Kolegium Analiz Ekonomicznych / Collegium of Economic Analysis
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Kolegium Analiz Ekonomicznych (Collegium of Economic Analysis) Szkoły Głównej Handlowej w Warszawie prowadzi badania w dziedzinie makro- i mikroekonomii, polityki gospodarczej, ekonomii matematycznej, matematyki finansowej i ubezpieczeniowej, ekonometrii i teorii podejmowania decyzji, statystyki i demografii, badań operacyjnych, informatyki gospodarczej i dziedzin pokrewnych. Kolegium prowadzi niestacjonarne i stacjonarne studia doktoranckie w zakresie nauk ekonomicznych, ze szczególnym uwzględnieniem teorii ekonomii, statystyki, demografii, informatyki gospodarczej, ekonometrii, badań operacyjnych, teorii koniunktury oraz polityki gospodarczej.
Kolekcje w tym zbiorze
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KAE Working Papers [114]
KAE Working Papers -
ISID Working Papers [51]
Publikacje Instytutu Statystyki I Demografii -
Applied Econometrics Papers [45]
Working Papers from Department of Applied Econometrics
Najnowsze pozycje
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Price-wage system with taxation: multivariate cointegration analysis
(2006)The paper investigates the price system and the wage equation in the presence of taxes. Price formation is analysed at three levels: producer’s prices, trade in consumer goods and, separately, in services, and at the ... -
Introduction to Business Information Systems – Models, Analysis, Applications
(SGH Publishing House - Warsaw School of Economics, 2025-09)The aim of this handbook is to present knowledge in the field of business informatics that will be useful both for the subsequent years of study at SGH and for a chosen profession related to the field of study. This book, ... -
Trade sophistication in a transition economy: Poland 1980-2009
(2012)Poland has historically demonstrated exceptional resiliency in the face of change. This paper examines how Poland coped with huge structural realignments from the rise of Solidarity until the present, seeking to provide ... -
A microeconometric analysis of album sales success in the Polish music market
(2011)The aim of this paper is twofold. Firstly, we attempt to investigate the challenges for the constantly changing music industry on the ex- ample of Poland, positing a conclusion that both artists and lables could pro t ... -
Application of measures of entropy, information content and dissimilarity of structures to business tendency survey data
(2010)This paper evaluates similarities between a priori information supplied by the business tendency surveys (that is, expectations), and a posteriori information (that is, realizations). A priori structure is defined by ... -
Lottery valuation using the aspiration / relative utility function
(2009)The paper presents a method for lottery valuation using the relative utility function. This function was presented by Kontek (2009) as “the aspiration function” and resembles the utility curve proposed by Markowitz (1952A). ... -
Banking crises and nonlinear linkages between credit and output
(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 ... -
Can a simple DSGE model outperform Professional Forecasters?
(2007-09)DSGE models have recently become one of the most frequently used tools in policy analysis. Nevertheless, their forecasting proprieties are still unexplored. In this article we address this problem by examining the quality ... -
The experiment in macroeconometrics
(2006-04)This paper examines the experiment in macroeconometrics, the different forms it has taken and the rules that have been proposed for its proper conduct. Here an "experiment" means putting a question to a model and getting ... -
Would it have paid to be in the eurozone?
(2012)Giving up an independent monetary policy and a exible exchange rate are the key sources of costs and bene ts entailed to joining a monetary union. In this paper we analyze their ex post impact on the stability of the ... -
Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach
(2012-08)The purpose of this article is to introduce an original macro code written in SAS 4GL. This macro is used to automate the process of forecasting with dynamic factor analysis. Automation of the process helps to save ... -
Sztuczna inteligencja w przedsiębiorstwach i gospodarce (AI Spring 2024)
(Oficyna Wydawnicza SGH, 2025-07)Monografia składa się z 16 rozdziałów pogrupowanych w cztery części, które prezentują różne nurty badań nad sztuczną inteligencją w naukach ekonomicznych. Są to: perspektywa przedsiębiorstw i gospodarki, aspekty analityczne, ... -
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 ... -
Interim Correlated Rationalizability in Large Games
(2025-06)We provide general theoretical foundations for modeling strategic uncertainty in large distributional Bayesian games with general type spaces, using a version of interim correlated rationalizability. We then focus on the ... -
Informed and Uninformed Trading in the EUR/PLN Spot Market
(2011-05-30)This paper examines an intraday activity of bank trading of the EUR/PLN currency pair via the Reuters Dealing 3000 Spot Matching System in 2007. On the grounds of the sequential trade model of Easley, Engle, O’Hara & Wu ... -
Innovation and Competition with Imperfect Patent Protection
(2025-05)We employ a duopoly model with horizontal differentiation of a product to analyse impact of imperfect patent rights in the form of a patent thicket on market entry and outcomes in a market when a single unit of a good is ... -
Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
(2010-09-23)We analyze daily quotes of the BUX index, main index of the Budapest stock exchange, for period 2nd Jan. 1991–30th Sept. 2008, checking nonstationarity of series, stationarity of returns, applying the ARCH tests to the ... -
Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
(2009-06-28)This paper uses a restricted factor model to estimate the HICP index excluding relative prices changes. The index thus obtained, hereinafter referred to as pure inflation, demonstrates stronger relationship to This paper ... -
Nonlinear dynamics of a duopoly game with adjusting, heterogeneous players, facing increasing marginal costs
(2008-03-25)A repeated, discrete time, nonlinear Cournot duopoly game with adjusting heterogeneous players, i.e. bounded rational and adaptive, is subject of investigation. The game is modeled by a system of two nonlinear difference ... -
Corporate governance ratings and the performance of listed companies in Poland
(2007-05-22)Recent ratings of corporate governance for the companies listed on Warsaw Stock Exchange are presented: the Polish Corporate Governance Forum (PFCG) ratings and Polish Institute of Directors (PID) ratings. The association ...
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