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 2 3 163
Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification 0 0 0 8 2 2 2 80
Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification 0 0 0 32 3 3 3 85
Do regulations and supervision shape the capital crunch effect of large banks in the EU? 0 0 0 37 1 2 6 68
Monetary policy transmission mechanism in Poland What do we know in 2023? 0 1 7 52 7 11 35 111
On the empirical importance of periodicity in the volatility of financial time series 0 0 0 38 0 1 4 129
Optimal level of capital in the Polish banking sector 0 0 0 56 2 4 4 113
Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns 0 0 0 38 3 4 4 94
Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters 0 0 0 30 1 1 6 79
Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach 0 0 0 42 2 2 2 55
Statistical analysis of business cycle fluctuations in Poland before and after the crisis 0 0 1 73 1 1 3 243
THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS 0 0 0 39 2 3 4 54
The Heterogeneity of Convergence in Transition Countries 0 0 0 39 0 1 4 73
The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision 0 0 1 59 1 4 9 148
The impact of capital on lending in publicly-traded and privately- held banks in the EU 0 0 0 38 0 0 2 123
The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization 0 0 0 36 1 3 4 131
What drives heterogeneity of loan loss provisions’ procyclicality in the EU? 0 0 0 36 2 2 3 120
What drives heterogeneity of procyclicality of loan loss provisions in the EU? 0 0 0 51 0 0 1 94
Total Working Papers 0 1 9 763 29 46 99 1,963

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 1 1 4 53
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland 0 0 0 76 0 1 3 230
Cross-country linkages as determinants of procyclicality of loan loss provisions 0 0 0 6 1 2 3 30
Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector 0 0 0 2 2 2 12 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 0 0 1 84
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models 0 0 0 18 1 1 5 116
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries 0 1 1 7 0 3 3 43
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 2 4 6 86
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 1 1 2 22
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 1 1 1 45
Returns to skills and work experience in Europe. Same or different? 0 0 2 4 2 4 7 14
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS 1 1 1 7 4 4 4 46
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes 0 0 0 8 0 0 0 72
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 0 1 3 84
The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks 0 0 0 2 4 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 0 0 1 43
The heterogeneity of convergence in transition countries 0 0 0 3 2 4 4 23
Time-varying asymmetry and tail thickness in long series of daily financial returns 0 0 1 8 2 4 7 38
What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? 0 0 1 41 1 1 5 133
Total Journal Articles 1 2 7 290 24 40 81 1,363

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 2025-12-06