Michal Ksawery Popiel
Personal Details
First Name: | Michal |
Middle Name: | Ksawery |
Last Name: | Popiel |
Suffix: | |
RePEc Short-ID: | ppo582 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/mpopiel/ | |
Terminal Degree: | 2017 Economics Department; Queen's University (from RePEc Genealogy) |
Affiliation
Economics Department
Queen's University
Kingston, Canadahttp://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Morten Ø. Nielsen & Michal Ksawery Popiel, 2018. "A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model," Working Paper 1330, Economics Department, Queen's University.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017.
"Unconventional Monetary Policy in a Small Open Economy,"
IMF Working Papers
2017/268, International Monetary Fund.
- Margaux MacDonald & Michał Ksawery Popiel, 2020. "Unconventional Monetary Policy in a Small Open Economy," Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
- Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
- Michal Ksawery Popiel, 2016.
"Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach,"
Working Paper
1352, Economics Department, Queen's University.
- Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
CREATES Research Papers
2014-23, Department of Economics and Business Economics, Aarhus University.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1078-1130, November.
- Maggie Jones & Morten Ø. Nielsen & Michal Ksawery Popiel, 2014. "A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support," Working Paper 1326, Economics Department, Queen's University.
- Michal Ksawery Popiel, 2014.
"Addiction And Network Influence,"
Working Paper
1332, Economics Department, Queen's University.
repec:ags:quedwp:274652 is not listed on IDEAS
repec:ags:quedwp:274693 is not listed on IDEAS
repec:ags:quedwp:274658 is not listed on IDEAS
repec:ags:quedwp:274656 is not listed on IDEAS
repec:ags:quedwp:274678 is not listed on IDEAS
Articles
- Popiel Michal Ksawery, 2020. "Fiscal policy uncertainty and US output," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
- Margaux MacDonald & Michał Ksawery Popiel, 2020.
"Unconventional Monetary Policy in a Small Open Economy,"
Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
- Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017. "Unconventional Monetary Policy in a Small Open Economy," IMF Working Papers 2017/268, International Monetary Fund.
- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
- Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
- Maggie Jones & Morten Ø. Nielsen & Michal Ksawery Popiel, 2014. "A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support," Working Paper 1326, Economics Department, Queen's University.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Morten Ø. Nielsen & Michal Ksawery Popiel, 2018.
"A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model,"
Working Paper
1330, Economics Department, Queen's University.
Cited by:
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
CREATES Research Papers
2014-23, Department of Economics and Business Economics, Aarhus University.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1078-1130, November.
- Maggie Jones & Morten Ø. Nielsen & Michal Ksawery Popiel, 2014. "A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support," Working Paper 1326, Economics Department, Queen's University.
- Samet Gunay, 2018. "Fractionally Cointegrated Vector Autoregression Model: Evaluation of High/Low and Close/Open Spreads for Precious Metals," SAGE Open, , vol. 8(4), pages 21582440188, November.
- Yan, Meng & Chen, Jian & Song, Victor & Xu, Ke, 2022. "Trade friction and price discovery in the USD–CAD spot and forward markets," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Søren Johansen & Morten Ørregaard Nielsen, 2017.
"Testing the CVAR in the fractional CVAR model,"
CREATES Research Papers
2017-37, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Morten Ørregaard Nielsen, 2018. "Testing the CVAR in the Fractional CVAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 836-849, November.
- Soeren Johansen & Morten Oeregaard Nielsen, 2017. "Testing the CVAR in the fractional CVAR model," Discussion Papers 17-23, University of Copenhagen. Department of Economics.
- Morten Ø. Nielsen & S Johansen, 2017. "Testing The Cvar In The Fractional Cvar Model," Working Paper 1394, Economics Department, Queen's University.
- Quineche Ricardo, 2021. "Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach," Journal of Time Series Econometrics, De Gruyter, vol. 13(1), pages 21-42, January.
- Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016. "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 243-255.
- Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018.
"Economic significance of commodity return forecasts from the fractionally cointegrated VAR model,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 219-242, February.
- Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," CREATES Research Papers 2018-35, Department of Economics and Business Economics, Aarhus University.
- Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen & Paresh Kumar Narayan, 2017. "Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model," Working Paper 1337, Economics Department, Queen's University.
- Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022. "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Alexander Boca Saravia & Gabriel Rodríguez, 2022.
"Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR,"
Economic Change and Restructuring, Springer, vol. 55(3), pages 1973-2010, August.
