Przeglądaj według autora "Dybka, Piotr"
Wyświetlanie pozycji 1-7 z 7
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Currency demandand MIMIC models : towards a structured hybrid model-based estimation of the shadow economy size
(2017-09)Model-based econometric techniques of the shadow economy estimation have been increasingly popular, but a systematic approach to getting the best of their complementarities has so far been missing. We review the dominant ... -
Institutional determinants of export competitiveness among the EU countries: evidence from Bayesian model averaging
(2019-04)Although the impact of institutions has been broadly studied in the literature on economic growth, their impact on international trade is less well-established. We aim to fill this gap by creating an extended database that, ... -
Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging
(2020-03)Economic literature provides little discussion on the uncertainty around the macroeconometric shadow economy estimates. We fill this gap by deriving the measurement error of the shadow economy estimates stemming from the ... -
One model or many? Exchange rates determinants and their predictive capabilities
(2020-07)In this paper the Dynamic Bayesian Model Averaging (DMA) algorithm is used to establish the key determinants of the nominal exchange rates of 5 currencies: CAD, EUR, GBP, CHF and JPY against the US dollar. My results ... -
Everyday Cash Usage and Corruption Perception: Evidence From a Panel of Countries
(2025-07)This paper examines the relationship between cash usage in consumer transactions and corruption perception for a panel of 29 developed countries from 2012 to 2024. We construct a unique dataset based on payment diary studies ... -
Measuring the sectoral VAT gap in Bulgaria: estimates and its drivers
(2026-01)The goal of this paper is to estimate the level and provide a sectoral decomposition of the VAT gap in Bulgaria based on the unique dataset provided by the National Revenue Agency in Bulgaria (NRA). We focus on the output ... -
Evaluation of the underreporting of income across households in Bulgaria: extending the Pissarides-Weber approach
(2026-01)We estimate the personal income tax (PIT) gap in Bulgaria using the Pissarides and Weber (1989) methodology (“traces of true income” approach), which compares the relationship between food expenditure and income of ...
