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 4 5 7 167
Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification 0 0 0 8 2 4 4 82
Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification 0 0 0 32 1 4 4 86
Do regulations and supervision shape the capital crunch effect of large banks in the EU? 0 0 0 37 1 3 7 69
Monetary policy transmission mechanism in Poland What do we know in 2023? 2 3 9 54 5 15 37 116
On the empirical importance of periodicity in the volatility of financial time series 0 0 0 38 0 0 4 129
Optimal level of capital in the Polish banking sector 1 1 1 57 2 4 6 115
Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns 0 0 0 38 2 6 6 96
Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters 0 0 0 30 5 6 11 84
Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach 0 0 0 42 4 6 6 59
Statistical analysis of business cycle fluctuations in Poland before and after the crisis 0 0 1 73 1 2 4 244
THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS 0 0 0 39 1 4 5 55
The Heterogeneity of Convergence in Transition Countries 0 0 0 39 1 2 5 74
The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision 0 0 1 59 0 4 9 148
The impact of capital on lending in publicly-traded and privately- held banks in the EU 0 0 0 38 5 5 7 128
The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization 0 0 0 36 2 3 6 133
What drives heterogeneity of loan loss provisions’ procyclicality in the EU? 0 0 0 36 2 4 5 122
What drives heterogeneity of procyclicality of loan loss provisions in the EU? 0 0 0 51 0 0 1 94
Total Working Papers 3 4 12 766 38 77 134 2,001

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 1 1 92
Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable 0 0 1 15 2 3 6 55
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland 0 0 0 76 0 0 3 230
Cross-country linkages as determinants of procyclicality of loan loss provisions 0 0 0 6 1 3 4 31
Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector 0 0 0 2 0 2 11 24
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 4 4 5 88
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models 0 0 0 18 2 3 7 118
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries 0 1 1 7 1 3 4 44
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 5 7 87
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 1 1 1 5 3 4 5 25
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 1 45
Returns to skills and work experience in Europe. Same or different? 0 0 2 4 0 4 7 14
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS 0 1 1 7 0 4 4 46
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes 0 0 0 8 2 2 2 74
Szacunki kwartalnego PKB w polskich województwach 0 0 0 3 0 1 2 52
THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION 0 0 0 15 1 2 4 85
The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks 0 0 0 2 0 4 7 33
The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate 0 0 0 13 2 2 3 45
The heterogeneity of convergence in transition countries 0 0 0 3 0 4 4 23
Time-varying asymmetry and tail thickness in long series of daily financial returns 0 0 1 8 1 4 8 39
What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? 0 0 1 41 3 4 8 136
Total Journal Articles 1 3 8 291 23 60 103 1,386

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 1 1 5
Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions 0 0 1 1 0 0 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 0 1 4 0 1 2 15

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Statistics updated 2026-01-09