0.29
Impact Factor
0.3
5-Years IF
5
5-Years H index
Central European Journal of Economic Modelling and Econometrics / CEJEME
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.29 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.32 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2002 | 0.42 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.44 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2005 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.47 | 17 | 17 | 31 | 0 | 0 | 4 (12.9%) | 0.19 | ||||||||
| 2010 |  0.18 | 0.45 | 0.18 | 13 | 30 | 3 | 0.1 | 17 | 17 | 3 | 17 | 3 | 4 (23.5%) | 0.16 | ||
| 2011 | 0.07 | 0.52 | 0.07 | 12 | 42 | 2 | 0.05 | 11 | 30 | 2 | 30 | 2 | 3 (27.3%) | 0.2 | ||
| 2012 | 0.32 | 0.55 | 0.31 | 12 | 54 | 13 | 0.24 | 24 | 25 | 8 | 42 | 13 | 5 (20.8%) | 0.2 | ||
| 2013 | 0.13 | 0.62 | 0.17 | 12 | 66 | 12 | 0.18 | 19 | 24 | 3 | 54 | 9 | 8 (42.1%) | 3 | 0.25 | 0.22 |
| 2014 | 0.21 | 0.64 | 0.15 | 12 | 78 | 11 | 0.14 | 8 | 24 | 5 | 66 | 10 | 1 (12.5%) | 0.21 | ||
| 2015 | 0.21 | 0.69 | 0.23 | 12 | 90 | 21 | 0.23 | 3 | 24 | 5 | 61 | 14 | 2 (66.7%) | 0.22 | ||
| 2016 | 0.29 | 0.85 | 0.3 | 12 | 102 | 28 | 0.27 | 1 | 24 | 7 | 60 | 18 | (%) | 0.26 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CCU: | Cumulative number of citations to papers published until year y |
| CIF: | Cumulative impact factor |
| CIT: | Number of citations to papers published in year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202. Full description at Econpapers || Download paper | 13 |
| 2 | 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). PipieÅ, Mateusz ; Mazur, BÅażej. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116. Full description at Econpapers || Download paper | 11 |
| 3 | 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73. Full description at Econpapers || Download paper | 8 |
| 4 | 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102. Full description at Econpapers || Download paper | 5 |
| 5 | 2013 | Influence of the Greek Crisis on the Risk Perception of European Economies. (2013). Kliber, Agata. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:125-161. Full description at Econpapers || Download paper | 5 |
| 6 | 2012 | Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213. Full description at Econpapers || Download paper | 4 |
| 7 | 2009 | Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). MakieÅa, Kamil ; Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369. Full description at Econpapers || Download paper | 4 |
| 8 | 2009 | Aggregate Matching Function. The Case of Poland. (2009). Roszkowska, Sylwia . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:157-177. Full description at Econpapers || Download paper | 4 |
| 9 | 2010 | Interrelations between Consumption and Wealth in Poland. (2010). ZachÅod-Jelec, Magdalena ; Zachlod-Jelec, Magdalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:37-58. Full description at Econpapers || Download paper | 4 |
| 10 | 2013 | Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies. (2013). Lewandowski, Michal. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:1-34. Full description at Econpapers || Download paper | 4 |
| 11 | 2012 | Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model. (2012). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:169-197. Full description at Econpapers || Download paper | 3 |
| 12 | 2010 | Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:59-94. Full description at Econpapers || Download paper | 3 |
| 13 | 2013 | A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)âMSF-SBEKK Model. (2013). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:65-83. Full description at Econpapers || Download paper | 3 |
| 14 | 2013 | A Note on Lenkâs Correction of the Harmonic Mean Estimator. (2013). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:4:p:271-275. Full description at Econpapers || Download paper | 3 |
| 15 | 2010 | Slowdown or Recession? Forecasts Based on Composite Leading Indicator. (2010). Klucik, Miroslav ; Miroslav Klucik, Jana Juriova, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:17-36. Full description at Econpapers || Download paper | 3 |
| 16 | 2010 | Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models. (2010). Pajor, Anna ; Osiewalski, Jacek ; Jacek Osiewalski, Anna Pajor, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:253-277. Full description at Econpapers || Download paper | 3 |
| 17 | 2009 | Factors Influencing Tenure Choice in European Countries. (2009). Bazyl, Monika. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:371-387. Full description at Econpapers || Download paper | 2 |
| 18 | 2011 | The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Lach, Åukasz ; Gurgul, Henryk ; Henryk Gurgul, £ukasz Lach, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:133-168. Full description at Econpapers || Download paper | 2 |
| 19 | 2012 | Detecting Risk Transfer in Financial Markets using Different Risk Measures. (2012). Osinska, Magdalena ; Faldzinski, Marcin ; Marcin FaÅdziÅski, Magdalena OsiÅska, Tomasz Zd, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:45-64. Full description at Econpapers || Download paper | 2 |
| 20 | 2010 | The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?. (2010). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:315-349. Full description at Econpapers || Download paper | 2 |
| 21 | 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession. (2009). Winker, Peter ; Savin, Ivan ; Ivan Savin Peter Winker, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:111-138. Full description at Econpapers || Download paper | 2 |
