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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The procedure of building a forecast model using the BACE approach for congruent model

2016/21/B/HS4/01970

Keywords:

BACE forecasting model uncertainty nonlinearity model selection congruent modeling Autometrics

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 :

Wyższa Szkoła Bankowa w Toruniu, Wydział Finansów i Zarządzania

woj. kujawsko-pomorskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Marcin Błażejowski 

Number of co-investigators in the project: 3

Call: OPUS 11 - announced on 2016-03-15

Amount awarded: 99 940 PLN

Project start date (Y-m-d): 2017-01-23

Project end date (Y-m-d): 2020-01-22

Project duration:: 36 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. Trzy komputery typu laptop wraz z oprogramowaniem sytemowym oraz biurowym. (15 000 PLN)
  2. OxMetrics 7 - OxMetrics Enterprise Licencja akademicka jednostanowiskowa (6 700 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  • Articles in post-conference publications (1)
  1. BACE and BMA variable selection and forecasting for UK money demand and inflation with gretl
    Authors:
    Marcin Błażejowski, Jacek Kwiatkowski, Paweł Kufel
    Academic press:
    Econometrics (rok: 2020, tom: 8(2), strony: 45320), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/econometrics8020021 - link to the publication
  2. Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)
    Authors:
    Marcin Błażejowski, Paweł Kufel, Jacek Kwiatkowski
    Academic press:
    Journal of Applied Econometrics (rok: 2020, tom: 35(5), strony: 645-652), Wydawca: John Wiley & Sons, Inc.
    Status:
    Published
    DOI:
    10.1002/jae.2760 - link to the publication
  3. Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting
    Authors:
    Magdalena Osinska, Marcin Błażejowski, Pawel Kufel, Tadeusz Kufel, Jacek Kwiatkowski
    Academic press:
    European Research Studies Journal (rok: 2020, tom: 23(4), strony: 1291-1311), Wydawca: International Strategic Management Association, EU
    Status:
    Published
    DOI:
    10.35808/ersj/1911 - link to the publication
  4. Sources of Economic Growth: A Global Perspective
    Authors:
    Marcin Błażejowski, Jacek Kwiatkowski, Jakub Gazda
    Academic press:
    Sustainability (rok: 2019, tom: 11, strony: 275), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/su11010275 - link to the publication
  1. Replication of the UK inflation model by Hendry (2001) using BACE approach
    Authors:
    Marcin Błażejowski, Paweł Kufel, Jacek Kwiatkowski
    Conference:
    6th Gretl Conference (rok: 2019, ), Wydawca: FedOA - Federico II University Press
    Data:
    konferencja 43537
    Status:
    Published

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