- Alexander Boca Saravia & Gabriel Rodríguez, 2019. "Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR," Documentos de Trabajo / Working Papers 2019-480, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018.
"Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence,"
CESifo Working Paper Series
7073, CESifo.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2020. "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 174-185, June.
- Javier Hualde & Morten {O}rregaard Nielsen, 2022.
"Fractional integration and cointegration,"
Papers
2211.10235, arXiv.org.
- Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
- Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2014.
"A fractionally cointegrated VAR analysis of price discovery in commodity futures markets,"
CREATES Research Papers
2014-24, Department of Economics and Business Economics, Aarhus University.
- Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2014. "A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets," Working Paper 1328, Economics Department, Queen's University.
- Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015. "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 339-356, April.
- Poza, Carlos & Monge, Manuel, 2020. "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, vol. 163(C), pages 163-175.
- Leandro Maciel, 2020. "Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model," Empirical Economics, Springer, vol. 58(4), pages 1513-1540, April.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018.
"How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?,"
MPRA Paper
91253, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019. "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence," Resources Policy, Elsevier, vol. 74(C).
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2015.
"Forecasting daily political opinion polls using the fractionally cointegrated VAR model,"
Working Paper
1340, Economics Department, Queen's University.
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
- Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
- Morten Ø. Nielsen & S Johansen, 2018.
"Nonstationary Cointegration In The Fractionally Cointegrated Var Model,"
Working Paper
1405, Economics Department, Queen's University.
- Søren Johansen & Morten Ørregaard Nielsen, 2019. "Nonstationary Cointegration in the Fractionally Cointegrated VAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 519-543, July.
- Søren Johansen & Morten Ørregaard Nielsen, 2018. "Nonstationary cointegration in the fractionally cointegrated VAR model," CREATES Research Papers 2018-17, Department of Economics and Business Economics, Aarhus University.
- Soeren Johansen & Morten Oerregaard Nielsen, 2018. "Nonstationary cointegration in the fractionally cointegrated VAR model," Discussion Papers 18-04, University of Copenhagen. Department of Economics.
- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
- Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
- Vadim Kufenko & Niels Geiger, 2016.
"Business cycles in the economy and in economics: an econometric analysis,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 107(1), pages 43-69, April.
- Geiger, Niels & Kufenko, Vadim, 2015. "Business cycles in the economy and in economics: An econometric analysis," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 46/2015, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020.
"Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR,"
MPRA Paper
102190, University Library of Munich, Germany, revised 02 Aug 2020.
- OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022. "Modelling cryptocurrency high–low prices using fractional cointegrating VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 489-505, January.
- Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
- Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022. "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, vol. 169(C), pages 1-12.
- Nikolaos Stoupos & Apostolos Kiohos, 2022. "Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 60(4), pages 1019-1046, July.
- Bent Jesper Christensen & Nabanita Datta Gupta & Paolo Santucci de Magistris, 2021. "Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 118-149, January.
- Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chen, Yu-Lun & Xu, Ke, 2021. "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018. "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper 90518, University Library of Munich, Germany.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers 19/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2021.
"The zonal and seasonal CO2 marginal emissions factors for the Italian power market,"
Working Papers
01/2021, University of Verona, Department of Economics.
- Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022. "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(2), pages 381-411, October.
- Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U., 2020. "A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques," Economic Modelling, Elsevier, vol. 87(C), pages 225-237.
- Monge, Manuel & Lazcano, Ana & Parada, José Luis, 2023. "Growth vs value investing: Persistence and time trend before and after COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022. "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 384-401.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
CREATES Research Papers
2014-23, Department of Economics and Business Economics, Aarhus University.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017.
"Unconventional Monetary Policy in a Small Open Economy,"
IMF Working Papers
2017/268, International Monetary Fund.
- Margaux MacDonald & Michał Ksawery Popiel, 2020. "Unconventional Monetary Policy in a Small Open Economy," Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
- Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
Cited by:
- Khamdan Rifa'i, 2023. "The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 616-624, September.
- Jorge Fornero & Markus Kirchner & Carlos Molina, 2021.
"Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors,"
Working Papers Central Bank of Chile
915, Central Bank of Chile.
- Fornero, Jorge & Kirchner, Markus & Molina, Carlos, 2024. "Estimating shadow policy rates in a small open economy and the role of foreign factors," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Pang, Ke & Shiamptanis, Christos, 2024. "Is the Bank of Canada concerned about inflation or the state of the economy?," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Nsafoah, Dennis & Dery, Cosmas, 2024. "Effect of conventional and unconventional monetary policy shocks on housing prices in Canada," Journal of Housing Economics, Elsevier, vol. 64(C).
