8
H index
6
i10 index
152
Citations
Uniwersytet Łódzki (50% share) | 8 H index 6 i10 index 152 Citations RESEARCH PRODUCTION: 26 Articles 5 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aleksander Welfe. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Change and Restructuring | 6 |
| Economic Modelling | 5 |
| Central European Journal of Economic Modelling and Econometrics | 2 |
| Emerging Markets Finance and Trade | 2 |
| Gospodarka Narodowa. The Polish Journal of Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Applied Econometrics, Warsaw School of Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper |
| 2025 | Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732. Full description at Econpapers || Download paper |
| 2025 | Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840. Full description at Econpapers || Download paper |
| 2025 | Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814. Full description at Econpapers || Download paper |
| 2024 | Unraveling Koreaâs Energy Challenge: The Consequences of Carbon Dioxide Emissions and Energy Use on Economic Sustainability. (2024). He, Yugang ; Li, Yao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2074-:d:1349965. Full description at Econpapers || Download paper |
| 2024 | Sustainable Development Through Energy Transition: The Role of Natural Resources and Gross Fixed Capital in China. (2024). Kang, YU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2024:i:1:p:83-:d:1553850. Full description at Econpapers || Download paper |
| 2025 | Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model In: Baltic Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Modelling economies in transition: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2000 | Modeling inflation in Poland In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2011 | Global stability of dynamic models In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2012 | A risk-driven approach to exchange rate modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2011 | A Risk-Driven Approach to Exchange-Rate Modelling.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2020 | The Tobit cointegrated vector autoregressive model: An application to the currency market In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2004 | The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 1998 | The price-wage mechanism: An endogenous switching model In: European Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2010 | Estimation of the equilibrium exchange rate: The CHEER approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2017 | Convergence-driven inflation and the channels of its absorption In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 1990 | State budget and inflation processes : Estimates for Poland In: Journal of Public Economics. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2004 | Modelling Polish Economy In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 0 |
| 2004 | Determinants 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. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 1991 | Modelling Wages in Centrally Planned Economies: The Case of Poland. In: Economic Change and Restructuring. [Citation analysis] | article | 9 |
| 1996 | The Price-Wage Inflationary Spiral in Poland. In: Economic Change and Restructuring. [Citation analysis] | article | 14 |
| 1997 | The Price-Wage Mechanism in Poland: An Endogenous Switching Model. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 1997 | The Price-Wage Mechanism in Poland: An Endogenous Switching Model.(1997) In: Economic Change and Restructuring. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1996 | The Price-Wage Mechanism in Poland: An Endogenous Switching Model.(1996) In: Ace Project Memoranda. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | Wage and Price Inflation in Poland in the Period of Transition: The Cointegration Analysis. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 4 |
| 2012 | Price-wage nexus and the role of a tax system In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2020 | Real Exchange Rates, Oil Price Spillover Effects, and Tripolarity In: Eastern European Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 7 |
| 2016 | An Exchange Rate Model with Market Pressures and a Contagion Effect In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 8 |
| 2022 | The Cointegrated VAR Model with Deterministic Structural Breaks In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Asymmetric Price Adjustments in the Fuel Market In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2017 | Makroekonometryczny miesiÄczny model gospodarki Polski WM-1 In: Gospodarka Narodowa. The Polish Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | WpÅyw potencjalnych zmian skÅadników popytu finalnego na gospodarkÄ Polski. Analiza na podstawie modelu WM-1 In: Gospodarka Narodowa. The Polish Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Forecasting nonstationary time series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2006 | Price-Wage System with Taxation: Multivariate Cointegration Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | The price-wage inflationary spiral: The mixed economic case In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team