Publications of the selected author

1

Title:
Predictive Power Comparison of Bayesian Homoscedastic vs. Markov-switching Heteroscedastic VEC Models
Source:
Quantitative Methods in the Contemporary Issues of Economics / ed. by Beata CIAŁOWICZ - Kraków-Legionowo: edu-Libri s.c., 2020, s. 67-76. - Summ. - Bibliogr.
Research program:
Research financed from a subvention granted to Cracow University of Economics.
ISBN:
978-83-66395-01-5 ; 978-83-66395-02-2
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20.00 pkt
Nr:
2168350254
chapter in monograph
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2

Conference:
The 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane, Polska, od 2019-05-10 do 2019-05-13
Title:
Bayesian VEC Models with Markov-switching Heteroscedasticity in Forecasting Macroeconomic Time Series
Source:
The 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH - Kraków: Wydawnictwo Małopolskiej Szkoły Administracji Publicznej Uniwersytetu Ekonomicznego w Krakowie, 2020, s. 78-87. - Summ. - Bibliogr.
Research program:
This research is supported through a grant from the National Science Center (NCN, Poland) under decision no. UMO-2018/31/B/HS4/00730.
ISBN:
978-83-89410-24-5
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Full text
CC-BY
Level I:
20.00 pkt
Nr:
2168353924
chapter in conference materials
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3

Title:
Sources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 12, iss. 4 (2020) , s. 369-412 - Bibliogr.
Research program:
Marek A. Dąbrowski and Justyna Wróblewska acknowledge financial support from the National Science Centre in Poland (grant no. DEC-2012/07/B/HS4/00723).
Łukasz Kwiatkowski acknowledges financial support from a subvention granted to the Cracow University of Economics.
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2019 list:
70.00 pkt
Nr:
2168351396
article
See main document
4

Author:
Daniel Dziób , Łukasz Kwiatkowski , Dagmara Sokołowska
Title:
Class Tournament as an Assessment Method in Physics Courses : a Pilot Study
Source:
Eurasia Journal of Mathematics, Science and Technology Education. - vol. 14, iss. 4 (2018) , s. 1111-1132. - Summ. - Bibliogr.
Research program:
Łukasz Kwiatkowski would like to acknowledge partial financial support by the Foundation for Polish Science
Daniel Dziób would like to acknowledge the Polish Ministry of Science and Higher Education financial support under program 7150/E-338/M/2017
Ministerial journal list:
a 25.00 pkt
Nr:
2168322761
article
5

Conference:
The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane, Polska, od 2018-05-08 do 2018-05-11
Title:
Sources of Real Exchange Rate Variability in Poland - Evidence from a Bayesian SVAR Model with Markov Switching Heteroscedasticity
Source:
The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH - Cracow: Foundation of the Cracow University of Economics, 2018, s. 90-99. - Summ. - Bibliogr.
Series:
(Socio-Economic Modelling and Forecasting ; no. 1)
Research program:
The authors would like to acknowledge financial support from research funds granted to Faculty of Management and Faculty of Economics and International Relations at Cracow University of Economics, within the framework of the subsidy for the maintenance of research potential.
ISBN:
978-83-65907-20-2
Nr:
2168324343
chapter in conference materials
See main document
6

Title:
A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 7, nr 4 (2015) , s. 219-247. - Summ. - Bibliogr.
Research program:
The publication was prepared with financial support by Foundation for Polish Science (whitin the START 2014 programme). The author also acknowledges partial support from the funds granted to the Faculty of Management at Cracow University of Economics, within the framework of the subsidy for the maintenance of research potential
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Ministerial journal list:
b 14.00 pkt
Nr:
2168299283
article
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7

Author:
J.K. Mościcki , D. Sokołowska , Łukasz Kwiatkowski , D. Dziób , J. Nowak
Title:
Note: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems
Source:
Review of Scientific Instruments. - vol. 85, iss. 2 (2014) , s. 1-3. - Summ. - Bibliogr.
Research program:
Support for this work from NSC (Poland) under Grant No. NN202105836 is gratefully acknowledged.
Ministerial journal list:
a 30.00 pkt
Nr:
2168291327
article
8

Title:
Bayesowskie modele SV z przełączaniem Markowa w analizie zmienności na rynkach finansowych
Publisher address:
Kraków: , 2013
Physical description:
352 k.: il.; 30 cm
Notes:
Bibliogr.
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Signature:
eDr-239
Nr:
2168255400
doctoral dissertation
9

