Dynamic Econometric Models / Uniwersytet Mikolaja Kopernika
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
4
Impact Factor (IF)
0
5 Years IF
0.24
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.49 | 0 | 0 | 23 | 23 | 1 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2006 | 0 | 0.5 | 0 | 0 | 28 | 51 | 3 | 1 | 23 | 23 | 0 | 0 | 0.23 | |||||
| 2008 | 0 | 0.49 | 0 | 0 | 21 | 72 | 5 | 1 | 28 | 51 | 0 | 0 | 0.23 | |||||
| 2009 | 0 | 0.47 | 0.01 | 0.01 | 14 | 86 | 9 | 1 | 2 | 21 | 72 | 1 | 1 | 100 | 0 | 0.23 | ||
| 2010 | 0 | 0.48 | 0 | 0 | 11 | 97 | 5 | 2 | 35 | 63 | 0 | 0 | 0.21 | |||||
| 2011 | 0.04 | 0.52 | 0.04 | 0.03 | 14 | 111 | 11 | 4 | 6 | 25 | 1 | 74 | 2 | 1 | 25 | 2 | 0.14 | 0.24 |
| 2012 | 0.04 | 0.51 | 0.04 | 0.07 | 8 | 119 | 5 | 5 | 11 | 25 | 1 | 60 | 4 | 1 | 20 | 0 | 0.22 | |
| 2013 | 0.09 | 0.56 | 0.02 | 0.03 | 10 | 129 | 9 | 3 | 14 | 22 | 2 | 68 | 2 | 0 | 0 | 0.24 | ||
| 2014 | 0.22 | 0.55 | 0.09 | 0.18 | 8 | 137 | 8 | 13 | 27 | 18 | 4 | 57 | 10 | 0 | 0 | 0.23 | ||
| 2015 | 0 | 0.55 | 0.05 | 0.08 | 8 | 145 | 5 | 7 | 34 | 18 | 51 | 4 | 0 | 0 | 0.23 | |||
| 2016 | 0.19 | 0.53 | 0.05 | 0.1 | 10 | 155 | 11 | 7 | 41 | 16 | 3 | 48 | 5 | 3 | 42.9 | 0 | 0.21 | |
| 2017 | 0.11 | 0.55 | 0.04 | 0.11 | 11 | 166 | 5 | 7 | 48 | 18 | 2 | 44 | 5 | 1 | 14.3 | 0 | 0.21 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %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 | 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 | 8 |
| 2 | 2011 | Sovereign CDS Instruments in Central Europe ââ¬â Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128. Full description at Econpapers || Download paper | 7 |
| 3 | 2012 | The Analysis of Interregional Migrations in Polandi n the Period of 2004-2010 using Panel Gravity Model. (2012). Wilk, Justyna ; Pietrzak, Michal ; Drzewoszewska, Natalia . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:111-122. Full description at Econpapers || Download paper | 5 |
| 4 | 2009 | Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification. (2009). Huptas, Roman . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:128-138. Full description at Econpapers || Download paper | 4 |
| 5 | 2010 | Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:5-14. Full description at Econpapers || Download paper | 3 |
| 6 | 2016 | Quantile forecasting in operational planning and inventory management ââ¬â an initial empirical verification. (2016). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:5-20. Full description at Econpapers || Download paper | 3 |
| 7 | 2013 | Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis. (2013). PapieÃ
¼, Monika ; Ã
Å¡miech, SÃ
âawomir ; Papiez, Monika ; Smiech, Slawomir . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:51-68. Full description at Econpapers || Download paper | 3 |
| 8 | 2008 | Information Impact on Stock Price Dynamics. (2008). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:13-20. Full description at Econpapers || Download paper | 3 |
| 9 | 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 ; BÃâ¢dowska-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 | 2 |
| 10 | 2014 | The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis. (2014). Wlodarczyk, Aneta ; Pilatowska, Mariola ; Zawada, Marcin . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:51-70. Full description at Econpapers || Download paper | 2 |
| 11 | 2015 | Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange. (2015). Olbrys, Joanna ; Nowak, Sabina. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:49-69. Full description at Econpapers || Download paper | 2 |
| 12 | 2014 | Does historical VIX term structure contain valuable information for predicting VIX futures?. (2014). WÃÆójcik, Piotr ; Sakowski, Pawel ; Ã
Å¡lepaczuk, Robert ; KokoszczyÃ
âski, Ryszard ; Jablecki, Juliusz ; Kokoszczynski, Ryszard ; SLEPACZUK, Robert ; Wojcik, Piotr . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:5-28. Full description at Econpapers || Download paper | 2 |
| 13 | 2011 | Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis. (2011). Bruzda, Joanna ; Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:155-170. Full description at Econpapers || Download paper | 2 |
| 14 | 2013 | The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession. (2013). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:5-32. Full description at Econpapers || Download paper | 2 |
| 15 | 2009 | Econometric Tools for Detection of Collusion Equilibrium in the Industry. (2009). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:27-38. Full description at Econpapers || Download paper | 2 |
| 16 | 2017 | The application of hidden Markov models to the analysis of real convergence. (2017). Witkowski, Bartosz ; Prochniak, Mariusz ; Bernardelli, Michal. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:59-80. Full description at Econpapers || Download paper | 2 |
| 17 | 2014 | Searching for the Appropriate Measure of Multilateral Trade-Resistance Terms in the Gravity Model of Bilateral Trade Flows. (2014). Drzewoszewska, Natalia . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:29-49. Full description at Econpapers || Download paper | 2 |
| 18 | 2009 | Estimating and Forecasting GDP in Poland with Dynamic Factor Model. (2009). Krajewski, Jaroslaw . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:139-145. Full description at Econpapers || Download paper | 2 |
| 19 | 2017 | ââ¬ÅSell not only in Mayââ¬Â. Seasonal Effects on Stock Markets. (2017). Schabek, Tomasz ; Castro, Henrique. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:5-18. Full description at Econpapers || Download paper | 2 |
| 20 | 2015 | Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, BÃ
âaÃ
¼ej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87. Full description at Econpapers || Download paper | 2 |
| 21 | 2010 | Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient. (2010). Orzeszko, Witold. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:97-106. Full description at Econpapers || Download paper | 2 |
