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    • Banking crises and nonlinear linkages between credit and output 

      Serwa, Dobromił (2008-03)
      The paper employs a recently developed procedure, based on a bivariate Markov switching model, to analyze the asymmetric causality linkages between credit growth and output growth during banking crises. Using a sample ...

    • Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test 

      Syczewska, Ewa (2010-09-23)
      The aim of this paper is to study properties of the Kwiatkowski-Phillips-Schmidt-Shin test (KPSS test), introduced in Kwiatkowski et al. (1992) paper. The null of the test corresponds to stationarity of a series, the ...