Jacek Osiewalski
Personal Details
First Name: | Jacek |
Middle Name: | |
Last Name: | Osiewalski |
Suffix: | |
RePEc Short-ID: | pos80 |
[This author has chosen not to make the email address public] | |
http://www.cyf-kr.edu.pl/~eeosiewa/ | |
Affiliation
Uniwersytet Ekonomiczny w Krakowie
Kraków, Polandhttp://www.uek.krakow.pl/
RePEc:edi:aekrapl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997.
"A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies,"
Discussion Paper
1997-85, Tilburg University, Center for Economic Research.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM 70bc4936-7304-4e87-910c-b, Tilburg University, School of Economics and Management.
- Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996. "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers 9602, Catholique de Louvain - Institut de statistique.
- Osiewalski, J. & Steel, M.F.J., 1996.
"Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models,"
Discussion Paper
1996-03, Tilburg University, Center for Economic Research.
- Jacek Osiewalski & Mark Steel, 1998. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Journal of Productivity Analysis, Springer, vol. 10(1), pages 103-117, July.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM ea25885a-8c13-4689-86b1-8, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996.
"Robust Bayesian inference on scale parameters,"
Edinburgh School of Economics Discussion Paper Series
25, Edinburgh School of Economics, University of Edinburgh.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001. "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM 7ac8a9cf-881f-4009-8308-7, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996.
"On the Use of Panel Data in Bayesian Stochastic Frontier Models,"
Discussion Paper
1996-17, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Other publications TiSEM d27e7bcf-bb16-457a-934a-a, Tilburg University, School of Economics and Management.
- FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 1995.
"Inference Robustness in Multivariate Models with a Scale Parameter,"
LIDAM Discussion Papers CORE
1995030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995. "Inference robustness in multivariate models with a scale parameter," Other publications TiSEM 45a43a49-b348-4b00-97e9-0, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1995. "Inference robustness in multivariate models with a scale parameter," Discussion Paper 1995-25, Tilburg University, Center for Economic Research.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995.
"Bayesian Analysis of Long Memory and Persistence using ARFIMA Models,"
LIDAM Discussion Papers CORE
1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995.
"The Components of Output Growth : A Cross-Country Analysis,"
LIDAM Discussion Papers CORE
1995003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The components of output growth : A cross-country analysis," Discussion Paper 1995-17, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The components of output growth : A cross-country analysis," Other publications TiSEM a1160aed-e498-414a-ae52-8, Tilburg University, School of Economics and Management.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The Components of Output Growth: A Croos-Country Analysis," Papers 9517, Tilburg - Center for Economic Research.
- KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," LIDAM Discussion Papers CORE 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995.
"Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers,"
LIDAM Discussion Papers CORE
1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994.
"Hospital efficiency analysis through individual effects : A Bayesian approach,"
Discussion Paper
1994-47, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Hospital efficiency analysis through individual effects : A Bayesian approach," Other publications TiSEM dd6fed13-3fda-461f-9393-e, Tilburg University, School of Economics and Management.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994.
"Bayesian efficiency analysis with a flexible form : The aim cost function,"
Discussion Paper
1994-13, Tilburg University, Center for Economic Research.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM 0dcc8566-0055-4dc1-9c6b-7, Tilburg University, School of Economics and Management.
- KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994.
"Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling,"
LIDAM Discussion Papers CORE
1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek, 1992. "Posterior analysis of stochastic frontier models using Gibbs sampling," DES - Working Papers. Statistics and Econometrics. WS 3677, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1993. "Bayesian efficiency analysis with a flexible cost function," DES - Working Papers. Statistics and Econometrics. WS 3703, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993.
"The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness,"
Papers
9380, Tilburg - Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The continuous multivariate location-scale model revisited : A tale of robustness," Other publications TiSEM 992749f6-e5a0-4fab-b4ed-f, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The continuous multivariate location-scale model revisited : A tale of robustness," Discussion Paper 1993-80, Tilburg University, Center for Economic Research.
- OSIEWALSKI, Jacek, 1993.
"Robust Bayesian inference in elliptical regression models,"
LIDAM Reprints CORE
1047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, Jacek & Steel, Mark F. J., 1993. "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Other publications TiSEM 5abdddde-0103-43f0-b47d-2, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993.
"Marginal Equivalence in V-Spherical Models,"
Papers
9374, Tilburg - Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal equivalence in v-spherical models," Other publications TiSEM 61c3b312-dfbe-4cc0-bb8b-a, Tilburg University, School of Economics and Management.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal equivalence in v-spherical models," Discussion Paper 1993-74, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1992. "Posterior moments of scale parameters in elliptical regression models," UC3M Working papers. Economics 10879, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Bayesian long-run prediction in time series models,"
UC3M Working papers. Economics
2822, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992.
"Stochastic frontier models: a bayesian perspective,"
UC3M Working papers. Economics
2823, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994. "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April.
- Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Robust Bayesian inference in Iq-Spherical models,"
UC3M Working papers. Economics
2843, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, J. & Steel, M.F.J., 1994. "Robust Bayesian inference in LQ-spherical models," Other publications TiSEM f73addd1-a64c-4157-b443-a, Tilburg University, School of Economics and Management.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Posterior inference on long-run impulse responses," UC3M Working papers. Economics 2838, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Bayesian marginal equivalence of elliptical regression models,"
UC3M Working papers. Economics
10950, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, Jacek & Steel, Mark F. J., 1993. "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM 9ecaf734-de5e-42e4-9017-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1991. "Robust bayesian inference in empirical regression models," UC3M Working papers. Economics 2814, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991.
"A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model,"
Papers
9122, Tilburg - Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F. J., 1992. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Economics Letters, Elsevier, vol. 40(4), pages 383-388, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM 270d5ce1-a0c2-4700-a67c-f, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper 1991-22, Tilburg University, Center for Economic Research.
- Chib, B. & Osiewalski, J. & Steel, M., 1990.
"Regression Models Under Competing Covariance Matrices: A Baysian Perspective,"
Papers
9063, Tilburg - Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices : A Bayesian perspective," Discussion Paper 1990-63, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices : A Bayesian perspective," Other publications TiSEM f5b88ec8-2520-432e-8295-c, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M., 1990.
"Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models,"
Papers
9043, Tilburg - Center for Economic Research.
- Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J., 1991. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Economics Letters, Elsevier, vol. 37(4), pages 391-397, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper 1990-43, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM 9d607045-c51b-40b4-9aa3-d, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM b3503d30-82f3-4ab4-906f-3, Tilburg University, School of Economics and Management.
- OSIEWALSKI, Jacek & STEEL, Mark, 1990.
"Semi-conjugate prior densities in multivariate t regression models,"
LIDAM Discussion Papers CORE
1990018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, J. & Stee & , M.F.J., 1990. "Semi-Conjugate Prior Densities In Multivariate T Regression Models," Papers 9007, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Semi-conjugate prior densities in multivariate t regression models," Discussion Paper 1990-7, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Semi-conjugate prior densities in multivariate t regression models," Other publications TiSEM d29af95a-ec6e-4a83-9c7f-5, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1989.
"A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data,"
Papers
8914, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Other publications TiSEM a7399259-5e30-4b51-99ad-5, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper 1989-14, Tilburg University, Center for Economic Research.
- Osiewalski, J., 1989.
"A Note On Bayesian Inference In A Regression Model With Elliptical Errors,"
LIDAM Discussion Papers CORE
1989040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, Jacek, 1991. "A note on Bayesian inference in a regression model with elliptical errors," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 183-193.
- OSIEWALSKI, Jacek, 1991. "A note on Bayesian inference in a regression model with elliptical errors," LIDAM Reprints CORE 926, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, J., 1989.
"Posterior Densities For Nonlinear Regression With Equicorrelated Errors,"
Papers
8907, Tilburg - Center for Economic Research.
- Osiewalski, J., 1989. "Posterior Densities for Nonlinear Regression with Equicorrelated Errors," Other publications TiSEM 12e876bf-c324-4e3f-a8d8-1, Tilburg University, School of Economics and Management.
- Osiewalski, J., 1989. "Posterior Densities for Nonlinear Regression with Equicorrelated Errors," Discussion Paper 1989-7, Tilburg University, Center for Economic Research.
- Osiewalski, J., 1988.
"Posterior and predictive densities for nonlinear regression : A partly linear model case,"
Research Memorandum
FEW 333, Tilburg University, School of Economics and Management.
- Osiewalski, J., 1988. "Posterior and predictive densities for nonlinear regression : A partly linear model case," Other publications TiSEM 2b2ba23e-f33d-495a-81d0-6, Tilburg University, School of Economics and Management.
- Jacek Osiewalski & Aleksander Welfe, "undated".
"The Price-Wage Mechanism in Poland: An Endogenous Switching Model,"
Ace Project Memoranda
96/2, Department of Economics, University of Leicester.
- Osiewalski, Jacek & Welfe, Aleksander, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 205-220.
- Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2), pages 205-220, May.
Articles
- Jakub Boratyński & Jacek Osiewalski, 2021. "Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 455-486, December.
- Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020. "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, vol. 58(3), pages 1355-1380, March.
- Jacek Osiewalski & Jerzy Marzec, 2019. "Joint modelling of two count variables when one of them can be degenerate," Computational Statistics, Springer, vol. 34(1), pages 153-171, March.
- Jacek Osiewalski & Krzysztof Osiewalski, 2016. "Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(4), pages 241-271, December.
- Krzysztof Osiewalski & Jacek Osiewalski, 2013. "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(1), pages 65-83, March.
- Anna Pajor & Jacek Osiewalski, 2013. "A Note on Lenk’s Correction of the Harmonic Mean Estimator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(4), pages 271-275, December.
- Krzysztof Osiewalski & Jacek Osiewalski, 2012. "Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 169-197, September.
- Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(1), pages 39-47, March.
- Jacek Osiewalski & Anna Pajor, 2010. "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(4), pages 253-277, September.
- Jacek Osiewalski & Anna Pajor, 2009. "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(2), pages 179-202, November.
