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Information on the principal investigator and host institution

Information of the project and the call

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Bayesian inference in STVECM models - applications to exchange rate analysis

2014/13/N/HS4/03593

Keywords:

cointegration nonlinearity STVECM model Bayesian estimation exchange rate

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Wydział Zarządzania

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Adrian Burda 

Number of co-investigators in the project: 2

Call: PRELUDIUM 7 - announced on 2014-03-17

Amount awarded: 149 280 PLN

Project start date (Y-m-d): 2015-02-25

Project end date (Y-m-d): 2018-09-24

Project duration:: 43 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (3)
  1. How Well Do Contemporary Theories Explain Floating Exchange Rate Changes in an Emerging Economy: The Case of EUR/PLN
    Authors:
    Adrian Marek Burda
    Academic press:
    Economies (rok: 2022, tom: 10 282, strony: N/A), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/economies10110282 - link to the publication
  2. Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models
    Authors:
    Adrian Marek Burda, Błażej Mazur, Mateusz Paweł Pipień
    Academic press:
    Dynamic Econometric Models (rok: 2017, tom: 17, strony: 97-114), Wydawca: Uniwersytet Mikołaja Kopernika w Toruniu
    Status:
    Published
    DOI:
    10.12775/DEM.2017.006 - link to the publication
  3. Investigation of forecasting performance of selected VECM models, for EUR/PLN exchange rate
    Authors:
    Adrian Burda
    Academic press:
    Folia Oeconomica Cracoviensia (rok: 2017, tom: LVIII, strony: 59-84), Wydawca: Polska Akademia Nauk Oddział w Krakowie Komisja Nauk Ekonomicznych i Statystyki Krakowska Akademia Andrzeja Frycza Modrzewskiego
    Status:
    Published
    DOI:
    brak - link to the publication

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