1,354,175 research outputs found
Modelling economies in transition: an introduction
No full textThis paper considers the implications of structural breaks, such as have occurred in many transition economies, for econometric modelling based on the multivariate cointegration paradigm. It outlines recent developments on the identification of linear cointegrated systems, discusses some practical problems, and presents an extension to non-linear systems. This is followed by a discussion of the impact of structural breaks on the identification and estimation of such systems. Finally, it relates these issues to the other papers in this volume
Exogeneity and causality in non-stationary economic processes
No full textThe full-text of this book chapter is not available in ORA at this time. Citation: Hendry, D. F. (2004). Exogeneity and causality in non-stationary economic processes. In: Welfe, A. (ed.), New directions in macromodelling, Oxford: Elsevier, pp. 21-48
Symulacyjny model centralny W8D-2010 gospodarki polskiej
No full textThe article presents the structure and main economic mechanisms mapped by the W8D-2010 model of the Polish economy. The model itself is a continuation of W8D series of models that have been constructed at the Chair of Econometric Models and Forecasts at the University of Lodz, under the scientific supervision of prof. dr hab. Władysława Welfe. Model W8D-2010 is marked by many new solutions – both theoretical and empirical – that are absent in previous versions, which is explicitly proved by the model\u27s size: considerably bigger than that of its predecessors. Besides, the model\u27s structure enables its extension in order to e.g. incorporate selected aspects of sustainable development, which is going to constitute further research objectives.W artykule przedstawiono strukturę oraz opisano główne mechanizmy ekonomiczne odwzorowywane przez model W8D-2010 gospodarki narodowej polski, stanowiący najnowszą wersję modeli serii W8D, konstruowanych w Katedrze Modeli i Prognoz Ekonometrycznych Uniwersytetu Łódzkiego pod naukowym kierunkiem prof. dr hab. Władysława Welfe. Model W8D-2010 posiada wiele nowych rozwiązań – zarówno teoretycznych, jak i empirycznych – nieobecnych we wcześniejszych wersjach, o czym explicite świadczą jego rozmiary: wyraźnie większe od wersji poprzedzających. Ponadto struktura modelu umożliwia jego dalszą rozbudowę, np. w celu uwzględnienia mechanizmów rozwoju zrównoważonego, co stanowić będzie oddzielne zadanie badawcze
Central simulation model W8D-2010 of the Polish economy
No full textThe article presents the structure and main economic mechanisms mapped by the W8D-2010
model of the Polish economy. The model itself is a continuation of W8D series of models that
have been constructed at the Chair of Econometric Models and Forecasts at the University of
Lodz, under the scientific supervision of prof. dr hab. Władysława Welfe. Model W8D-2010 is
marked by many new solutions – both theoretical and empirical – that are absent in previous versions,
which is explicitly proved by the model’s size: considerably bigger than that of its predecessors.
Besides, the model’s structure enables its extension in order to e.g. incorporate selected aspects
of sustainable development, which is going to constitute further research objectives.W artykule przedstawiono strukturę oraz opisano główne mechanizmy ekonomiczne
odwzorowywane przez model W8D-2010 gospodarki narodowej polski, stanowiący najnowszą
wersję modeli serii W8D, konstruowanych w Katedrze Modeli i Prognoz Ekonometrycznych
Uniwersytetu Łódzkiego pod naukowym kierunkiem prof. dr hab. Władysława Welfe. Model
W8D-2010 posiada wiele nowych rozwiązań – zarówno teoretycznych, jak i empirycznych –
nieobecnych we wcześniejszych wersjach, o czym explicite świadczą jego rozmiary: wyraźnie
większe od wersji poprzedzających. Ponadto struktura modelu umożliwia jego dalszą rozbudowę,
np. w celu uwzględnienia mechanizmów rozwoju zrównoważonego, co stanowić będzie oddzielne
zadanie badawcze
Modelling economies in transition: An introduction
No full textThis paper considers the implications of structural breaks, such as have occurred in many transition economies, for econometric modelling based on the multivariate cointegration paradigm. It outlines recent developments on the identification of linear cointegrated systems, discusses some practical problems, and presents an extension to non-linear systems. This is followed by a discussion of the impact of structural breaks on the identification and estimation of such systems. Finally, it relates these issues to the other papers in this volume
Going Beyond Counting First Authors in Author Co-citation Analysis
No full textThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Shock Absorbing Prices, a Look at Cattle and Feed
No full textThis paper explores the time series properties of cattle and feed prices to determine the effect shocks may have on price evolution. Two different unit roots tests are applied to the data and compared and the issue of fractional integration is discussed. A Geweke Porter-Hudak test finds that at least of three of the four price series are fractionally integrated. VAR models are estimated using level data and fractionally differenced data and impulse responses compared across various degrees of fractional differencing.Demand and Price Analysis,
The calendar of scientific and professional events of Professor Władysław Welfe
No full textProfesor Władysław Welfe opublikował ponad 35 monografii książkowych, był
redaktorem ponad 18 Conference Proceedings i opublikował ponad 380 artykułów.
Pod jego kierunkiem zostało napisanych 37 rozpraw doktorskich (w tym
prace kilku obcokrajowców), 160 prac magisterskich, również opiekę naukową
sprawował w 15 rozprawach habilitacyjnych. Wielokrotnie recenzował rozprawy
habilitacyjne i dorobek naukowy do tytułów profesorskich. Kilku jego
uczniów uzyskało tytuły naukowe profesora. Był promotorem w przewodach
prowadzących do uzyskania tytułu doktora h.c. UŁ przez tak znakomitych uczonych
jak akad. A. G. Aganbegjan, prof. L. R. Klein (laureat Nagrody Nobla)
oraz prof. R. Barre.Professor Władysław Welfe published more than 35 book monographs, was the editor
of more than 18 Conference Proceedings and published more than 380 articles.
He supervised 37 doctorate theses (among them a couple of foreign works), 160
master theses, and he was a scientific adviser in 15 professor’s theses. He reviewed
many professor’s theses and the scientific collected works for conferring professor’s
titles. Some of his students got the title of scientific professor. He was the promoter of
conferring the Honoris Causa title of the University of Łódź to such outstanding scientists
as academic A. G. Aganbegjan, prof. L. R. Klein (Nobel Prize winner) and prof.
R. Barre.Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę
Variations on the Author
No full text“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
No full textWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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