification.(2013) In: Faculty of Management Working Paper Series.
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2014What drives heterogeneity of loan loss provisions’ procyclicality in the EU? In: MPRA Paper.
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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.
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article14
2013Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes In: Central European Journal of Economic Modelling and Econometrics.
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article4
2015Empirical 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.
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article0
2017Non-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.
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2015Szacunki kwartalnego PKB w polskich województwach In: Gospodarka Narodowa.
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2014What drives heterogeneity of procyclicality of loan loss provisions in the EU? In: Faculty of Management Working Paper Series.
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paper3
2015Do regulations and supervision shape the capital crunch effect of large banks in the EU? In: Faculty of Management Working Paper Series.
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2014The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision. In: Faculty of Management Working Paper Series.
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2015THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS In: Faculty of Management Working Paper Series.
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2015The impact of capital on lending in publicly-traded and privately- held banks in the EU In: Faculty of Management Working Paper Series.
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2016Cross-country linkages as determinants of procyclicality of loan loss provisions In: The European Journal of Finance.
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