| 22 | 2014 | Asymmetric Price Adjustments in the Fuel Market. (2014). Welfe, Aleksander ; Leszkiewicz-Kdzior, Katarzyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:2:p:105-127. Full description at Econpapers || Download paper | 2 |
| 23 | 2009 | Ins and Outs of Polish Unemployment. (2009). Strawinski, Pawel. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:3:p:243-259. Full description at Econpapers || Download paper | 2 |
| 24 | 2012 | Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries. (2012). Kouretas, Georgios ; Syllignakis, Manolis . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:65-93. Full description at Econpapers || Download paper | 1 |
| 25 | 2009 | Behavioral and Permanent Zloty/Euro Equilibrium. (2009). BÄza-Bojanowska, Joanna ; Beza-Bojanowska, Joanna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:1:p:35-55. Full description at Econpapers || Download paper | 1 |
| 26 | 2014 | Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market. (2014). Huptas, Roman . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:237-273. Full description at Econpapers || Download paper | 1 |
| 27 | 2014 | Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?. (2014). Doman, Magorzata . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:33-56. Full description at Econpapers || Download paper | 1 |
| 28 | 2010 | Forecasting the Polish Zloty with Non-Linear Models. (2010). SkrzypczyÅski, PaweÅ ; Rubaszek, MichaÅ ; Koloch, Grzegorz ; Michal Rubaszek, Pawel Skrzypczynski, Grzegorz Kol, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:151-167. Full description at Econpapers || Download paper | 1 |
| 29 | 2016 | Regional Differences in Gender Wage Gaps in Poland: New Estimates Based on Harmonized Data for Wages. (2016). Strawinski, Pawel ; Strawiski, Pawe ; Majchrowska, Aleksandra . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:2:p:115-141. Full description at Econpapers || Download paper | 1 |
| 30 | 2014 | Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach. (2014). Hokamp, Sascha ; Seibold, Gotz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:217-236. Full description at Econpapers || Download paper | 1 |
| 31 | 2014 | Divergent Priors and Well Behaved Bayes Factors. (2014). van Dijk, Herman ; Strachan, Rodney. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:1-31. Full description at Econpapers || Download paper | 1 |
| 32 | 2015 | Risk Perception and Risk Attitude on a Tax Evasion Context. (2015). Magessi, Nuno Trindade ; Antunes, Luis . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:3:p:127-149. Full description at Econpapers || Download paper | 1 |
| 33 | 2012 | Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Gooijer, Jan G. ; Diks, Cees ; Jan G. De Gooijer, Cees G. H. Diks, Åukasz T. GÄ
, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers || Download paper | 1 |
| 34 | 2009 | Restriction Testing in Binary Choice Model with I(1) Regressors. (2009). Grabowski, Wojciech. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:301-309. Full description at Econpapers || Download paper | 1 |
| 35 | 2014 | Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland. (2014). MakieÅa, Kamil ; Makiea, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:3:p:193-216. Full description at Econpapers || Download paper | 1 |
| 36 | 2012 | Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:143-167. Full description at Econpapers || Download paper | 1 |
| 37 | 2015 | Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency. (2015). Das, Arabinda . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:2:p:111-126. Full description at Econpapers || Download paper | 1 |
| 38 | 2012 | Crisis Resistance Versus Monetary Regime: A PolishâSlovak Counterfactual Exercise. (2012). Torój, Andrzej ; Andrzej Toroj, Karolina Konopczak, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:1-22. Full description at Econpapers || Download paper | 1 |
| 39 | 2013 | Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63. Full description at Econpapers || Download paper | 1 |
| 40 | 2009 | Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models. (2009). Triacca, Umberto. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:3:p:285-291. Full description at Econpapers || Download paper | 1 |
| 41 | 2010 | Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions. (2010). Maciejowska, Katarzyna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:279-314. Full description at Econpapers || Download paper | 1 |
| 42 | 2009 | Maximum Score Type Estimators. (2009). Owczarczuk, Marcin. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:1:p:7-34. Full description at Econpapers || Download paper | 1 |
| 43 | 2013 | Measuring Non-Performing Loans During (and After) Credit Booms. (2013). Serwa, DobromiÅ. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:3:p:163-183. Full description at Econpapers || Download paper | 1 |
| 44 | 2015 | Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes. (2015). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:1:p:43-70. Full description at Econpapers || Download paper | 1 |
| 45 | 2011 | Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models. (2011). Wróblewska, Justyna ; Wroblewska, Justyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:169-186. Full description at Econpapers || Download paper | 1 |
| 46 | 2014 | Where do Moderation Terms Come from in Binary Choice Models?. (2014). Romero, Alfredo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:57-68. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). PipieÅ, Mateusz ; Mazur, BÅażej. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116. Full description at Econpapers || Download paper | 10 |
