TYTUŁ
Acta Universitatis Lodziensis. Folia Oeconomica
2005 / Numer 192
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TYTUŁ ARTYKUŁU
STRONY
CZYNNOŚCI
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Are leading indicators a useful tool for predicting business cycles? The Polish experiences. 5 - 25CZYSTY TEKSTBIBTEX
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Financial markets and economic growth in Poland : simulations with an econometric models. 27 - 53CZYSTY TEKSTBIBTEX
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Taylor-type rules in Poland : a historical analysis of monetary policys. 55 - 68CZYSTY TEKSTBIBTEX
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Economic policy decisions in the perspective of the European accession : a simulation approachs. 69 - 86CZYSTY TEKSTBIBTEX
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The Russian Central Bank as a monetary targeter? An empirical analysiss. 87 - 97CZYSTY TEKSTBIBTEX
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Short sales at Warsaw Stock Exchange : present experience and some simulationss. 101 - 113CZYSTY TEKSTBIBTEX
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The Warsaw Stock Exchange Index WIG : modeling and forecastings. 115 - 127CZYSTY TEKSTBIBTEX
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Forecasting returns using threshold modelss. 129 - 142CZYSTY TEKSTBIBTEX
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Notes on forecasting nominal equilibrium exchange rates of PLN against USDs. 145 - 156CZYSTY TEKSTBIBTEX
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The co-movement between returns of foreign exchange rates in the Central European countriess. 157 - 175CZYSTY TEKSTBIBTEX
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Non-linearity and the purchasing power parity hypothesis for exchange rate JPY/USDs. 177 - 193CZYSTY TEKSTBIBTEX
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Exchange rates : predictable but not explainable? Data mining with leading indicators and technical trading ruless. 195 - 209CZYSTY TEKSTBIBTEX
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Bayesian analysis of dynamic conditional correlation using bivariate GARCH modelss. 213 - 227CZYSTY TEKSTBIBTEX
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Bayesian analysis of stochastic volatility model and portfolio allocations. 229 - 249CZYSTY TEKSTBIBTEX
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Dynamic bayesian inference in GARCH processes with skewed-t and stable conditional distributionss. 251 - 269CZYSTY TEKSTBIBTEX
