Pracownicy wydziału

Pracownicy emerytowani

Osoby związane z wydziałem

Byli doktoranci

Granty i Nagrody

Justyna Wróblewska

Jednostki:

Publikacje

Publikacje:

5.

Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski

Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?, International Statistical Review (2023), 1-15

4.

Anna Pajor, Jacek Osiewalski, Justyna Wróblewska, Łukasz Kwiatkowski

Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction, Bayesian Analysis vol. Advance Publication (2023), 1-33

3.

Anna Pajor, Justyna Wróblewska

Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships, Eurasian Economic Review (2022), 22

2.

Anna Pajor, Justyna Wróblewska

One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models, Central European Journal of Economic Modelling and Econometrics vol. vol. 11, issue 1 (2019), 23-45

1.

Anna Pajor, Justyna Wróblewska

VEC-MSF models in Bayesian analysis of short- and long-run relationships, Studies in Nonlinear Dynamics and Econometrics vol. 21(3) (2017), 1-22