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Justyna Wróblewska

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

20 papers in scope · 19 published · 2 on the econ.EM arXiv · 66 citations · h-index 5 (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. Philip Nadler
  4. Rossella Arcucci
  5. William J. Knottenbelt
  6. Pratha Khandelwal
  7. Yike Guo
  8. Niko Hauzenberger
  9. Florian Huber
  10. Łukasz Kwiatkowski
  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

(2 of 20)

A Bayesian nonlinear model with multiple frequencies for business cycle analysis
published2026 · Statistical Papers · 1 citations · first circulated 2024
with Łukasz Lenart, Łukasz Kwiatkowski
Statistical Papers
Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity
published2026 · Statistical Papers
with Łukasz Kwiatkowski
Statistical Papers
A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution
published2025 · Central European Journal of Economic Modelling and Econometrics · 1 citations · first circulated 2020
Central European Journal of Economic Modelling and Econometrics
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, Łukasz Kwiatkowski
The Annals of Applied Statistics
Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
working paper2024 · arXiv
with Łukasz Kwiatkowski
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, Łukasz Kwiatkowski, Jacek Osiewalski
International Statistical Review
Bayesian analysis of seasonally cointegrated VAR models
published2023 · Econometrics and Statistics · 2 citations · first circulated 2020
Paper profile Econometrics and Statistics arXiv:2012.14820
Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction
published2023 · Bayesian Analysis · 1 citations
with Anna Pajor, Jacek Osiewalski, Łukasz Kwiatkowski
Bayesian Analysis
Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships
published2022 · Eurasian economic review : · 4 citations
with Anna Pajor
Eurasian economic review :
Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries
published2020 · International Economics · 8 citations · first circulated 2019
with Marek A. Dąbrowski, Marek Dąbrowski
International Economics
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, Łukasz Kwiatkowski
no link
Bayesian comparison of production function-based and time-series GDP models
published2018 · Empirical Economics · 7 citations
with Jacek Osiewalski, Kamil Makieła
Empirical Economics
Central European Journal of Economic Modelling and Econometrics
published2018 · Central European Journal of Economic Modelling and Econometrics · 5 citations
Central European Journal of Economic Modelling and Econometrics
The Analysis of Real Business Cycle Model with the Use of Bayesian VEC Type Models
published2017 · Przegląd Statystyczny Statistical Review
Przegląd Statystyczny Statistical Review
VEC-MSF models in Bayesian analysis of short-and long-run relationships
published2017 · Studies in Nonlinear Dynamics and Econometrics · 8 citations
with Anna Pajor
Studies in Nonlinear Dynamics and Econometrics
Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation
published2016 · Economic Modelling · 11 citations · first circulated 2015
with Marek A. Dąbrowski, Marek Dąbrowski
Economic Modelling
Common Trends and Common Cycles - Bayesian Approach
published2015 · Central European Journal of Economic Modelling and Econometrics · 2 citations
no link
Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
published2012 · Central European Journal of Economic Modelling and Econometrics · 4 citations
no link
Prognozowanie w ramach bayesowskich modeli VEC
published2009 · Acta Universitatis Nicolai Copernici. Zarządzanie/Acta Universitatis Nicolai Copernici. Ekonomia/Acta Universitatis Nicolai Copernici. Nauki Humanistyczno-Społeczne. Zarządzanie/Acta Universitatis Nicolai Copernici. Nauki Humanistyczno-Społeczne. Ekonomia
Acta Universitatis Nicolai Copernici. Zarządzanie/Acta Universitatis Nicolai Copernici. Ekonomia/Acta Universitatis Nicolai Copernici. Nauki Humanistyczno-Społeczne. Zarządzanie/Acta Universitatis Nicolai Copernici. Nauki Humanistyczno-Społeczne. Ekonomia
Bayesian Model Selection in the Analysis of Cointegration
published2009 · Central European Journal of Economic Modelling and Econometrics · 7 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.