Contents
|
Preface
|
3
|
Modelling Macroeconomic Processes
|
Robert Kelm, Medium Term Detenninants of the Polish Zloty - Euro Exchange Rate Misalignment
1995-2004
|
7
|
Adam Krawiec, A Note on Optimized Growth Model with Public Capital
|
31
|
Robert Kruszewski, Chaotic Dynamics in a Growth Model with Migration
|
37
|
Michal Majsterek, Robert Kelm, An 1(2) Analysis of Inflationary Processes in Poland
|
55
|
Blazej Mazur, Long-Run Structural Modelling of Aggregate Demand: An Application
of Alternative Functional Forms
|
75
|
Aleksander Welfe, Piotr Kebiowski, Long-Run Relationships Between Wages and Prices
in the Polish Economy: An Application of SVEqCM
|
95
|
Wladyslaw Welfe, Stylised, Empirical Model of Economic Growth
|
109
|
Modelling Financial Processes
|
Malgorzata Doman, Modelling Value at Risk with CAVIAR Models: The Case of Polish
Financial Market
|
129
|
Ryszard Doman, Modeling Conditional Skewness and Kurtosis of the Polish Financial
Returns
|
145
|
Jacek Kwiatkowski, Magdalena Osinska, Forecasting STUR Processes. A Comparison to
Threshold and GARCH Models
|
159
|
Anna Pajor, Bayesian Comparison of Bivariate SV Models for Two Related Time Series
|
177
|
Mateusz Pipien, Value-At-Risk Estimates and Capital Requirements for Market Risk
Obtained from GARCH Predictive Densities
|
197
|