Mateusz Pipień : Citation Profile

Are you Mateusz Pipień?

Uniwersytet Ekonomiczny w Krakowie

5

H index

4

i10 index

136

Citations

RESEARCH PRODUCTION:

19

Articles

16

Papers

8

Chapters

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 7
   Journals where Mateusz Pipień has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 8 (5.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi193
   Updated: 2022-11-19    RAS profile: 2022-10-22    
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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:

Teräsvirta, Timo (20)

Silvennoinen, Annastiina (18)

Amado, Cristina (10)

Sucarrat, Genaro (8)

Maheu, John (7)

Escribano, Alvaro (6)

Olszak, Małgorzata (6)

Huizinga, Harry (5)

Laeven, Luc (5)

Jensen, Mark (4)

Woźniak, Tomasz (4)

Cites to:

Shleifer, Andrei (31)

Kose, Ayhan (25)

Demirguc-Kunt, Asli (23)

Terrones, Marco (22)

BORIO, Claudio (20)

Claessens, Stijn (20)

Lopez-de-Silanes, Florencio (19)

La Porta, Rafael (18)

Laeven, Luc (16)

Berger, Allen (13)

Bollerslev, Tim (13)

Main data

Where Mateusz Pipień has published?

Journals with more than one article published# docs
Central European Journal of Economic Modelling and Econometrics6
Dynamic Econometric Models5
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 Department6
MPRA Paper / University Library of Munich, Germany2
Working Papers / Institute of Economic Research2

Recent works citing Mateusz Pipień (2022 and 2021)

YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2021Banks’ Risk and The Impact of Audit Quality on Income Smoothing. (2021). Ballas, Apostolos ; Tzovas, Christos ; Vasilakopoulos, Konstantinos. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:20:y:2021:i:3:p:425-453.

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2021The Effects of the Crisis on Convergence between the Eastern Partnership and EU-15 States. (2021). Nagy, Sandor Gyula ; Siljak, Dzenita. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:3-18.

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2021Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua.

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2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions. (2022). Avdjiev, Stefan ; Tseng, Michael C ; Aysun, Uluc. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001031.

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2022Elections and provisioning behavior: Assessing the Indian evidence. (2022). Ghosh, Saibal. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s093936252200005x.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021The impact of the coronavirus crisis on the market price of risk. (2021). Theodossiou, Panayiotis ; Savva, Christos S ; Delis, Manthos D. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301431.

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2021Did Basel regulation cause a significant procyclicality?. (2021). Shimizu, Katsutoshi ; Ly, Kim Cuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000846.

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2022Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?. (2022). Kowalska, Iwona ; Olszak, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100189x.

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2021Loan loss provisioning of US banks: Economic policy uncertainty and discretionary behavior. (2021). Demir, Ender ; Ozili, Peterson ; Danisman, Gamze Ozturk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:923-935.

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2021THE IMPACT OF BANK CAPITAL AND INSTITUTIONAL QUALITY ON LENDING: EMPIRICAL EVIDENCE FROM THE MENA REGION. (2021). Mondello, Gerard ; el Hourani, Maya. In: Working Papers. RePEc:hal:wpaper:halshs-03502606.

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2021Market Structure and Financial Stability: the Interaction between Profit-Oriented and Mutual Cooperative Banks in Italy. (2021). Barra, Cristian ; Boccia, Marinella ; Amendola, Adalgiso ; Papaccio, Anna. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-021-00360-1.

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2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components. (2022). Theodossiou, Panayiotis ; Savva, Christos S ; Ellina, Polina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01055-x.

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2021Banking sector earnings management using loan loss provisions in the Fintech era. (2021). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:105083.

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2022On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries. (2022). Pipie, Mateusz ; Adamczyk, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:14:y:2022:i:3:p:303-333.

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2021Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?. (2021). Kowalska, Iwona ; Olszak, Magorzata. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22021.

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2021Loan-loss provisions, earnings management, and capital management by Russian banks: the impact of changes in banking regulation and oversight. (2021). Downing, Jeff ; Nikulin, Egor. In: Eurasian Business Review. RePEc:spr:eurasi:v:11:y:2021:i:4:d:10.1007_s40821-020-00163-9.

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Works by Mateusz Pipień:

YearTitleTypeCited
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2018Time-varying asymmetry and tail thickness in long series of daily financial returns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2004Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article1
2006The 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]		article0
2006Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article0
2004Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2017What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article35
2012Almost periodically correlated time series in business fluctuations analysis In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2012On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers.
[Full Text][Citation analysis]		paper20
2013Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2015Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2015Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2019Optimal level of capital in the Polish banking sector In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article0
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.
[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]
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2013Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2018The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article0
2015THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS.(2015) In: Faculty of Management Working Paper Series.
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2022On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article0
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]		article19
2013Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article1
2015Szacunki kwartalnego PKB w polskich województwach In: Gospodarka Narodowa. The Polish Journal of Economics.
[Full Text][Citation analysis]		article2
2014What drives heterogeneity of procyclicality of loan loss provisions in the EU? In: Faculty of Management Working Paper Series.
[Full Text][Citation analysis]		paper3
2015Do 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]		paper0
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.
[Full Text][Citation analysis]		paper9
2015The 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]		paper1
2016Cross-country linkages as determinants of procyclicality of loan loss provisions In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2019The heterogeneity of convergence in transition countries In: Post-Communist Economies.
[Full Text][Citation analysis]		article3

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