- Di Casola, Paola & Stockhammar, Pär, 2021. "When domestic and foreign QE overlap: evidence from Sweden," Working Paper Series 404, Sveriges Riksbank (Central Bank of Sweden).
- Michael B. Devereux & Gregor W. Smith, 2018.
"Commodity Currencies and Monetary Policy,"
NBER Working Papers
25076, National Bureau of Economic Research, Inc.
- Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies And Monetary Policy," Working Paper 1408, Economics Department, Queen's University.
- Federico Ravenna & Marcus Mølbak Ingholt, 2021.
"The impact of inflation targeting: Testing the good luck hypothesis,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 443-470, February.
- Federico Ravenna, 2010. "The Impact of Inflation Targeting: Testing the Good Luck Hypothesis," Cahiers de recherche 1029, CIRPEE.
- Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
- Alba Carlos & Cuadra Gabriel & Ibarra Raúl, 2023. "Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions," Working Papers 2023-03, Banco de México.
- Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
- Daniel Gründler & Eric Mayer & Johann Scharler, 2021.
"Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics,"
Working Papers
2021-16, Faculty of Economics and Statistics, Universität Innsbruck.
- Daniel Gründler & Eric Mayer & Johann Scharler, 2023. "Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics," Open Economies Review, Springer, vol. 34(2), pages 341-369, April.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022.
"The European Monetary Policy Responses During the Pandemic Crisis,"
Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
- Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2022. "The European monetary policy responses during the pandemic crisis," wp.comunite 00151, Department of Communication, University of Teramo.
- Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
- Lucas Hafemann & Paul Rudel & Joerg Schmidt, 2017. "Moving Closer or Drifting Apart: Distributional Effects of Monetary Policy," MAGKS Papers on Economics 201721, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's policy measures during the COVID-19 crisis," Working Papers in Public Economics 207, Department of Economics and Law, Sapienza University of Roma.
- Michal Ksawery Popiel, 2016.
"Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach,"
Working Paper
1352, Economics Department, Queen's University.
- Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
Cited by:
- Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
CREATES Research Papers
2014-23, Department of Economics and Business Economics, Aarhus University.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1078-1130, November.
- Maggie Jones & Morten Ø. Nielsen & Michal Ksawery Popiel, 2014. "A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support," Working Paper 1326, Economics Department, Queen's University.
Cited by:
- Samet Gunay, 2018. "Fractionally Cointegrated Vector Autoregression Model: Evaluation of High/Low and Close/Open Spreads for Precious Metals," SAGE Open, , vol. 8(4), pages 21582440188, November.
- Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016. "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 243-255.
- Alexander Boca Saravia & Gabriel Rodríguez, 2022.
"Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR,"
Economic Change and Restructuring, Springer, vol. 55(3), pages 1973-2010, August.
- Alexander Boca Saravia & Gabriel Rodríguez, 2019. "Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR," Documentos de Trabajo / Working Papers 2019-480, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021. "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Javier Hualde & Morten {O}rregaard Nielsen, 2022.
"Fractional integration and cointegration,"
Papers
2211.10235, arXiv.org.
- Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
- Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Monge, Manuel & Cristóbal, Enrique, 2021. "Terrorism and the behavior of oil production and prices in OPEC," Resources Policy, Elsevier, vol. 74(C).
- Monge, Manuel & Gil-Alana, Luis A., 2021. "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, vol. 72(C).
- José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018. "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 685-706, November.
- Poza, Carlos & Monge, Manuel, 2020. "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, vol. 163(C), pages 163-175.
- Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020.
"Electoral Externalities in Federations – Evidence from German Opinion Polls,"
Kyklos, Wiley Blackwell, vol. 73(2), pages 227-252, May.
- Frei, Xenia & Langer, Sebastian & Lehmann, Robert & Rösel, Felix, 2017. "Electoral Externalities in Federations - Evidence from German Opinion Polls," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168124, Verein für Socialpolitik / German Economic Association.
- Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Rösel, 2017. "Electoral Externalities in Federations - Evidence from German Opinion Polls," CESifo Working Paper Series 6375, CESifo.
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2015.
"Forecasting daily political opinion polls using the fractionally cointegrated VAR model,"
Working Paper
1340, Economics Department, Queen's University.