Title:
Bayesowskie modele SV z przełączeniami typu Markowa w analizie zmienności na rynkach finansowych
Publisher address:
Kraków: Uniwersytet Ekonomiczny w Krakowie, 2013
Physical description:
375 s.: il. (w tym kolor.); 24 cm
Notes:
Bibliogr.
ISBN:
978-83-7252-659-5
Nr:
2168292883
monograph
10

Title:
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
Source:
Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 4, [1] / kier. tematu: Jacek OSIEWALSKI2012, s. [24]-[56]. - Summ. - Bibliogr.
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Signature:
NP-1282/4/[1]/Magazyn
Nr:
2168275737
chapter in unpublished scientific work
See main document
11

Title:
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
Source:
Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 3, [2] / kier. tematu: Jacek OSIEWALSKI2011, s. 1[57]-46[102]. - Summ. - Bibliogr.
Access mode:
Signature:
NP-1282/3/[2]/Magazyn
Nr:
2168262942
chapter in unpublished scientific work
See main document
12

Title:
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 3, nr 4 (2011) , s. 187-219. - Summ. - Bibliogr.
Access mode:
Nr:
2168258106
article
See main document
13

Title:
Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 2, nr 1 (2010) , s. 59-94. - Summ. - Bibliogr.. - Dostępny w World Wide Web
Access mode:
Nr:
53262
article
See main document
14

Title:
Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework
Source:
Statystyka bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 2 / kier. tematu: Jacek OSIEWALSKI2010, s. 59[73]-94[108]. - Summ. - Bibliogr.
Signature:
NP-1282/2/Magazyn
Nr:
2168251518
chapter in unpublished scientific work
See main document
15

Title:
Markov Switching SV Processes in Modelling Volatility of Financial Time Series = Markov Switching SV w modelowaniu zmienności finansowych szeregów czasowych
Source:
Przegląd Statystyczny = Statistical Review. - t. 56, z. 1 (2009) , s. 147-168. - Streszcz., summ. - Bibliogr.
Access mode:
Ministerial journal list:
b 6.00 pkt
Nr:
2165686754
article
16

Title:
Markov Switching in Stochastic Variance : Bayesian Comparision of Two Simple Models
Source:
Folia Oeconomica Cracoviensia. - vol. 49-50 (2008) , s. 109-143. - Summ. - Bibliogr.
Ministerial journal list:
b 4.00 pkt
Nr:
52001
article
17