- Jacek Osiewalski & Anna Pajor & Mateusz Pipien, 2006. "Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 25-36.
- Osiewalski, Jacek & Pipien, Mateusz, 2004. "Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland," Journal of Econometrics, Elsevier, vol. 123(2), pages 371-391, December.
- Jacek Osiewalski & Mateusz Pipien, 2004. "Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 25-36.
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001.
"Robust Bayesian Inference on Scale Parameters,"
Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM 7ac8a9cf-881f-4009-8308-7, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996. "Robust Bayesian inference on scale parameters," Edinburgh School of Economics Discussion Paper Series 25, Edinburgh School of Economics, University of Edinburgh.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000.
"A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies,"
Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM 70bc4936-7304-4e87-910c-b, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Discussion Paper 1997-85, Tilburg University, Center for Economic Research.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. "Modeling the Sources of Output Growth in a Panel of Countries," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 284-299, July.
- Gary Koop & Jacek Osiewalski & Mark F. J. Steel, 1999. "The Components of Output Growth: A Stochastic Frontier Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 455-487, November.
- Jacek Osiewalski, 1999. "Bayesian analysis of nonlinear regression with equicorrelated elliptical errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 339-344, December.
- Jacek Osiewalski & Mark Steel, 1998.
"Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models,"
Journal of Productivity Analysis, Springer, vol. 10(1), pages 103-117, July.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Other publications TiSEM ea25885a-8c13-4689-86b1-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Discussion Paper 1996-03, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Welfe, Aleksander, 1998. "The price-wage mechanism: An endogenous switching model," European Economic Review, Elsevier, vol. 42(2), pages 365-374, February.
- Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997.
"Bayesian analysis of long memory and persistence using ARFIMA models,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997.
"Bayesian efficiency analysis through individual effects: Hospital cost frontiers,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, Jacek & Welfe, Aleksander, 1997.
"The Price-Wage Mechanism in Poland: An Endogenous Switching Model,"
Economic Change and Restructuring, Springer, vol. 30(2-3), pages 205-220.
- Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2), pages 205-220, May.
- Jacek Osiewalski & Aleksander Welfe, "undated". "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Ace Project Memoranda 96/2, Department of Economics, University of Leicester.
- Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 1997. "On the use of panel data in stochastic frontier models with improper priors," Journal of Econometrics, Elsevier, vol. 79(1), pages 169-193, July.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1996. "Correction [Posterior Properties of Long-Run Impulse Responses]," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 257-257, April.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995.
"Bayesian long-run prediction in time series models,"
Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian long-run prediction in time series models," UC3M Working papers. Economics 2822, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994.
"Stochastic frontier models : A Bayesian perspective,"
Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992. "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics 2823, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994.
"Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-346, July.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Discussion Paper 1994-13, Tilburg University, Center for Economic Research.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form : The aim cost function," Other publications TiSEM 0dcc8566-0055-4dc1-9c6b-7, Tilburg University, School of Economics and Management.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Posterior Properties of Long-Run Impulse Responses," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 489-492, October.
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Robust bayesian inference in elliptical regression models,"
Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Other publications TiSEM 5abdddde-0103-43f0-b47d-2, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
- OSIEWALSKI, Jacek, 1993. "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE 1047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Bayesian marginal equivalence of elliptical regression models,"
Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Other publications TiSEM 9ecaf734-de5e-42e4-9017-8, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian marginal equivalence of elliptical regression models," UC3M Working papers. Economics 10950, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annals of Economics and Statistics, GENES, issue 32, pages 65-79.
- Osiewalski, Jacek & Steel, Mark F. J., 1992.
"A Bayesian note on competing correlation structures in the dynamic linear regression model,"
Economics Letters, Elsevier, vol. 40(4), pages 383-388, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model," Papers 9122, Tilburg - Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Other publications TiSEM 270d5ce1-a0c2-4700-a67c-f, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Discussion Paper 1991-22, Tilburg University, Center for Economic Research.
- Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J., 1991.
"Posterior inference on the degrees of freedom parameter in multivariate-t regression models,"
Economics Letters, Elsevier, vol. 37(4), pages 391-397, December.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper 1990-43, Tilburg University, Center for Economic Research.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM 9d607045-c51b-40b4-9aa3-d, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1992. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Other publications TiSEM b3503d30-82f3-4ab4-906f-3, Tilburg University, School of Economics and Management.
- Chib, S. & Osiewalski, J. & Steel, M., 1990. "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers 9043, Tilburg - Center for Economic Research.
- Osiewalski, Jacek, 1991.
"A note on Bayesian inference in a regression model with elliptical errors,"
Journal of Econometrics, Elsevier, vol. 48(1-2), pages 183-193.
- OSIEWALSKI, Jacek, 1991. "A note on Bayesian inference in a regression model with elliptical errors," LIDAM Reprints CORE 926, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, J., 1989. "A Note On Bayesian Inference In A Regression Model With Elliptical Errors," LIDAM Discussion Papers CORE 1989040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Chapters
- Jacek Osiewalski & Mateusz Pipieri, 2004. "Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 173-196, Emerald Group Publishing Limited.
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