Przeglądaj według autora "Dybka, Piotr"
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Currency demandand MIMIC models : towards a structured hybrid model-based estimation of the shadow economy size
Dybka, Piotr; Kowalczuk, Michał; Olesiński, Bartosz; Torój, Andrzej; Rozkrut, Marek (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
Bierut, Beata; Dybka, Piotr (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
Dybka, Piotr; Olesiński, Bartosz; Rozkrut, Marek; Torój, Andrzej (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
Dybka, Piotr (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 ...