Title:
Markov Switching SV Processes in Modelling Volatility of Financial Time Series = Markov Switching SV w modelowaniu zmienności finansowych szeregów czasowych
Source:
Metody ekonometrii w analizach ekonomicznych i finansowych : zbiór artykułów / kierownik tematu: B. WĄSIK2008, s. 1[42]-26[67]. - Streszcz., summ. - Bibliogr.
Signature:
NP-1242/Magazyn
Nr:
2168221498
chapter in unpublished scientific work
See main document
1
Predictive Power Comparison of Bayesian Homoscedastic vs. Markov-switching Heteroscedastic VEC Models / Łukasz KWIATKOWSKI // W: Quantitative Methods in the Contemporary Issues of Economics / ed. by Beata CIAŁOWICZ. - Kraków-Legionowo: edu-Libri s.c., 2020. - S. 67-76. - Summ. - Bibliogr. - ISBN 978-83-66395-01-5 ; 978-83-66395-02-2. - Pełny tekst: http://matematyka.uek.krakow.pl/SEMPP2020/Quantitative-methods_e-pdf_v3.pdf
2
Bayesian VEC Models with Markov-switching Heteroscedasticity in Forecasting Macroeconomic Time Series / Łukasz KWIATKOWSKI // W: The 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH. - Kraków: Wydawnictwo Małopolskiej Szkoły Administracji Publicznej Uniwersytetu Ekonomicznego w Krakowie, 2020. - S. 78-87. - Summ. - Bibliogr. - ISBN 978-83-89410-24-5. - Pełny tekst: http://pliki.konferencjazakopianska.pl/proceedings_2020/pdf/2020_Monografia-08.pdf
3
Sources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models / Marek A. DĄBROWSKI, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKASources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models / Marek A. DĄBROWSKI, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKASources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models / Marek A. DĄBROWSKI, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKA // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander WelfeCentral European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander WelfeCentral European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 12, iss. 4 (2020), s. 369-412vol. 12, iss. 4 (2020), s. 369-412vol. 12, iss. 4 (2020), s. 369-412. - Bibliogr. - Pełny tekst: http://cejeme.org/publishedarticles/2020-50-26-637420206596176439-9943.pdf. - ISSN 2080-08862080-08862080-0886
4
Class Tournament as an Assessment Method in Physics Courses : a Pilot Study / Daniel Dziob, Lukasz KWIATKOWSKI, Dagmara SokołowskaClass Tournament as an Assessment Method in Physics Courses : a Pilot Study / Daniel Dziob, Lukasz KWIATKOWSKI, Dagmara SokołowskaClass Tournament as an Assessment Method in Physics Courses : a Pilot Study / Daniel Dziob, Lukasz KWIATKOWSKI, Dagmara Sokołowska // Eurasia Journal of Mathematics, Science and Technology EducationEurasia Journal of Mathematics, Science and Technology EducationEurasia Journal of Mathematics, Science and Technology Education. - vol. 14, iss. 4 (2018), s. 1111-1132vol. 14, iss. 4 (2018), s. 1111-1132vol. 14, iss. 4 (2018), s. 1111-1132. - Summ. - Bibliogr. - ISSN 1305-82151305-82151305-8215
5
Sources of Real Exchange Rate Variability in Poland - Evidence from a Bayesian SVAR Model with Markov Switching Heteroscedasticity / Marek A. DĄBROWSKI, Łukasz KWIATKOWSKI, Justyna WRÓBLEWSKA // W: The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH. - Cracow: Foundation of the Cracow University of Economics, 2018. - (Socio-Economic Modelling and Forecasting, ISSN 2545-1227 ; no. 1). - S. 90-99. - Summ. - Bibliogr. - ISBN 978-83-65907-20-2. - Pełny tekst: http://semf.pl/semf_1/pdf/Dabrowski_Kwiatkowski_Wroblewska.pdf
6
A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models / Łukasz KWIATKOWSKI // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 7, nr 4 (2015), s. 219-247. - Summ. - Bibliogr. - Pełny tekst: http://cejeme.org/download.aspx?id=222. - ISSN 2080-0886
7
Note: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems / J.K. Moscicki, D. Sokolowska, L. KWIATKOWSKI, D. Dziob, J. NowakNote: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems / J.K. Moscicki, D. Sokolowska, L. KWIATKOWSKI, D. Dziob, J. NowakNote: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems / J.K. Moscicki, D. Sokolowska, L. KWIATKOWSKI, D. Dziob, J. NowakNote: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems / J.K. Moscicki, D. Sokolowska, L. KWIATKOWSKI, D. Dziob, J. NowakNote: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems / J.K. Moscicki, D. Sokolowska, L. KWIATKOWSKI, D. Dziob, J. Nowak // Review of Scientific InstrumentsReview of Scientific InstrumentsReview of Scientific InstrumentsReview of Scientific InstrumentsReview of Scientific Instruments. - vol. 85, iss. 2 (2014), s. 1-3vol. 85, iss. 2 (2014), s. 1-3vol. 85, iss. 2 (2014), s. 1-3vol. 85, iss. 2 (2014), s. 1-3vol. 85, iss. 2 (2014), s. 1-3. - Summ. - Bibliogr. - ISSN 0034-67480034-67480034-67480034-67480034-6748
