W artykule scharakteryzowano konstrukcję, estymację oraz możliwości zastosowania współczynnika informacji wzajemnej. Przedstawiono wyniki symulacji, prowadzących do weryfikacji jego przydatności w procesie identyfikacji ...
The following article is an attempt to present the use of the market basket analysis in the study of associations in the example of transaction data from the food wholesaler. Three analysis methods were presented: the GRI ...
In the last years we can observe intensive development of automatic model selection procedures. Best known are PcGets and RETINA. Such intensive work encourage to work on a new procedures. The concept of Congruent Modelling, ...
The paper presents various types of local level model, which are based on Stock and Watson’s model, recently proposed forU.S.inflation. The main purpose is to use many different local level model specifications, especially ...
In the paper we present results of our examination of the equity markets integration process inEuropefrom the wavelet perspective. The method applied is the discrete wavelet analysis in the form of the wavelet variance and ...
The main aim of this paper is presentation and empirical analysis of the new approach which combines volatility models with Peaks over Threshold method. The standard volatility models better estimate medium size values of ...
In this paper a concept of kernel estimators was presented. Kernel estimators were used as a tool for analysis of conditional variance of economical time series. A Monte Carlo simulation was used to research the effectiveness ...
Müller-Frączek, Iwona; Pietrzak, Michał Bernard(2009-11-15)
The article presents a comparative analysis of the economic development of the kujawsko-pomorskie province in the years 2003 and2007. Asynthetic measure of the development of communes (‘gmina’) was created for the research ...
The paper concerns econometric modelling of the dynamic spatial processes on the example of GDP per capita in chosen European countries. The considerations of the paper are focused on investigations of the structure of ...
In the article an attempt was made to investigate the interaction among the various stock exchanges as well as various currency rates and then to define the direction of information flow between capital and currency markets. ...
Detection of overt or tacit collusion is a serious empirical problem. This paper outlines econometric methods of detection collusive equilibrium and focuses on the one which is consistent with equilibrium profile of proper ...
Muszyńska, Joanna(Univerzita Hradec Králové, 2010)
Artykuł prezentuje analizę rozwoju społeczno-gospodarczego województwa kujawsko-pomorskiego w latach 2002 i 2008. Ocenę jego poziomu i dyspersji przestrzennej opracowano na podstawie danych statystycznych gromadzonych przez ...
Attractiveness of polish labour market in relation to foreign direct investments The aim of this study is to analyse attractiveness of Polish Labour Market for foreign investors, who seek new localisations for their ...
The free movement of labour is one of the cornerstones of the single market in the EU. It is also one of the tangible symbols for the general public that the European integration actually works. The main aim of the article ...
In the last several years currency loans have become one of the most important source of financing of households and enterprises in Poland. They are particularly used for real estates investments, where their prevalent ...
Construction, estimation and application of the mutual information measure have been presented in this paper. The simulations have been carried out to verify its usefulness to detect nonlinear serial dependencies. Moreover, ...
This paper aims to use the local level models with GARCH and SV errors to predict Polish inflation. The series to be forecast, measured monthly, is consumer price index (CPI) in Poland during 1992-2008. We selected three ...
Evaluating Value at Risk (VaR) methods of predictive accuracy in an objective and effective framework is important for both efficient capital allocation and loss prediction. From this reasons, finding an adequate method ...