Details about Anna Staszewska-Bystrova
Access statistics for papers by Anna Staszewska-Bystrova.
Last updated 2024-01-05. Update your information in the RePEc Author Service.
Short-id: pst268
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Working Papers
2018
- Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review
Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology  View citations (2)
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2018) View citations (2)
See also Journal Article Constructing joint confidence bands for impulse response functions of VAR models – A review, Econometrics and Statistics, Elsevier (2020) View citations (4) (2020)
- Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association
Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2018)
Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology (2018)
See also Journal Article Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions, AStA Advances in Statistical Analysis, Springer (2020) (2020)
2017
- Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017)
See also Journal Article Estimation of structural impulse responses: short-run versus long-run identifying restrictions, AStA Advances in Statistical Analysis, Springer (2018) View citations (2) (2018)
2016
- Calculating Joint Bands for Impulse Response Functions using Highest Density Regions
VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association
- Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016) View citations (5)
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
See also Journal Article Calculating joint confidence bands for impulse response functions using highest density regions, Empirical Economics, Springer (2018) View citations (13) (2018)
2014
- Confidence Bands for Impulse Responses: Bonferroni versus Wald
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (6)
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (8)
CESifo Working Paper Series, CESifo (2014) View citations (10)
2013
- Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (12)
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2013)
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) View citations (11)
See also Journal Article Comparison of methods for constructing joint confidence bands for impulse response functions, International Journal of Forecasting, Elsevier (2015) View citations (48) (2015)
2009
- Bootstrap Confidence Bands for Forecast Paths
Working Papers, COMISEF
2006
- Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
Computing in Economics and Finance 2006, Society for Computational Economics View citations (7)
See also Journal Article Representing uncertainty about response paths: The use of heuristic optimisation methods, Computational Statistics & Data Analysis, Elsevier (2007) View citations (16) (2007)
- The experiment in macroeconometrics
Working Papers, Department of Applied Econometrics, Warsaw School of Economics
See also Journal Article The experiment in macroeconometrics, Journal of Economic Methodology, Taylor & Francis Journals (2007) View citations (1) (2007)
Journal Articles
2022
- Cross-Corpora Comparisons of Topics and Topic Trends
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2022, 242, (4), 433-469 View citations (2)
- The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden
Gospodarka Narodowa. The Polish Journal of Economics, 2022, (3), 67-83
2020
- Constructing joint confidence bands for impulse response functions of VAR models – A review
Econometrics and Statistics, 2020, 13, (C), 69-83 View citations (4)
See also Working Paper Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review, Lodz Economics Working Papers (2018) View citations (2) (2018)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
AStA Advances in Statistical Analysis, 2020, 104, (1), 5-32
See also Working Paper Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) (2018)
- The Role of Public Support for Innovativeness in SMEs Across European Countries and Sectors of Economic Activity
Sustainability, 2020, 12, (10), 1-19 View citations (3)
2018
- Calculating joint confidence bands for impulse response functions using highest density regions
Empirical Economics, 2018, 55, (4), 1389-1411 View citations (13)
See also Working Paper Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions, Discussion Papers of DIW Berlin (2016) (2016)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions
AStA Advances in Statistical Analysis, 2018, 102, (2), 229-244 View citations (2)
See also Working Paper Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions, Discussion Papers of DIW Berlin (2017) (2017)
2017
- Generating prediction bands for path forecasts from SETAR models
Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (5), 18 View citations (7)
2016
- Improved bootstrap prediction intervals for SETAR models
Statistical Papers, 2016, 57, (1), 89-98
2015
- Comparison of methods for constructing joint confidence bands for impulse response functions
International Journal of Forecasting, 2015, 31, (3), 782-798 View citations (48)
See also Working Paper Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions, MAGKS Papers on Economics (2013) View citations (12) (2013)
- Confidence Bands for Impulse Responses: Bonferroni vs. Wald
Oxford Bulletin of Economics and Statistics, 2015, 77, (6), 800-821 View citations (41)
- Effects of DRG-based hospital payment in Poland on treatment of patients with stroke
Health Policy, 2015, 119, (8), 1119-1125 View citations (3)
2014
- Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
Central European Journal of Economic Modelling and Econometrics, 2014, 6, (2), 89-104 View citations (9)
2013
- Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
International Journal of Forecasting, 2013, 29, (2), 221-233 View citations (29)
- Modified Scheffé’s Prediction Bands
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2013, 233, (5-6), 680-690 View citations (13)
2011
- Bootstrap prediction bands for forecast paths from vector autoregressive models
Journal of Forecasting, 2011, 30, (8), 721-735 View citations (38)
2010
- On the power of direct tests for rational expectations against the alternative of constant gain learning
Bank i Kredyt, 2010, 41, (6), 71-84
2007
- Representing uncertainty about response paths: The use of heuristic optimisation methods
Computational Statistics & Data Analysis, 2007, 52, (1), 121-132 View citations (16)
See also Working Paper Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods, Computing in Economics and Finance 2006 (2006) View citations (7) (2006)
- The experiment in macroeconometrics
Journal of Economic Methodology, 2007, 14, (2), 143-166 View citations (1)
See also Working Paper The experiment in macroeconometrics, Working Papers (2006) (2006)
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