8
Bayesowskie modele SV z przełączaniem Markowa w analizie zmienności na rynkach finansowych / Łukasz KWIATKOWSKI ; Promotor: Jacek OSIEWALSKI. - Kraków, 2013. - 352 k. : il. ; 30 cm. - Bibliogr. - Pełny tekst: http://bg.uek.krakow.pl/e-zasoby/doktoraty_full.php?nr=1200002690
9
Bayesowskie modele SV z przełączeniami typu Markowa w analizie zmienności na rynkach finansowych / Łukasz KWIATKOWSKI. - Kraków : Wydawnictwo Uniwersytetu Ekonomicznego, 2013. - 375 s. : il. (w tym kolor.) ; 24 cm. - Bibliogr. - ISBN 978-83-7252-659-5
10
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market / Łukasz KWIATKOWSKI // W: Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 4, [1] / kier. tematu: Jacek OSIEWALSKI. - ([2012]), s. [24]-[56]. - Summ. - Bibliogr.
11
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market / Łukasz KWIATKOWSKI // W: Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 3, [2] / kier. tematu: Jacek OSIEWALSKI. - (2011), s. 1[57]-46[102]. - Summ. - Bibliogr. - Pełny tekst: http://cejeme.org/download.aspx?id=138
12
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market / Łukasz KWIATKOWSKI // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 3, nr 4 (2011), s. 187-219. - Summ. - Bibliogr. - Pełny tekst: http://cejeme.org/download.aspx?id=138. - ISSN 2080-0886
13
Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework / Łukasz KWIATKOWSKI // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 2, nr 1 (2010), s. 59-94. - Summ. - Bibliogr. - Dostępny w World Wide Web. - Pełny tekst: http://cejeme.org/publishedarticles/2010-47-03-634244032251718750-3794.pdf. - ISSN 2080-0886
14
Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework / Łukasz KWIATKOWSKI // W: Statystyka bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 2 / kier. tematu: Jacek OSIEWALSKI. - (2010), s. 59[73]-94[108]. - Summ. - Bibliogr.
15
Markov Switching SV Processes in Modelling Volatility of Financial Time Series = Markov Switching SV w modelowaniu zmienności finansowych szeregów czasowych / Łukasz KWIATKOWSKI // Przegląd Statystyczny = Statistical Review. - t. 56, z. 1 (2009), s. 147-168. - Streszcz., summ. - Bibliogr. - Pełny tekst: http://keii.ue.wroc.pl/przeglad/Rok%202009/Zeszyt%201/2009_56_1_147-168.pdf. - ISSN 0033-2372
16
Markov Switching in Stochastic Variance : Bayesian Comparision of Two Simple Models / Łukasz KWIATKOWSKI // Folia Oeconomica Cracoviensia. - vol. 49-50 (2008), s. 109-143. - Summ. - Bibliogr. - ISSN 0071-674X
17
Markov Switching SV Processes in Modelling Volatility of Financial Time Series = Markov Switching SV w modelowaniu zmienności finansowych szeregów czasowych / Łukasz KWIATKOWSKI // W: Metody ekonometrii w analizach ekonomicznych i finansowych : zbiór artykułów / kierownik tematu: B. WĄSIK. - (2008), s. 1[42]-26[67]. - Streszcz., summ. - Bibliogr.
1
Kwiatkowski Ł., (2020), Predictive Power Comparison of Bayesian Homoscedastic vs. Markov-switching Heteroscedastic VEC Models. [W:] Ciałowicz B. (red.), Quantitative Methods in the Contemporary Issues of Economics, Kraków-Legionowo : edu-Libri s.c., s. 67-76.
2
Kwiatkowski Ł., (2020), Bayesian VEC Models with Markov-switching Heteroscedasticity in Forecasting Macroeconomic Time Series. [W:] Papież M., Śmiech S. (red.), The 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings, Kraków : Wydawnictwo Małopolskiej Szkoły Administracji Publicznej Uniwersytetu Ekonomicznego w Krakowie, s. 78-87.
3
Dąbrowski M., Kwiatkowski Ł., Wróblewska J., (2020), Sources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 12, iss. 4, s. 369-412; http://cejeme.org/publishedarticles/2020-50-26-637420206596176439-9943.pdf
4
Dziób D., Kwiatkowski Ł., Sokołowska D., (2018), Class Tournament as an Assessment Method in Physics Courses : a Pilot Study, "Eurasia Journal of Mathematics, Science and Technology Education", vol. 14, iss. 4, s. 1111-1132.
