Dynamic Econometric Models, vol. 9

Contents

MARIOLA PIŁATOWSKA

The Combined Forecasts Using the Akaike Weights

ELŻBIETA SZULC

Modelling of Dynamic Spatial Processes

SYLWESTER BEJGER

Econometric Tools for Detection of Collusion Equilibrium in the Industry

JOANNA GÓRKA

Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures

DOROTA GÓRECKA, DOMINIK ŚLIWICKI

Application of Panel Data Models to Exchange Rates' Modeling for Scandinavian and Central and Eastem European Countries

MILDA MARIA BURZAŁA

The Synchronization of Regional Business Cycles With Nationwide Cycles

MONIKA KOŚKO

Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets

ANNA PAJOR

Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models

MAREK SZAJT

Estimation of Disproportions in Patent Activity of OECD Countries Using Spatio-Temporal Methods

ANETA WŁODARCZYK, MARCIN ZAWADA

The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland

TOMASZ CHRUŚCIŃSKI

The Study of Interdependence between Capital and Currency Markets Usmg Multivariate GARCH Models

MARCIN FAŁDZIŃSKI

Application of Modified POT Method With Volatility Model for Estimation of Risk Measures

ROMAN HUPTAS

Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification

JAROSŁAW KRAJEWSKI

Estimating and Forecasting GDP in Poland with Dynamic Factor Model