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Łukasz Kwiatkowski

Krakow University of Economics (per OpenAlex) · ORCID · OpenAlex

13 papers in scope · 12 published · 1 on the econ.EM arXiv · 29 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Thomas O. Zörner
  2. Michael Pfarrhofer
  3. Rossella Arcucci
  4. Philip Nadler
  5. William J. Knottenbelt
  6. Pratha Khandelwal
  7. Yike Guo
  8. Niko Hauzenberger
  9. Florian Huber
  10. Justyna Wróblewska
  11. Gary Koop
  12. Gregor Kastner
  13. Sylvia Frühwirth-Schnatter
  14. Luca Onorante
  15. Philippe Goulet Coulombe
  16. Haroon Mumtaz
  17. Karin Klieber
  18. Sofia Rafaela Maito Velasco
  19. Luca Rossini
  20. Massimiliano Marcellino

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 13)

A Bayesian nonlinear model with multiple frequencies for business cycle analysis
published2026 · Statistical Papers · 1 citations · first circulated 2024
with Łukasz Lenart, Justyna Wróblewska
Statistical Papers
Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity
published2026 · Statistical Papers
with Justyna Wróblewska
Statistical Papers
Has the Covid-19 outbreak capsized the predictive performance of Bayesian VAR models with cointegration and time-varying volatility?
published2025 · The Annals of Applied Statistics · 1 citations
with Anna Pajor, Justyna Wróblewska
The Annals of Applied Statistics
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
published2024 · Proceedings of the International Conference on Information Systems Development · 4 citations · first circulated 2023
with Jakub Michańków, Janusz Morajda
Proceedings of the International Conference on Information Systems Development
Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
working paper2024 · arXiv
with Justyna Wróblewska
Paper profile arXiv arXiv:2406.03053
Hybrid SV‐GARCH, t ‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?
published2023 · International Statistical Review · 2 citations
with Anna Pajor, Justyna Wróblewska, Jacek Osiewalski
International Statistical Review
Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction
published2023 · Bayesian Analysis · 1 citations
with Anna Pajor, Jacek Osiewalski, Justyna Wróblewska
Bayesian Analysis
A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model
published2021 · Entropy · 9 citations
with Łukasz Lenart, Anna Pajor
Entropy
Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models
published2020 · Central European Journal of Economic Modelling and Econometrics · 2 citations
with Marek Dąbrowski, Justyna Wróblewska
no link
Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
published2011 · Central European Journal of Economic Modelling and Econometrics · 1 citations
no link
Markov Switching In-Mean Effect : Bayesian Analysis in Stochastic Volatility Framework
published2010 · Central European Journal of Economic Modelling and Econometrics · 6 citations
no link
Markov Switching SV Processes in Modelling Volatility of Financial Time Series
published2009 · Przegląd Statystyczny Statistical Review · 1 citations
Przegląd Statystyczny Statistical Review
Markov Switching in Stochastic Variance : Bayesian Comparision of Two Simple Models
published2009 · Folia Oeconomica Cracoviensia · 1 citations
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.