5
Dąbrowski M., Kwiatkowski Ł., Wróblewska J., (2018), Sources of Real Exchange Rate Variability in Poland - Evidence from a Bayesian SVAR Model with Markov Switching Heteroscedasticity. [W:] Papież M., Śmiech S. (red.), The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings (Socio-Economic Modelling and Forecasting; no. 1), Cracow : Foundation of the Cracow University of Economics, s. 90-99.
6
Kwiatkowski Ł., (2015), A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 7, nr 4, s. 219-247; http://cejeme.org/download.aspx?id=222
7
Mościcki J., Sokołowska D., Kwiatkowski Ł., Dziób D., Nowak J., (2014), Note: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems, "Review of Scientific Instruments", vol. 85, iss. 2, s. 1-3.
8
Kwiatkowski Ł., (2013), Bayesowskie modele SV z przełączaniem Markowa w analizie zmienności na rynkach finansowych, Prom. Osiewalski J., Kraków : , 352 k.
9
Kwiatkowski Ł., (2013), Bayesowskie modele SV z przełączeniami typu Markowa w analizie zmienności na rynkach finansowych, Kraków : Wydawnictwo Uniwersytetu Ekonomicznego, 375 s.
10
Kwiatkowski Ł., ([2012]), Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market. [W:] Osiewalski J. (kierownik tematu), Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 4, [1], s. [24]-[56].
11
Kwiatkowski Ł., (2011), Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market. [W:] Osiewalski J. (kierownik tematu), Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 3, [2], s. 1[57]-46[102].
12
Kwiatkowski Ł., (2011), Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 3, nr 4, s. 187-219; http://cejeme.org/download.aspx?id=138
13
Kwiatkowski Ł., (2010), Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 2, nr 1, s. 59-94; http://cejeme.org/publishedarticles/2010-47-03-634244032251718750-3794.pdf
14
Kwiatkowski Ł., (2010), Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework. [W:] Osiewalski J. (kierownik tematu), Statystyka bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 2, s. 59[73]-94[108].
15
Kwiatkowski Ł., (2009), Markov Switching SV Processes in Modelling Volatility of Financial Time Series, "Przegląd Statystyczny", t. 56, z. 1, s. 147-168; http://keii.ue.wroc.pl/przeglad/Rok%202009/Zeszyt%201/2009_56_1_147-168.pdf
16
Kwiatkowski Ł., (2008), Markov Switching in Stochastic Variance : Bayesian Comparision of Two Simple Models, "Folia Oeconomica Cracoviensia", vol. 49-50, s. 109-143.
17
Kwiatkowski Ł., (2008), Markov Switching SV Processes in Modelling Volatility of Financial Time Series. [W:] Wąsik B. (kierownik tematu), Metody ekonometrii w analizach ekonomicznych i finansowych : zbiór artykułów, s. 1[42]-26[67].
1
@inbook{fmUEK:2168350254,
author = "Łukasz Kwiatkowski",
title = "Predictive Power Comparison of Bayesian Homoscedastic vs. Markov-switching Heteroscedastic VEC Models",
booktitle = "Quantitative Methods in the Contemporary Issues of Economics",
pages = "67-76",
adress = "Kraków-Legionowo",
publisher = "edu-Libri s.c.",
year = "2020",
url = {http://matematyka.uek.krakow.pl/SEMPP2020/Quantitative-methods_e-pdf_v3.pdf},
isbn = "978-83-66395-01-5 ; 978-83-66395-02-2",
}
2
@inbook{mkaUEK:2168353924,
author = "Łukasz Kwiatkowski",
title = "Bayesian VEC Models with Markov-switching Heteroscedasticity in Forecasting Macroeconomic Time Series",
booktitle = "The 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings",
pages = "78-87",
adress = "Kraków",
publisher = "Wydawnictwo Małopolskiej Szkoły Administracji Publicznej Uniwersytetu Ekonomicznego w Krakowie",
year = "2020",
url = {http://pliki.konferencjazakopianska.pl/proceedings_2020/pdf/2020_Monografia-08.pdf},
isbn = "978-83-89410-24-5",
}
3
@article{artUEK:2168351396,
author = "Marek A. Dąbrowski and Łukasz Kwiatkowski and Justyna Wróblewska",
title = "Sources of Real Exchange Rate Variability in Central and Eastern European Countries : Evidence from Structural Bayesian MSH-VAR Models",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 12, iss. 4",
pages = "369-412",
year = "2020",
url = {http://cejeme.org/publishedarticles/2020-50-26-637420206596176439-9943.pdf},
}
4
@article{artUEK:2168322761,
author = "Daniel Dziób and Łukasz Kwiatkowski and Dagmara Sokołowska",
