3
H index
0
i10 index
28
Citations
Uniwersytet Mikolaja Kopernika w Toruniu | 3 H index 0 i10 index 28 Citations RESEARCH PRODUCTION: 18 Articles 1 Papers 6 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Joanna Bruzda. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 7 |
| Year | Title of citing document |
|---|---|
| 2025 | Analysis of the Relationship between Inflation, Exchange Rate and Household Expenditures in the Russian Economy Using Wavelet Analysis. (2025). Serkov, Leonid A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:59-90. Full description at Econpapers || Download paper |
| 2024 | A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Non-Linear Integration and Cointegration. Testing an Example of Verification of the PPP Hypothesis In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | The Cost-of-Carry Model for the FW20 Futures Contracts: Threshold Cointegration Framework In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Examination of the Term Structure of Interest Rates in Poland – Linear and Non-Linear Cointegration Analysis In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | Testing for Second-Order LSTR Cointegration – Some Simulation and Empirical Results In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Amplitude and phase synchronization of European business cycles: a wavelet approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Detection of collusion in an industry with application of wavelet analysis – empirical research In: Acta Universitatis Nicolai Copernici, Ekonomia. [Full Text][Citation analysis] | article | 1 |
| 2010 | European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Haar Wavelet Transfer Function Model and Its Applications In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2011 | Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 2 |
| 2016 | Quantile forecasting in operational planning and inventory management – an initial empirical verification In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2004 | Wavelet vs. Spectral Analysis of an Economic Process In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | Output-Capital Nexus in the Solow and Romer Growth Models. LSTR or ESTR Cointegration? In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2019 | Complex analytic wavelets in the measurement of macroeconomic risks In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Real and complex wavelets in asset classification: An application to the US stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2020 | Demand forecasting under fill rate constraints—The case of re-order points In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2019 | Quantile smoothing in supply chain and logistics forecasting In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries In: Bank i Kredyt. [Full Text][Citation analysis] | article | 8 |
| 2009 | SYNCHRONIZATION OF BUSINESS CYCLES IN POLAND AND THE EURO ZONE – THE WAVELET DOMAIN APPROACH In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2020 | Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches In: Central European Journal of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2014 | Forecasting via Wavelet Denoising: The Random Signal Case In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 2 |
| 2020 | The wavelet scaling approach to forecasting: Verification on a large set of Noisy data In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2011 | On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team