Mateusz Pipień

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Contact

Affiliations

• Uniwersytet Ekonomiczny w Krakowie
  • EDIRC entry
  • location:

Research profile

author of:

• Unknown item RePEc:ann:findec:book:y:2004:n:177:ch:14:foe (chapter)
• Unknown item RePEc:ann:findec:book:y:2005:n:192:ch:13:foe (chapter)
• Unknown item RePEc:ann:findec:book:y:2005:n:192:ch:15:foe (chapter)
• Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:01:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:04:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2007:n:03:ch:08:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2009:n:07:ch:03:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2010:n:08:ch:07:mon (chapter)
• The Heterogeneity of Convergence in Transition Countries (RePEc:ann:wpaper:7/2017)
  by Mateusz Pipieñ & Sylwia Roszkowska
• Time-varying asymmetry and tail thickness in long series of daily financial returns (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:21:n:5)
  by Mazur Błażej & Pipień Mateusz
• Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models (RePEc:cpn:umkdem:v:17:y:2017:p:97-114)
  by Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien
• Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable (RePEc:cpn:umkdem:v:6:y:2004:p:25-36)
  by Jacek Osiewalski & Mateusz Pipien
• The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate (RePEc:cpn:umkdem:v:7:y:2006:p:179-188)
  by Mateusz Pipien
• Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) (RePEc:cpn:umkdem:v:7:y:2006:p:25-36)
  by Jacek Osiewalski & Anna Pajor & Mateusz Pipien
• On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns (RePEc:cpn:umkdem:v:8:y:2008:p:61-66)
  by Mateusz Pipien
• Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (RePEc:eee:econom:v:123:y:2004:i:2:p:371-391)
  by Osiewalski, Jacek & Pipien, Mateusz
• What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? (RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-015-0238-6)
  by Małgorzata Olszak & Mateusz Pipień & Iwona Kowalska & Sylwia Roszkowska
• Returns to skills and work experience in Europe. Same or different? (RePEc:nbp:nbpbik:v:49:y:2018:i:5:p:433-460)
  by Mateusz Pipień & Sylwia Roszkowska
• Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector (RePEc:nbp:nbpbik:v:55:y:2024:i:1:p:1-20)
  by Mateusz Pipień & Dobiesław Tymoczko
• Almost periodically correlated time series in business fluctuations analysis (RePEc:nbp:nbpmis:107)
  by Łukasz Lenart & Mateusz Pipień
• On the empirical importance of periodicity in the volatility of financial time series (RePEc:nbp:nbpmis:124)
  by Blazej Mazur & Mateusz Pipien
• Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns (RePEc:nbp:nbpmis:151)
  by Mateusz Pipień
• Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters (RePEc:nbp:nbpmis:219)
  by Mateusz Pipień & Sylwia Roszkowska
• Returns to skills in Europe – same or different? The empirical importance of the systems of regressions approach (RePEc:nbp:nbpmis:226)
  by Mateusz Pipien & Sylwia Roszkowska
• Optimal level of capital in the Polish banking sector (RePEc:nbp:nbpmis:312)
  by Piotr Bańbuła & Arkadiusz Kotuła & Agnieszka Paluch & Mateusz Pipień & Piotr Wdowiński
• Monetary policy transmission mechanism in Poland What do we know in 2023? (RePEc:nbp:nbpmis:365)
  by Michał Greszta & Marcin Humanicki & Mariusz Kapuściński & Tomasz Kleszcz & Andrzej Kocięcki & Jacek Kotłowski & Michał Ledóchowski & Michał Łesyk & Tomasz Łyziak & Mateusz Pipień & Piotr Popowski & Ew
• The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization (RePEc:pes:ierequ:v:11:y:2016:i:1:p:43-59)
  by Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska
• Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis (RePEc:pes:ierequ:v:11:y:2016:i:4:p:769-783)
  by Lukasz Lenart & Blazej Mazur & Mateusz Pipien
• Statistical analysis of business cycle fluctuations in Poland before and after the crisis (RePEc:pes:wpaper:2015:no71)
  by Lukasz Lenart & Blazej Mazur & Mateusz Pipien
• The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization (RePEc:pes:wpaper:2015:no83)
  by Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska
• Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification (RePEc:pra:mprapa:53784)
  by Olszak, Małgorzata & Pipień, Mateusz
• What drives heterogeneity of loan loss provisions’ procyclicality in the EU? (RePEc:pra:mprapa:56834)
  by Olszak, Małgorzata & Pipień, Mateusz & Kowalska, Iwona & Roszkowska, Sylwia
• The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks (RePEc:psc:journl:v:10:y:2018:i:2:p:133-167)
  by Małgorzata Olszak & Mateusz Pipień & Sylwia Roszkowska & Iwona Kowalska
• On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries (RePEc:psc:journl:v:14:y:2022:i:3:p:303-333)
  by Piotr Adamczyk & Mateusz Pipień
• On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process (RePEc:psc:journl:v:4:y:2012:i:2:p:95-116)
  by Błażej Mazur & Mateusz Pipień
• Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes (RePEc:psc:journl:v:5:y:2013:i:2:p:85-102)
  by Łukasz Lenart & Mateusz Pipień
• Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA (RePEc:psc:journl:v:7:y:2015:i:3:p:169-186)
  by Łukasz Lenart & Mateusz Pipień
• Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries (RePEc:psc:journl:v:9:y:2017:i:3:p:201-241)
  by Łukasz Lenart & Mateusz Pipień
• Szacunki kwartalnego PKB w polskich województwach (RePEc:sgh:gosnar:y:2015:i:5:p:145-169)
  by Mateusz Pipień & Sylwia Roszkowska
• Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification (RePEc:sgm:fmuwwp:22013)
  by Malgorzata A. Olszak & Mateusz Pipien
• What drives heterogeneity of procyclicality of loan loss provisions in the EU? (RePEc:sgm:fmuwwp:32014)
  by Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska
• Do regulations and supervision shape the capital crunch effect of large banks in the EU? (RePEc:sgm:fmuwwp:32015)
  by Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska
• The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision (RePEc:sgm:fmuwwp:52014)
  by Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska
• The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks (RePEc:sgm:fmuwwp:62015)
  by Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska
• The impact of capital on lending in publicly-traded and privately- held banks in the EU (RePEc:sgm:fmuwwp:72015)
  by Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska
• Cross-country linkages as determinants of procyclicality of loan loss provisions (RePEc:taf:eurjfi:v:22:y:2016:i:11:p:965-984)
  by Małgorzata Olszak & Mateusz Pipień
• The heterogeneity of convergence in transition countries (RePEc:taf:pocoec:v:31:y:2019:i:1:p:75-105)
  by Mateusz Pipień & Sylwia Roszkowska