title = "Class Tournament as an Assessment Method in Physics Courses : a Pilot Study",
journal = "Eurasia Journal of Mathematics, Science and Technology Education",
number = "vol. 14, iss. 4",
pages = "1111-1132",
year = "2018",
doi = {http://dx.doi.org/10.29333/ejmste/81807},
url = {},
}
5
@inbook{mkaUEK:2168324343,
author = "Marek A. Dąbrowski and Łukasz Kwiatkowski and Justyna Wróblewska",
title = "Sources of Real Exchange Rate Variability in Poland - Evidence from a Bayesian SVAR Model with Markov Switching Heteroscedasticity",
booktitle = "The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings",
pages = "90-99",
adress = "Cracow",
publisher = "Foundation of the Cracow University of Economics",
year = "2018",
doi = {http://dx.doi.org/10.14659/SEMF.2018.01.09},
url = {http://semf.pl/semf_1/pdf/Dabrowski_Kwiatkowski_Wroblewska.pdf},
issn = "2545-1227",
isbn = "978-83-65907-20-2",
}
6
@article{artUEK:2168299283,
author = "Łukasz Kwiatkowski",
title = "A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 7, 4",
pages = "219-247",
year = "2015",
url = {http://cejeme.org/download.aspx?id=222},
}
7
@article{artUEK:2168291327,
author = "J.K. Mościcki and D. Sokołowska and Łukasz Kwiatkowski and D. Dziób and J. Nowak",
title = "Note: Optimization of the Numerical Data Analysis for Conductivity Percolation Studies of Drying Moist Porous Systems",
journal = "Review of Scientific Instruments",
number = "vol. 85, iss. 2",
pages = "1-3",
year = "2014",
doi = {http://dx.doi.org/10.1063/1.4863321},
url = {},
}
8
@unpublished{drUEK:2168255400,
author = "Łukasz Kwiatkowski",
title = "Bayesowskie modele SV z przełączaniem Markowa w analizie zmienności na rynkach finansowych",
adress = "Kraków",
year = "2013",
url = {http://bg.uek.krakow.pl/e-zasoby/doktoraty_full.php?nr=1200002690},
}
9
@book{monUEK:2168292883,
author = "Łukasz Kwiatkowski",
title = "Bayesowskie modele SV z przełączeniami typu Markowa w analizie zmienności na rynkach finansowych",
adress = "Kraków",
publisher = "Uniwersytet Ekonomiczny w Krakowie",
year = "2013",
isbn = "978-83-7252-659-5",
}
10
@unpublished{fnpUEK:2168275737,
author = "Łukasz Kwiatkowski",
title = "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market",
booktitle = "Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 4, [1]",
pages = "[24]-[56]",
year = "2012",
url = {},
}
11
@unpublished{fnpUEK:2168262942,
author = "Łukasz Kwiatkowski",
title = "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market",
booktitle = "Statystyka Bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 3, [2]",
pages = "1[57]-46[102]",
year = "2011",
url = {http://cejeme.org/download.aspx?id=138},
}
12
@article{artUEK:2168258106,
author = "Łukasz Kwiatkowski",
title = "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 3, 4",
pages = "187-219",
year = "2011",
url = {http://cejeme.org/download.aspx?id=138},
}
13
@article{artUEK:53262,
author = "Łukasz Kwiatkowski",
title = "Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 2, 1",
pages = "59-94",
year = "2010",
url = {http://cejeme.org/publishedarticles/2010-47-03-634244032251718750-3794.pdf},
}
14
@unpublished{fnpUEK:2168251518,
author = "Łukasz Kwiatkowski",
title = "Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework",
booktitle = "Statystyka bayesowska i podejścia konkurencyjne w empirycznych badaniach ekonomicznych. Cz. 2",
pages = "59[73]-94[108]",
year = "2010",
}
15
@article{artUEK:2165686754,
author = "Łukasz Kwiatkowski",
title = "Markov Switching SV Processes in Modelling Volatility of Financial Time Series",
journal = "Przegląd Statystyczny",
number = "t. 56, z. 1",
pages = "147-168",
year = "2009",
url = {http://keii.ue.wroc.pl/przeglad/Rok%202009/Zeszyt%201/2009_56_1_147-168.pdf},
}
16
@article{artUEK:52001,
author = "Łukasz Kwiatkowski",
title = "Markov Switching in Stochastic Variance : Bayesian Comparision of Two Simple Models",
journal = "Folia Oeconomica Cracoviensia",
number = "vol. 49-50",
pages = "109-143",
year = "2008",
}
17
@unpublished{fnpUEK:2168221498,
author = "Łukasz Kwiatkowski",
title = "Markov Switching SV Processes in Modelling Volatility of Financial Time Series",
booktitle = "Metody ekonometrii w analizach ekonomicznych i finansowych : zbiór artykułów",
pages = "1[42]-26[67]",
year = "2008",
}