Access Statistics for Mateusz Pipień

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 0 0 1 160
Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification 0 0 0 8 0 0 0 78
Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification 0 0 0 32 0 0 1 82
Do regulations and supervision shape the capital crunch effect of large banks in the EU? 0 0 0 37 0 0 2 62
Monetary policy transmission mechanism in Poland What do we know in 2023? 0 1 17 46 2 6 49 82
On the empirical importance of periodicity in the volatility of financial time series 0 0 0 38 0 0 1 125
Optimal level of capital in the Polish banking sector 0 0 4 56 0 0 10 109
Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns 0 0 0 38 0 0 1 90
Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters 0 0 0 30 0 1 4 74
Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach 0 0 0 42 0 0 2 53
Statistical analysis of business cycle fluctuations in Poland before and after the crisis 1 1 2 73 1 2 9 242
THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS 0 0 0 39 0 0 0 50
The Heterogeneity of Convergence in Transition Countries 0 0 1 39 0 1 3 70
The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision 1 1 2 59 1 1 9 140
The impact of capital on lending in publicly-traded and privately- held banks in the EU 0 0 1 38 1 1 3 122
The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization 0 0 0 36 0 0 3 127
What drives heterogeneity of loan loss provisions’ procyclicality in the EU? 0 0 0 36 0 0 1 117
What drives heterogeneity of procyclicality of loan loss provisions in the EU? 0 0 0 51 0 0 0 93
Total Working Papers 2 3 27 757 5 12 99 1,876

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) 0 0 0 15 0 0 0 91
Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable 0 0 0 14 0 0 0 49
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland 0 0 0 76 0 0 1 227
Cross-country linkages as determinants of procyclicality of loan loss provisions 0 0 0 6 0 0 0 27
Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector 0 0 1 2 0 2 12 14
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 0 0 0 83
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models 0 0 0 18 1 1 2 112
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries 0 0 0 6 0 0 2 40
On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process 0 0 0 14 0 0 1 80
On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries 0 0 0 4 0 1 5 21
On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns 0 0 0 13 0 0 0 44
Returns to skills and work experience in Europe. Same or different? 0 0 0 2 0 0 1 7
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS 0 0 1 6 0 0 2 42
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes 0 0 0 8 0 0 1 72
Szacunki kwartalnego PKB w polskich województwach 0 0 0 3 0 0 0 50
THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION 0 0 0 15 0 1 3 82
The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks 0 0 0 2 0 0 0 26
The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate 0 0 0 13 0 0 0 42
The heterogeneity of convergence in transition countries 0 0 0 3 0 0 1 19
Time-varying asymmetry and tail thickness in long series of daily financial returns 0 0 0 7 2 2 5 33
What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? 0 1 2 41 1 2 5 130
Total Journal Articles 0 1 4 284 4 9 41 1,291

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Coordinate Free Conditional Distributions in Multivariate GARCH Models 0 0 0 0 0 0 0 0
Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models 0 0 0 1 0 0 0 1
Bayes Factors for Bivariate GARCH and SV Models 0 0 0 2 0 0 0 5
Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models 0 0 0 0 0 0 0 4
Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions 0 1 1 1 0 1 1 1
Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries 0 0 0 0 0 0 0 0
Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions 0 0 0 0 0 0 0 0
The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data 0 0 0 0 0 0 0 3
Total Chapters 0 1 1 4 0 1 1 14

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 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

Statistics updated 2025-03-03