Browsing Artykuły (WNEZ) by Subject "forecasting"

Repository of Nicolaus Copernicus University

Browsing Artykuły (WNEZ) by Subject "forecasting"

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  • Osińska, Magdalena; Kufel, Tadeusz; Błażejowski, Marcin; Kufel, Paweł (2016-12-28)
    We propose to apply a time-series-based nonlinear mechanism in the threshold autoregression (TAR) form in order to examine business cycles in Central and Eastern European economies and compare them to the entire EU business ...
  • Górka, Joanna (2009-08-18)
    This paper proposes to use the following models: RCA, RCA-MA, RCA-GARCH, Sign RCA, Sign RCA-MA and Sign RCA-GARCH to obtain forecasts of conditional mean of returns. For comparison, the forecasts of conditional mean from ...

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