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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Chosen semiparametric methods in forecasting applications - dynamic regression quantiles and wavelet models

2013/09/B/HS4/02716

Keywords:

forecasting regression quantiles wavelet analysis

Descriptors:

  • HS4_3: Econometrics, statistical methods

Panel:

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

Host institution :

Uniwersytet Mikołaja Kopernika, Wydział Nauk Ekonomicznych i Zarządzania

woj. kujawsko-pomorskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Joanna Bruzda 

Number of co-investigators in the project: 1

Call: OPUS 5 - announced on 2013-03-15

Amount awarded: 119 000 PLN

Project start date (Y-m-d): 2014-02-12

Project end date (Y-m-d): 2017-08-11

Project duration:: 42 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Laptop.
  2. brak danych.
  3. Oprogramowanie: Eviews 7.2, Matlab + wybrane toolboxy (6 000 PLN)
  4. stacja robocza (9 000 PLN)

Information in the final report

  • Publication in academic press/journals (9)
  • Book publications / chapters in book publications (2)
  1. Amplitude and phase synchronization of European business cycless: a wavelet approach
    Authors:
    Joanna Bruzda
    Academic press:
    Studies in Nonlinear Dynamics and Econometrics (rok: 2015, tom: 19, strony: 625-655), Wydawca: De Gruyter
    Status:
    Published
    DOI:
    10.1515/snde-2014-0081 - link to the publication
  2. Metody wyznaczania prognoz kwantylowych w logistyce : weryfikacja empiryczna
    Authors:
    Joanna Bruzda
    Academic press:
    Logistyka (rok: 2016, tom: 5, strony: 45548), Wydawca: Instytut Logistyki i Magazynowania
    Status:
    Published
    DOI:
    brak - link to the publication
  3. Complex Analytic Wavelets in the Measurement of Macroeconomic Risks
    Authors:
    Joanna Bruzda
    Academic press:
    North American Journal of Economics and Finance , Wydawca: Elsevier
    Status:
    Accepted for publication
    DOI:
    10.1016/j.najef.2019.100988 - link to the publication
  4. Multistep Quantile Forecasts for Supply Chain and Logistic Operations: Bootstrapping, the GARCH model and Quantile Regression Based Approaches
    Authors:
    Joanna Bruzda
    Academic press:
    Central European Journal of Operations Research , Wydawca: Springer
    Status:
    Accepted for publication
    DOI:
    10.1007/s10100-018-0591-2 - link to the publication
  5. On simple wavelet estimators of random signals and their small-sample properties
    Authors:
    Joanna Bruzda
    Academic press:
    Journal of Statistical Computation and Simulation (rok: 2015, tom: 85, strony: 2771-2792), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/00949655.2014.941843 - link to the publication
  6. Real and complex wavelets in asset classification: An application to the US stock market
    Authors:
    Joanna Bruzda
    Academic press:
    Finance Research Letters (rok: 2017, tom: 21, strony: 115-125), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2017.02.004 - link to the publication
  7. Quantile Smoothing in Supply Chain and Logistics Forecasting
    Authors:
    Joanna Bruzda
    Academic press:
    International Journal of Production Economics (rok: 2019, tom: 208, strony: 122-139), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ijpe.2018.11.015 - link to the publication
  8. Quantile forecasting in operational planning and inventory management : an initial empirical verification
    Authors:
    Joanna Bruzda
    Academic press:
    Dynamic Econometric Models (rok: 2016, tom: 16, strony: 45432), Wydawca: Wydawnictwo UMK Toruń
    Status:
    Published
    DOI:
    10.12775/DEM.2016.001 - link to the publication
  9. The interconnectedness of money and inflation: a wavelet perspective since the 1970s
    Authors:
    Maciej Ryczkowski, Joanna Bruzda
    Academic press:
    Structural Change and Economic Dynamics , Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  1. Prognozy kwantylowe w zastosowaniach logistycznych : wprowadzenie do problematyki
    Authors:
    Joanna Bruzda
    Book:
    Modelowanie procesów i systemów logistycznych (rok: 2014, tom: 13, strony: 175-195), Wydawca: Wydawnictwo Uniwersytetu Gdańskiego
    Status:
    Published
    DOI:
    link to the publication
  2. Forecasting via wavelet denoising : the random signal case
    Authors:
    Joanna Bruzda
    Book:
    Wavelet applications in economics and finance (rok: 2014, tom: DM&E vol. 20, strony: 187-225), Wydawca: Springer International Publishing
    Status:
    Published
    DOI:
    link to the publication

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