| 22 | 2017 | Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models. (2017). Kaczmarczyk, Pawel . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:41-57. Full description at Econpapers || Download paper | 2 |
| 23 | 2009 | Estimation of Disproportions in Patent Activity of OECD Countries Using Spatio-Temporal Methods. (2009). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:91-98. Full description at Econpapers || Download paper | 1 |
| 24 | 2015 | Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004ââ¬â2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:5-26. Full description at Econpapers || Download paper | 1 |
| 25 | 2004 | Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable. (2004). PipieÃ
â, Mateusz ; Osiewalski, Jacek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:25-36. Full description at Econpapers || Download paper | 1 |
| 26 | 2013 | Decomposing the Gender Gap in Average Exit Rate from Unemployment. (2013). Landmesser, Joanna Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:163-174. Full description at Econpapers || Download paper | 1 |
| 27 | The Econometric Models Satisfying the Congruence Postulate ââ¬â an Overview. (2008). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:53-60. Full description at Econpapers || Download paper | 1 | |
| 28 | 2011 | ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. (2011). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:185-202. Full description at Econpapers || Download paper | 1 |
| 29 | 2006 | Imposing Economic Restrictions in a VECM-form Demand System. (2006). Mazur, BÃ
âaÃ
¼ej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:269-280. Full description at Econpapers || Download paper | 1 |
| 30 | 2009 | The Combined Forecasts Using the Akaike Weights. (2009). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:5-16. Full description at Econpapers || Download paper | 1 |
| 31 | 2010 | European Equity Market Integration and Optimal Investment Horizons ââ¬â Evidence from Wavelet Analysis. (2010). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:15-30. Full description at Econpapers || Download paper | 1 |
| 32 | Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship. (2004). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:117-126. Full description at Econpapers || Download paper | 1 | |
| 33 | 2012 | Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:53-72. Full description at Econpapers || Download paper | 1 |
| 34 | 2008 | Modeling Conditional Dependencies between Polish Financial Returns with Markov-Switching Copula Models [pdf]. (2008). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:21-28. Full description at Econpapers || Download paper | 1 |
| 35 | 2016 | Using the First Passage Times in Markov Chain model to support financial decisions on the stock exchange. (2016). Stawicki, Jozef . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:37-47. Full description at Econpapers || Download paper | 1 |
| 36 | 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001). (2006). PipieÃ
â, Mateusz ; Pajor, Anna ; Osiewalski, Jacek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:25-36. Full description at Econpapers || Download paper | 1 |
| 37 | 2015 | Testing Parallel Pricing Behavior in the Polish Wholesale Fuel Market: an ARDL ââ¬â Bound Testing Approach. (2015). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:111-128. Full description at Econpapers || Download paper | 1 |
| 38 | 2008 | Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland. (2008). Zawada, Marcin ; Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:171-178. Full description at Econpapers || Download paper | 1 |
| 39 | 2006 | Modeling of State Innovativeness Based on Space-time Models. (2006). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:231-238. Full description at Econpapers || Download paper | 1 |
| 40 | 2013 | Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach. (2013). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:33-50. Full description at Econpapers || Download paper | 1 |
| 41 | 2014 | The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis. (2014). Syczewska, Ewa. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:93-104. Full description at Econpapers || Download paper | 1 |
| 42 | 2011 | Information and Prediction Criteria in Selecting the Forecasting Model. (2011). Piatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:21-40. Full description at Econpapers || Download paper | 1 |
| 43 | 2014 | The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144. Full description at Econpapers || Download paper | 1 |
| 44 | General-to-Specific Modelling vs. Congruent Modelling in PcGets. (2004). Kufel, Tadeusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:83-92. Full description at Econpapers || Download paper | 1 | |
| 45 | 2013 | Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies. (2013). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:175-194. Full description at Econpapers || Download paper | 1 |
| 46 | 2014 | Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach. (2014). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:71-91. Full description at Econpapers || Download paper | 1 |
| 47 | 2011 | Space-Time Modelling of the Unemployment Rate in Polish Poviats. (2011). Pietrzak, Michal ; Muller-Frczek, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:203-213. Full description at Econpapers || Download paper | 1 |
| 48 | 2006 | Measuring Conditional Dependence of Polish Financial Returns. (2006). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:59-68. 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 | 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 | 5 |
| 2 | 2016 | Quantile forecasting in operational planning and inventory management ââ¬â an initial empirical verification. (2016). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:5-20. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series