Przeglądaj Kolegium Analiz Ekonomicznych / Collegium of Economic Analysis według tytułu
Wyświetlanie pozycji 90-109 z 171
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Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives
(2018-06)We consider feasible Heath-Jarrow-Morton framework specifications that are easily implementable in XVA engines when pricing linear and non-linear interest rate derivatives in multicurve environment. Our particular focus ... -
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 ... -
Model biznesu platform cyfrowych w ujęciu canvas
(Oficyna Wydawnicza SGH – Szkoła Główna Handlowa w Warszawie, 2024)W rozdziale opisano model biznesu platform cyfrowych. Wykorzystano do tego zmodyfikowane podejście business model canvas. Podano definicje platform oraz scharakteryzowano różne typy platform cyfrowych. Następnie opisano ... -
Model Howarda w analizie zjawiska "łaknienia zniżki" w ubezpieczeniach komunikacyjnych
(2002-06)Zjawisko łaknienia zniżek związane jest z racjonalnym dążeniem ubezpieczonych do ograniczania kosztów, dlatego uzasadnione jest użycie do jego modelowania metod Howarda. Algorytm iteracyjny Howarda pozwalający na wyznaczenie ... -
Monetary policy and COVID-19
(2021-07)We study the macroeconomic effects of the COVID-19 epidemic in a quantitative dynamic general equilibrium setup with nominal rigidities. We evaluate various containment policies and show that they allow to dramatically ... -
Motherhood after the age of 35 in Poland
(2014)Postponing motherhood is a widespread phenomenon across developed countries however only few studies look into late motherhood in post-socialist countries, especially on a micro-scale. In this study, I look at the context ... -
Multiple unemployment spells duration in Poland
(2016-08)I study multiple unemployment spells. I refer to Poland, as this country experiences high incidence of the long-term unemployment and long mean incomplete unemployment duration. I estimate conditional risk set model for ... -
Natural Rate of Interest in a Small Open Economy with Application to CEE Countries
(2023-09)This paper extends the Laubach-Williams (2003) framework, which is widely used to estimate the natural rate of interest, to make it more suitable for studying small open economies. The model is augmented with consumer ... -
The non-linear nature of country risk and its implications for DSGE models
(2018-05)Country risk premia can substantially affect macroeconomic dynamics. We concentrate on one of their most important determinants - a country’s net foreign asset position and - in contrast to the existing research - investigate ... -
O etnocentryzmie i dialogu międzykulturowym w kontekście zjawiska migracji
(Oficyna Wydawnicza Szkoły Głównej Handlowej w Warszawie, 2020)Celem tego artykułu jest zbadanie, czy i ewentualnie w jakim zakresie szeroko pojmowany dialog międzykulturowy może być skutecznym narzędziem pozwalającym na przezwyciężanie etnocentrycznych uprzedzeń w procesie włączania ... -
Ocena kondycji finansowej przedsiębiorstwa przez analityka bankowego
(Oficyna Wydawnicza SGH, 2012)W książce pt. "Ocena kondycji finansowej przedsiębiorstwa przez analityka bankowego" przedstawione zostały metody oceny sytuacji przedsiębiorstwa na podstawie analizy sprawozdań finansowych. Obok wstępnej analizy sprawozdań ... -
Odbudowa gospodarki i integracja europejska Ukrainy : propozycje reform
(Oficyna Wydawnicza SGH - Szkoła Główna Handlowa w Warszawie, 2023-12)Niniejsza monografia zawiera omówienie najważniejszych obszarów tematycznych związanych z powojenną odbudową Ukrainy: szacunek zniszczeń wojennych spowodowanych agresją Rosji; przegląd planów odbudowy Ukrainy przygotowanych ... -
On complementary symmetry and reference dependence
(2020-12)This paper reevaluates the complementary symmetry hypothesis and the supporting experimental evidence. Originally the hypothesis was stated for binary risky prospects. We generalize the hypothesis to arbitrary state-contingent ... -
On journal rankings and researchers' abilities
(2023-09)Over the last few years, ranking lists of academic journals have become one of the key indicators for evaluating individual researchers, departments and universities. How to optimally design such rankings? What can we learn ... -
On planning production and distribution with disrupted supply chains
(2022-10-31)This paper presents a model for short-term time-horizon production and distribution planning of a manufacturing company located in the middle of a supply chain. The model focuses on an unbalanced market with broken supply ... -
On the limits of macroprudential policy
(2016-02)This paper studies how macroprudential policy tools can complement the interest rate-based monetary policy in achieving a selection of dual stabilization objectives. We show analytically in a canonical New Keynesian model ... -
On the Optimal Labor Income Share
(2018-02)Labor's share of income has attracted interest in recent years reflecting its apparent decline. These falls, witnessed across many countries, are usually deemed undesirable. Any such assertion, however, begs the question ... -
On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour
(2022-03-18)An assessment of the sources of growth in agent- and general equilibrium-based models is presented, along a discussion of the strengths and weaknesses of existing approaches to growth modelling. The empirical and theoretical ... -
On the trade-offs in money market benchmarks' stabilisation
(2018-09)We propose a theoretical stochastic set-up for a panel of contributors to a volume weighted raw money market index, which is the main contribution of this research. 'The hypothetical problems with: changes in the panel's ... -
On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
(2016-11)We give a set of sufficient conditions for uniqueness of a time-consistent Markov stationary consumption policy for a quasi-hyperbolic household under uncertainty. To the best of our knowledge, this uniqueness result is ...
