Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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On the use of hidden Markov models in the analysis of income-level and cyclical convergence with emphasis on the turning points

2015/19/B/HS4/00362

Keywords:

hidden Markov models real convergence cyclical convergence Bayesian averaging

Descriptors:

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

Panel:

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

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Gospodarki Światowej

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Mariusz Próchniak 

Number of co-investigators in the project: 3

Call: OPUS 10 - announced on 2015-09-15

Amount awarded: 279 360 PLN

Project start date (Y-m-d): 2016-06-15

Project end date (Y-m-d): 2020-12-14

Project duration:: 54 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. laptop (15 000 PLN)

Information in the final report

  • Publication in academic press/journals (7)
  • Book publications / chapters in book publications (1)
  1. Time Stability of the Impact of Institutions on Economic Growth and Real Convergence of the EU Countries: Implications from the Hidden Markov Models Analysis
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Equilibrium. Quarterly Journal of Economics and Economic Policy (rok: 2021, tom: 16(2), strony: 285–323), Wydawca: Instytut Badań Gospodarczych // Institute of Economic Research
    Status:
    Published
    DOI:
    10.24136/eq.2021.011 - link to the publication
  2. Towards the Similarity of the Countries in Terms of Business Cycle Synchronization and Income Level Equalization - Empirical Analysis
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Journal of Administrative and Business Studies (rok: 2019, tom: 5(5), strony: 291-302), Wydawca: TAF Publishing, Barcelona, Spain
    Status:
    Published
    DOI:
    10.20474/jabs-5.5.4 - link to the publication
  3. Cycle and Income-Level Convergence in the EU Countries: An Identification of Turning Points Based on the Hidden Markov Models
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Roczniki Kolegium Analiz Ekonomicznych SGH (rok: 2017, tom: 47, strony: 27-42), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
    DOI:
    brak - link to the publication
  4. Konwergencja dochodowa: mocne i słabe strony istniejących podejść
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Kwartalnik Kolegium Ekonomiczno-Społecznego Studia i Prace (rok: 2017, tom: 3(31), strony: 71-86), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
    DOI:
    brak - link to the publication
  5. The Application of Hidden Markov Models to the Analysis of Real Convergence
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Dynamic Econometric Models (rok: 2017, tom: 17, strony: 59-80), Wydawca: Uniwersytet Mikołaja Kopernika w Toruniu
    Status:
    Published
    DOI:
    10.12775/DEM.2017.004 - link to the publication
  6. Konwergencja beta, sigma i gamma krajów postsocjalistycznych do Europy Zachodniej
    Authors:
    Próchniak M.
    Academic press:
    Rocznik Instytutu Europy Środkowo-Wschodniej (rok: 2019, tom: 17(1), strony: 217-243), Wydawca: Instytut Europy Środkowej
    Status:
    Published
    DOI:
    10.36874/RIESW.2019.1.10 - link to the publication
  7. Konwergencja dochodowa w krajach UE: ujęcie miesięczne
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Academic press:
    Prace i Materiały Instytutu Rozwoju Gospodarczego SGH (rok: 2018, tom: 100, strony: 85-111), Wydawca: Szkoła Główna Handlowa w Warszawie
    Status:
    Published
    DOI:
    brak - link to the publication
  1. -
    Authors:
    Bernardelli M., Próchniak M., Witkowski B.
    Book:
    Economic Growth and Convergence: Global Analysis through Econometric and Hidden Markov Models (rok: 2021, tom: 1, strony: 176), Wydawca: Routledge
    Status:
    Published

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