4
H index
1
i10 index
46
Citations
Anna Pajor : Citation Profile
Uniwersytet Ekonomiczny w Krakowie (64% share) | RESEARCH PRODUCTION: 14 Articles 3 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2006 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anna Pajor. | Is cited by:
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Main data
Where Anna Pajor has published?
| Journals with more than one article published | # docs |
|---|---|
| Central European Journal of Economic Modelling and Econometrics | 6 |
| Dynamic Econometric Models | 5 |
Recent works citing Anna Pajor (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Potential Growth: A Global Database. (2023). Kose, Ayhan ; Ruch, Franz ; Ohnsorge, Franziska ; Celik, Sinem Kilic. In: MPRA Paper. RePEc:pra:mprapa:116902. Full description at Econpapers || Download paper |
| 2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Leon-Gonzalez, Roberto ; Majoni, Blessings. In: Working Paper series. RePEc:rim:rimwps:24-04. Full description at Econpapers || Download paper |
Works by Anna Pajor:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 1 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2006 | Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | VEC-MSF models in Bayesian analysis of short- and long-run relationships In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2008 | Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2009 | Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier In: EcoMod2011. [Full Text][Citation analysis] | paper | 5 |
| 2015 | The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2015) In: Bank i Kredyt. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2011) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2010 | Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2013 | A Note on Lenk’s Correction of the Harmonic Mean Estimator In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2022 | Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team