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
- Carlos D. Ramirez, 2024. "The effect of economic policy uncertainty under fractional integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 89-110, January.
- Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
- Vadim Kufenko & Niels Geiger, 2016.
"Business cycles in the economy and in economics: an econometric analysis,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 107(1), pages 43-69, April.
- Geiger, Niels & Kufenko, Vadim, 2015. "Business cycles in the economy and in economics: An econometric analysis," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 46/2015, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez, 2024. "Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(3), pages 231-254, August.
- Monge, Manuel & Gil-Alana, Luis Alberiko, 2021. "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, vol. 232(C).
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 259-275.
- Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022. "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, vol. 169(C), pages 1-12.
- Nikolaos Stoupos & Apostolos Kiohos, 2022. "Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 60(4), pages 1019-1046, July.
- Morten Ø. Nielsen & Michal Ksawery Popiel, 2018. "A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model," Working Paper 1330, Economics Department, Queen's University.
- Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024. "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, vol. 177(C).
- Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020. "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, vol. 85(C).
- Mishra, Tapas & Park, Donghyun & Parhi, Mamata & Uddin, Gazi Salah & Tian, Shu, 2023. "A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework," Energy Economics, Elsevier, vol. 121(C).
- Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021. "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 230-251.
- Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020. "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, vol. 69(C).
- Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2021.
"The zonal and seasonal CO2 marginal emissions factors for the Italian power market,"
Working Papers
01/2021, University of Verona, Department of Economics.
- Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022. "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(2), pages 381-411, October.
- Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U., 2020. "A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques," Economic Modelling, Elsevier, vol. 87(C), pages 225-237.
- Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023. "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, vol. 269(C).
- Monge, Manuel & Lazcano, Ana & Parada, José Luis, 2023. "Growth vs value investing: Persistence and time trend before and after COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series 8674, CESifo.
- Gil-Alana, Luis A. & Carcel, Hector, 2020. "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2020. "The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 124-137.
- Ebuh U. Godday & Nuruddeen Usman & Afees A. Salisu, 2022. "Testing for unemployment persistence in Nigeria," Economic Change and Restructuring, Springer, vol. 55(4), pages 2605-2630, November.
- Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022. "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 384-401.
Articles
- Popiel Michal Ksawery, 2020.
"Fiscal policy uncertainty and US output,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
Cited by:
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017.
"Uncertainty Shocks as Second-Moment News Shocks,"
2017 Meeting Papers
403, Society for Economic Dynamics.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020. "Uncertainty Shocks as Second-Moment News Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 40-76.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017. "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers 23796, National Bureau of Economic Research, Inc.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017.
"Uncertainty Shocks as Second-Moment News Shocks,"
2017 Meeting Papers
403, Society for Economic Dynamics.
- Margaux MacDonald & Michał Ksawery Popiel, 2020.
"Unconventional Monetary Policy in a Small Open Economy,"
Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
See citations under working paper version above.
- Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017. "Unconventional Monetary Policy in a Small Open Economy," IMF Working Papers 2017/268, International Monetary Fund.
- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
See citations under working paper version above.
- Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014.
"A fractionally cointegrated VAR analysis of economic voting and political support,"
Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(4), pages 1078-1130, November.
See citations under working paper version above.- Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
- Maggie Jones & Morten Ø. Nielsen & Michal Ksawery Popiel, 2014. "A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support," Working Paper 1326, Economics Department, Queen's University.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CDM: Collective Decision-Making (3) 2014-06-28 2014-09-05 2014-12-08
- NEP-MON: Monetary Economics (3) 2015-12-08 2016-09-18 2018-09-10
- NEP-CBA: Central Banking (2) 2016-09-18 2018-09-10
- NEP-MAC: Macroeconomics (2) 2015-12-08 2016-09-18
- NEP-POL: Positive Political Economics (2) 2014-06-28 2014-09-05
- NEP-ETS: Econometric Time Series (1) 2014-12-13
- NEP-GTH: Game Theory (1) 2014-12-08
- NEP-HEA: Health Economics (1) 2014-12-08
- NEP-NET: Network Economics (1) 2014-12-08
- NEP-ORE: Operations Research (1) 2014-12-13
- NEP-SOC: Social Norms and Social Capital (1) 2014-12-08
- NEP-SOG: Sociology of Economics (1) 2016-09-18
- NEP-UPT: Utility Models and Prospect Theory (1) 2014-12-08
- NEP-URE: Urban and Real Estate Economics (1) 2014-12-08
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