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Prefaces. 3 - 4CZYSTY TEKST
Władysław Welfe, Preface, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 3 - 4
BIBTEX@Article{ authors = " Władysław Welfe", title = "Preface", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "3 - 4" }
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Medium term determinants of the Polish zloty - euro exchange rate misalignment 1995-2004s. 7 - 29CZYSTY TEKST
Robert Kelm, Medium term determinants of the Polish zloty - euro exchange rate misalignment 1995-2004, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 7 - 29
BIBTEX@Article{ authors = " Robert Kelm", title = "Medium term determinants of the Polish zloty - euro exchange rate misalignment 1995-2004", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "7 - 29" }
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A note on optimized growth model with public capitals. 31 - 36CZYSTY TEKST
Adam Krawiec, A note on optimized growth model with public capital, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 31 - 36
BIBTEX@Article{ authors = " Adam Krawiec", title = "A note on optimized growth model with public capital", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "31 - 36" }
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Chaotic dynamics in a growth model with migrations. 37 - 54CZYSTY TEKST
Robert Kruszewski, Chaotic dynamics in a growth model with migration, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 37 - 54
BIBTEX@Article{ authors = " Robert Kruszewski", title = "Chaotic dynamics in a growth model with migration", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "37 - 54" }
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An I(2) analysis of inflationary processes in Polands. 55 - 73CZYSTY TEKST
Robert Kelm, Michał Majsterek, An I(2) analysis of inflationary processes in Poland, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 55 - 73
BIBTEX@Article{ authors = " Robert Kelm, Michał Majsterek", title = "An I(2) analysis of inflationary processes in Poland", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "55 - 73" }
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Long-run structural modelling of aggregate demand : an application of alternative functional formss. 75 - 93CZYSTY TEKST
Błażej Mazur, Long-run structural modelling of aggregate demand : an application of alternative functional forms, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 75 - 93
BIBTEX@Article{ authors = " Błażej Mazur", title = "Long-run structural modelling of aggregate demand : an application of alternative functional forms", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "75 - 93" }
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Long-run relationships between wages and prices in the Polish economy : an application of SVEqCMs. 95 - 107CZYSTY TEKST
Piotr Kębłowski, Aleksander Welfe, Long-run relationships between wages and prices in the Polish economy : an application of SVEqCM, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 95 - 107
BIBTEX@Article{ authors = " Piotr Kębłowski, Aleksander Welfe", title = "Long-run relationships between wages and prices in the Polish economy : an application of SVEqCM", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "95 - 107" }
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Stylised, empirical model of economic growths. 109 - 125CZYSTY TEKST
Władysław Welfe, Stylised, empirical model of economic growth, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 109 - 125
BIBTEX@Article{ authors = " Władysław Welfe", title = "Stylised, empirical model of economic growth", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "109 - 125" }
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Modelling value at risk with CAVIAR models : the case of Polish financial markets. 129 - 143CZYSTY TEKST
Małgorzata Doman, Modelling value at risk with CAVIAR models : the case of Polish financial market, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 129 - 143
BIBTEX@Article{ authors = " Małgorzata Doman", title = "Modelling value at risk with CAVIAR models : the case of Polish financial market", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "129 - 143" }
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Modeling conditional skewness and kurtosis of the Polish financial returnss. 145 - 158CZYSTY TEKST
Ryszard Doman, Modeling conditional skewness and kurtosis of the Polish financial returns, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 145 - 158
BIBTEX@Article{ authors = " Ryszard Doman", title = "Modeling conditional skewness and kurtosis of the Polish financial returns", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "145 - 158" }
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Forecasting STUR processes : a comparison to threshold and GARCH modelss. 159 - 176CZYSTY TEKST
Jacek Kwiatkowski, Magdalena Osińska, Forecasting STUR processes : a comparison to threshold and GARCH models, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 159 - 176
BIBTEX@Article{ authors = " Jacek Kwiatkowski, Magdalena Osińska", title = "Forecasting STUR processes : a comparison to threshold and GARCH models", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "159 - 176" }
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Bayesian comparison of bivariate SV models for two related time seriess. 177 - 196CZYSTY TEKST
Anna Pajor, Bayesian comparison of bivariate SV models for two related time series, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 177 - 196
BIBTEX@Article{ authors = " Anna Pajor", title = "Bayesian comparison of bivariate SV models for two related time series", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "177 - 196" }
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Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densitiess. 197 - 218CZYSTY TEKST
Mateusz Pipień, Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densities, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 197 - 218
BIBTEX@Article{ authors = " Mateusz Pipień", title = "Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densities", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "197 - 218" }
