Access Statistics for Łukasz Lenart

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Almost periodically correlated time series in business fluctuations analysis 0 0 0 59 5 5 12 172
Statistical analysis of business cycle fluctuations in Poland before and after the crisis 0 0 0 73 4 5 9 251
Total Working Papers 0 0 0 132 9 10 21 423

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries 0 0 0 2 1 2 4 19
Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries 0 0 0 5 2 2 5 28
Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach 0 0 0 3 2 4 7 45
Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA 0 0 0 16 1 3 10 93
Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment 0 0 0 6 1 4 10 58
Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series 0 0 0 2 1 3 4 15
Imitated student’s t distribution: a Bayesian approach 0 0 0 0 0 1 8 8
Mean square consistency and improved rate of convergence of generalized subsampling estimator for non‐stationary time series 0 0 0 0 1 1 3 3
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries 0 0 1 7 3 3 9 49
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series 1 1 1 6 3 4 8 36
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS 0 0 2 8 2 5 11 53
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes 0 0 0 8 2 3 8 80
Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function 0 0 0 1 2 3 3 7
Subsampling for nonstationary time series with non-zero mean function 0 0 0 1 0 1 4 26
Subsampling in testing autocovariance for periodically correlated time series 0 1 2 31 0 1 9 101
Total Journal Articles 1 2 6 96 21 40 103 621

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06