Aleksander Welfe : Citation Profile


Are you Aleksander Welfe?

Uniwersytet Łódzki (50% share)
Szkoła Główna Handlowa w Warszawie (50% share)

7

H index

4

i10 index

116

Citations

RESEARCH PRODUCTION:

22

Articles

5

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 3
   Journals where Aleksander Welfe has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 13 (10.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe261
   Updated: 2021-06-12    RAS profile: 2021-03-30    
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Relations with other researchers


Works with:

Grabowski, Wojciech (2)

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

Is cited by:

Kelm, Robert (4)

Marcellino, Massimiliano (4)

van Aarle, Bas (4)

van Aarle, Bas (4)

Grabowski, Wojciech (3)

Mizon, Grayham (3)

Wdowiński, Piotr (3)

Drachal, Krzysztof (3)

Somwaru, Agapi (2)

Olbrys, Joanna (2)

Shane, Mathew (2)

Cites to:

Johansen, Soren (19)

juselius, katarina (11)

Granger, Clive (9)

Hall, Stephen (7)

MacDonald, Ronald (7)

Phillips, Peter (7)

Taylor, John (6)

Hendry, David (6)

Pesaran, M (6)

Ericsson, Neil (5)

shin, yongcheol (5)

Main data


Where Aleksander Welfe has published?


Journals with more than one article published# docs
Economic Change and Restructuring6
Economic Modelling5
Gospodarka Narodowa. The Polish Journal of Economics2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Applied Econometrics, Warsaw School of Economics2

Recent works citing Aleksander Welfe (2021 and 2020)


YearTitle of citing document
2021How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

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2020Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction. (2020). Ibhagui, Oyakhilome. In: MPRA Paper. RePEc:pra:mprapa:100946.

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2021Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Janus, Jakub ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:107558.

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2020Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries. (2020). Drachal, Krzysztof. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:18-34.

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2020Sektorowe funkcje produkcji - wnioski z modeli panelowych dla Polski. (2020). Gosiska, Emilia ; Ulrichs, Magdalena. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:2:p:71-94.

Full description at Econpapers || Download paper

2020One model or many? Exchange rates determinants and their predictive capabilities.. (2020). Dybka, Piotr. In: Working Papers. RePEc:sgh:kaewps:2020053.

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2020Does uncertainty predict cryptocurrency returns? A copula-based approach. (2020). Mba, Jules ; Mudzingiri, Calvin ; Koumba, UR. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:13:y:2020:i:1:p:67-88.

Full description at Econpapers || Download paper

Works by Aleksander Welfe:


YearTitleTypeCited
2000Modelling economies in transition: an introduction In: Economic Modelling.
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article14
2000Modeling inflation in Poland In: Economic Modelling.
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article9
2011Global stability of dynamic models In: Economic Modelling.
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article4
2012A risk-driven approach to exchange rate modelling In: Economic Modelling.
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article11
2011A Risk-Driven Approach to Exchange-Rate Modelling.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2020The Tobit cointegrated vector autoregressive model: An application to the currency market In: Economic Modelling.
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article3
2004The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root In: Economics Letters.
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article11
1998The price-wage mechanism: An endogenous switching model In: European Economic Review.
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article5
2010Estimation of the equilibrium exchange rate: The CHEER approach In: Journal of International Money and Finance.
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article7
2017Convergence-driven inflation and the channels of its absorption In: Journal of Policy Modeling.
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article2
1990State budget and inflation processes : Estimates for Poland In: Journal of Public Economics.
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article0
2004Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models In: CERT Discussion Papers.
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paper0
1991Modelling Wages in Centrally Planned Economies: The Case of Poland. In: Economic Change and Restructuring.
[Citation analysis]
article9
1996The Price-Wage Inflationary Spiral in Poland. In: Economic Change and Restructuring.
[Citation analysis]
article14
1997The Price-Wage Mechanism in Poland: An Endogenous Switching Model. In: Economic Change and Restructuring.
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article1
1997The Price-Wage Mechanism in Poland: An Endogenous Switching Model.(1997) In: Economic Change and Restructuring.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1996The Price-Wage Mechanism in Poland: An Endogenous Switching Model.(1996) In: Ace Project Memoranda.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002Wage and Price Inflation in Poland in the Period of Transition: The Cointegration Analysis. In: Economic Change and Restructuring.
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article3
2012Price-wage nexus and the role of a tax system In: Economic Change and Restructuring.
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article3
2020Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity In: Eastern European Economics.
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article1
2007Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland In: Emerging Markets Finance and Trade.
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article5
2016An Exchange Rate Model with Market Pressures and a Contagion Effect In: Emerging Markets Finance and Trade.
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article4
2014Asymmetric Price Adjustments in the Fuel Market In: Central European Journal of Economic Modelling and Econometrics.
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article5
2017Makroekonometryczny miesięczny model gospodarki Polski WM-1 In: Gospodarka Narodowa. The Polish Journal of Economics.
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article3
2018Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1 In: Gospodarka Narodowa. The Polish Journal of Economics.
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article0
2006Price-Wage System with Taxation: Multivariate Cointegration Analysis In: Working Papers.
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paper0
1994The price-wage inflationary spiral: The mixed economic case In: Discussion Papers.
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paper2

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