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This article presents how to use two-parametric logistic model to make a stressors analysis. This model can be used to determine the strength of influence of stressors on individual respondents. There is also a proposition how to use forecasting to assist the process of stress management. Stress management should be based on preventing the appearance of stressors. With the proposed methods, it is...
The purpose of the article was to point out the possibilities of applying metaanalysis in economic science and particularly in econometrics. So far, in Poland meta-analyses were applied in behavioral sciences, medicine and some in economic studies and management, whereas this method has been used used elsewhere since the 1970s for solving a wide spectrum of problems in many fields of study. The present...
Consensus methods allow to resolve the knowledge conflicts, among other things, in supply chain management systems. The purpose of the article is to elaborate the distance function between the variants generated by the system SCM. This is one of the stages of the consensus determining process. The first part of the article presents a characteristic of knowledge conflicts, consensus methods and a definition...
The main goal of this article is to present extreme market risk evaluation methods which go beyond the standard Value at Risk methodology. Two main approaches: Expected Tail Loss (ETL) and Extreme Value Theory (EVT) are presented and then applied to simulate interest risk stemming from government debt portfolio held by Polish banks. The two methods seem to be very useful to estimate real market risk...
In this paper we present the tools used in the modeling of distributions with fat tails in the theory of extreme values. We present three tools: the sample distribution function, the histograms for grouped data and the kernel densities. The latter is described in detail. The presented examples show the application of the kernel densities to modeling the generalized Pareto distributions.
The problem of monetary aspect of welfare in employees’ household was undertaken in this paper. In order to identify the households in danger of poverty, the binary logit models approach was applied. It was found that the estimation of models without the interaction terms results in misspecification error. Due to this, the interaction terms, between the socio-economic factors of households were included...
We discuss an original price index formula presented in Białek [2012a] and Białek [2012b]. The inspiration for this discussion are the correlated notes of Prof. Peter von der Lippe. This article presents the author’s point of view on the problems considered by Prof. Peter von der Lippe and some other properties of the discussed formula.
The author focuses on income tax forecasting. He compares the different forecasting methodologies. He also compares his solution to the official annual forecasts in the Slovak Republic. He chose the quarters of years as the time units.
An important part of customer satisfaction surveys of the acquired service is to identify the key factors affecting its quality. Since customer satisfaction is a complex category thus its measurement and analysis require the use of multivariate statistical methods. One of them is the CART method (Classification and Regression Trees). Its use in the identification of the key determinants of the quality...
The aim of this paper is to propose and present adaptations of unfolding analysis for symbolic data. In the article, the basic terms of unfolding analysis and symbolic data are presented. The paper presents two approaches – the internal hybrid approach and the external symbolic-numeric approach. In the empirical part, the external symbolic-numeric unfolding for LCD brands is presented. Symbolic multidimensional...
If a correlated pair (R(k), R0(k)) is a regular correlated pair, then the coefficient measuring the quality of such a pair satisfies the inequality: r2(k) ≥ F(k)...
There is a need to measure the efficiency and effectiveness of higher education in its various aspects, including the area of non-monetary benefits of higher education. Education relates to the wider economic and social effects and human welfare depends partly on earnings but also on non-monetary outcomes that all trace back to education in various ways. There exist positive relationships between...
The aim of this paper is to propose a hypothesis explaining the rather surprising choices of Polish prospective students, who prefer to study fields that do not entail a high salary in the future over those that increase the likelihood of getting a well-paid job. Our hypothesis says that one of the causes of such decisions is a norm that says that a person who did not study is less worthy than a college...
Modelowanie procesów produkcyjnych oraz wzrostu gospodarczego jest i będzie kluczowym problemem ekonomii, ważnym również społecznie dla poziomu i jakości życia. Za istotną zaletę książki uważam dążenie do prostoty – komplikowanie modelu tylko wtedy, gdy służy to wyraźnie określonemu przybliżaniu go do realiów procesu produkcyjnego. Za istotne należy uznać eksponowanie ograniczeń poszczególnych modeli...
This article presents a multidimensional analysis of opinions about work expressed by Europeans aged 50 years and more who represent a significant potential with regard to the implementation of the strategy Europe 2020 in increasing the employment rate. Matrix visualization techniques combined with hierarchical agglomerative procedures were applied in order to illustrate complex relationships. The...
This paper reports the results of testing for validity of the law of one price with respect to copper at the London Metal Exchange. In doing so a cost-of-carry model is estimated and validated on monthly sampled data exhibiting its spot and 3, 15 and 27-month futures prices from the period January 1998−December 2011. The main findings include that the spot and futures prices exhibit common stochastic...
The problem of unstructured knowledge conflicts solving in the management support systems is presented in the article. The first part of the article pays attention to the fact that unstructured knowledge is an important element of organizations functioning, especially in terms of competition. Next, the sources and essence of unstructured conflicts of unstructured knowledge are characterized. This...
The main goal of this paper is to examine relationships between GDP and inter-national trade (exports and imports). Foreign trade channels which can affect national in-come have been listed and the impact of trade on GDP was described. Differences between a closed and an open economy are shown. The autoregression vector (VAR) model was used as well as Granger causality test. Quarterly dataset for...
Several banks use internal Value at Risk models to measure market risk and to calculate regulatory capital necessary to cover that risk. Backtesting is a statistical tool that allows differentiating precise and imprecise risk models. The objective of this paper is to backtest selected Value at Risk models in a period preceding and during the financial crisis, based on the example of Polish currency,...
There are prospects of new technological concepts, covering both the engineering and natural science, beyond the extension of the educational offer of new faculties and departments of study, created by the establishment of a new university on 1 January 2009 as a result of merging Technical University of Szczecin and University of Agriculture in Szczecin. The paper presents an analysis of the opinion...
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