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 1 1 13 175
Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification 0 0 0 8 0 2 13 91
Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification 0 0 0 32 0 0 13 95
Do regulations and supervision shape the capital crunch effect of large banks in the EU? 0 0 0 37 1 1 12 78
Monetary policy transmission mechanism in Poland What do we know in 2023? 2 6 14 65 3 8 49 150
On the empirical importance of periodicity in the volatility of financial time series 0 0 0 38 1 3 11 140
Optimal level of capital in the Polish banking sector 0 0 1 57 0 0 10 121
Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns 0 0 0 38 0 1 15 105
Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters 0 0 0 30 1 1 25 103
Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach 0 0 0 42 1 1 16 69
Statistical analysis of business cycle fluctuations in Poland before and after the crisis 0 0 0 73 0 1 10 252
THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS 0 0 0 39 1 1 11 62
The Heterogeneity of Convergence in Transition Countries 0 0 0 39 1 2 13 85
The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision 0 0 0 59 1 1 15 159
The impact of capital on lending in publicly-traded and privately- held banks in the EU 0 0 0 38 1 2 24 147
The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization 0 0 0 36 0 1 11 141
What drives heterogeneity of loan loss provisions’ procyclicality in the EU? 0 0 0 36 0 1 18 136
What drives heterogeneity of procyclicality of loan loss provisions in the EU? 0 0 0 51 2 2 6 100
Total Working Papers 2 6 15 777 14 29 285 2,209

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 3 94
Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable 0 0 0 15 1 1 11 63
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland 0 0 0 76 0 0 5 235
Cross Country Heterogeneity of Procyclicality of Bank Loans: Evidence from OECD Countries using the SURE Model 0 0 0 0 1 2 2 2
Cross-country linkages as determinants of procyclicality of loan loss provisions 0 0 0 6 0 1 9 37
Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector 0 1 1 3 0 1 18 40
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 1 10 94
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models 0 0 1 19 1 1 18 133
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries 0 0 1 7 0 1 9 50
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 1 1 15 97
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 1 5 0 0 9 30
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 1 8 52
Returns to skills and work experience in Europe. Same or different? 0 0 0 4 0 0 14 24
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS 0 0 2 8 0 1 12 54
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes 0 0 0 8 0 0 8 80
Szacunki kwartalnego PKB w polskich województwach 0 0 0 0 0 0 18 18
Szacunki kwartalnego PKB w polskich województwach 0 0 0 3 0 0 6 57
THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION 0 0 0 15 0 0 4 87
The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks 0 0 0 2 1 1 11 40
The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate 0 0 0 13 0 0 8 51
The heterogeneity of convergence in transition countries 0 0 0 3 0 0 6 25
Time-varying asymmetry and tail thickness in long series of daily financial returns 0 0 0 8 0 1 9 44
What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? 0 0 2 43 0 1 17 149
Total Journal Articles 0 1 8 296 5 14 230 1,556

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 1 3 0 0 1 6
Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models 0 0 0 0 0 0 2 6
Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions 0 0 0 1 0 0 0 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 1 4
Total Chapters 0 0 1 5 0 0 4 18

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Statistics updated 2026-10-11