| 2 | 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73. Full description at Econpapers || Download paper | 5 |
| 3 | 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202. Full description at Econpapers || Download paper | 5 |
| 4 | 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102. Full description at Econpapers || Download paper | 4 |
| 5 | 2009 | Aggregate Matching Function. The Case of Poland. (2009). Roszkowska, Sylwia . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:157-177. Full description at Econpapers || Download paper | 3 |
| 6 | 2012 | Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213. Full description at Econpapers || Download paper | 3 |
| 7 | 2009 | Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). MakieÅa, Kamil ; Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369. Full description at Econpapers || Download paper | 3 |
| 8 | 2013 | Influence of the Greek Crisis on the Risk Perception of European Economies. (2013). Kliber, Agata. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:125-161. Full description at Econpapers || Download paper | 3 |
| 9 | 2014 | Asymmetric Price Adjustments in the Fuel Market. (2014). Welfe, Aleksander ; Leszkiewicz-Kdzior, Katarzyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:2:p:105-127. Full description at Econpapers || Download paper | 2 |
| 10 | 2010 | Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models. (2010). Pajor, Anna ; Osiewalski, Jacek ; Jacek Osiewalski, Anna Pajor, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:253-277. Full description at Econpapers || Download paper | 2 |
| 11 | 2010 | Interrelations between Consumption and Wealth in Poland. (2010). ZachÅod-Jelec, Magdalena ; Zachlod-Jelec, Magdalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:37-58. Full description at Econpapers || Download paper | 2 |
| 12 | 2013 | A Note on Lenkâs Correction of the Harmonic Mean Estimator. (2013). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:4:p:271-275. Full description at Econpapers || Download paper | 2 |
| 13 | 2010 | Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:59-94. Full description at Econpapers || Download paper | 2 |
| 14 | 2012 | Detecting Risk Transfer in Financial Markets using Different Risk Measures. (2012). Osinska, Magdalena ; Faldzinski, Marcin ; Marcin FaÅdziÅski, Magdalena OsiÅska, Tomasz Zd, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:45-64. Full description at Econpapers || Download paper | 2 |
| 15 | 2010 | Slowdown or Recession? Forecasts Based on Composite Leading Indicator. (2010). Klucik, Miroslav ; Miroslav Klucik, Jana Juriova, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:17-36. Full description at Econpapers || Download paper | 2 |
| 16 | 2013 | A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)âMSF-SBEKK Model. (2013). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:65-83. Full description at Econpapers || Download paper | 2 |
| 17 | 2012 | Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model. (2012). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:169-197. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 7:
| Year | Title | |
|---|---|---|
| 2016 | Experimental Criminal Law. A Survey of Contributions from Law, Economics and Criminology. (2016). Engel, Christoph. In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2016_07. Full description at Econpapers || Download paper | |
| 2016 | Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices. (2016). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:3:p:161-179. Full description at Econpapers || Download paper | |
| 2016 | Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144. Full description at Econpapers || Download paper | |
| 2016 | Foreign direct investment, economic growth, and volatility: a useful model for policymakers. (2016). Edwards, Jeffrey ; Romero, Alfredo A ; Madjd-Sadjadi, Zagros . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:2:d:10.1007_s00181-015-1022-z. Full description at Econpapers || Download paper | |
| 2016 | The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations â the Bayesian Approach. (2016). Huptas, Roman . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:1:p:1-20. Full description at Econpapers || Download paper | |
| 2016 | Mathematical models describing the effects of different tax evasion behaviors. (2016). Bertotti, M L ; Modanese, G. In: Papers. RePEc:arx:papers:1701.02662. Full description at Econpapers || Download paper | |
| 2016 | Productivity Change Analysis of Polish Dairy Farms After Polandâs Accession to the EU â An Output Growth Decomposition Approach. (2016). Pisulewski, Andrzej ; MakieÅa, Kamil ; Marzec, Jerzy ; Makiea, Kamil . In: MPRA Paper. RePEc:pra:mprapa:80295. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
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Recent citations received in 2014
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Recent citations received in 2013
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| 2013 | Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; BÄdowska-Sójka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106. Full description at Econpapers || Download paper | |
| 2013 | End of sample vs. real time data: perspectives for analysis of expectations. (2013). Tomczyk, Emilia . In: Working Papers. RePEc:wse:wpaper:68. Full description at Econpapers || Download paper | |
| 2013 | Range-Dependent Utility. (2013). Lewandowski, Michal ; Kontek, Krzysztof. In: Working Papers. RePEc:wse:wpaper:69. Full description at Econpapers || Download paper |
10 most frequent citing series
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team