International Conference on Modelling and Forecasting of Socio-Economic Phenomena

SEMF No. 1 (2018)

The 12th Professor Aleksander Zelias International Conference
on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceedings

	Title page	1
	Contents	6
	Preface	11
Paweł Baran, Iwona Markowicz	Analysis of intra-Community supply of goods shipped from Poland	12
Jacek Białek	Comparison of Jevons and Carli elementary price indices	22
Beata Bieszk-Stolorz, Krzysztof Dmytrów	Application of the survival trees for estimation of the influence of determinants on probability of exit from the registered unemployment	19
Justyna Brzezińska, Aneta Rybicka, Marcin Pełka	Multivariate statistical analysis of environmental data	40
Nataliia Cherkas, Myroslava Chekh	Economic Effects of Production Fragmentation and Technological Transfer: the Evidence from CEE Countries	50
Anna Chudzicka-Bator, Mateusz Pipień	Modelling Intensity of EUR/PLN High Frequency Trade – a Comparison of ACD-type Models	60
Marta Chylińska	Aluminium Price Discovery on the London Metal Exchange, 2007-2017	70
Małgorzata Ćwiek	Determinants of Digital Divide in Polish Households	80
Marek A. Dąbrowski, Łukasz Kwiatkowski, Justyna Wróblewska	Sources of real exchange rate variability in Poland – Evidence from a Bayesian SVAR model with Markov Switching Heteroscedasticity	90
Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech	Is there a trade-off between monetary independence and exchange rate stability in Central and Eastern European economies?	100
Grażyna Dehnel, Łukasz Wawrowski	Robust estimation of revenues of Polish small companies by NACE section and province	110
Czesław Domański, Robert Kubacki	Application of differential evolution algorithm to group bank's individual clients	120
Iwona Foryś, Barbara Batóg	Analysis of Transaction Prices on one of the Housing Estates in Szczecin: Do the Buyers Differentiate Prices on Local Markets with Respect to the Kind of the Right to Own?	130
Katarzyna Frodyma, Monika Papież, Sławomir Śmiech	Efficiency of investments in solar power in the EU countries	140
Justyna Góral, Włodzimierz Rembisz	Spatial differentiation of the remuneration and labour productivity in Polish agriculture	150
Sergiusz Herman	Application of Generalized Data Envelopment Analysis on Warsaw Stock Exchange	160
Mateusz Jankiewicz	Changes of the Consumption Structure in European Countries Considering Its Modernization Process	170
Alina Jędrzejczak, Dorota Pekasiewicz, Wojciech Zieliński	Comparison of Parameter Estimators for the Dagum Distribution	180
Maciej Jewczak, Jadwiga Suchecka, Karol Korczak, Marek Melaniuk	Spatial analysis and assessment of effectiveness of selected social services	190
Daniel Kosiorowski, Dominik Mielczarek, Jerzy P. Rydlewski	New proposal of robust classifier for functional data	200
Daniel Kosiorowski, Dominik Mielczarek, Jerzy P. Rydlewski	Outliers in Functional Time Series – Challenges for Theory and Applications of Robust Statistic	209
Jadwiga Kostrzewska, Maciej Kostrzewski	The logistic regression in predicting spike occurrences in electricity prices	219
Marta Kuc, Aneta Sobiechowska-Ziegert	Standard of Living in Poland at Regional Level - Classification with Kohonen Self-Organizing Maps	229
Łukasz Lenart	Bayesian inference for deterministic cycle with time-varying amplitude	239
Łukasz Lenart, Justyna Wróblewska	Nonlinear stochastic cycle model	248
Paweł Lula, Renata Oczkowska, Sylwia Wiśniewska	Automatic identification of competences expected by employers with the use of exploratory text analysis	256
Radosław Mącik	Identification of factors affecting the popularity of cross-border online shopping in the European Union countries	266
Justyna Majewska, Grażyna Trzpiot	The health transition and an ageing society – example of selected European countries	276
Błażej Mazur	Cyclical fluctuations of global food prices: a predictive analysis	286
Błażej Mazur, Mateusz Pipień	A family of non-standard bivariate distributions with applications to unconditional modelling in empirical finance	296
Artur Mikulec, Małgorzata Misztal	Firms’ duration analysis in Lodzkie Voivodship using a regression tree approach	306
Paweł Miłobędzki, Sabina Nowak	The Accuracy of Trade Classification Rules for the Warsaw Stock Exchange	316
Iwona Müller-Frączek	Dynamic measure of development	326
Joanna Olbryś, Michał Mursztyn	Assessing accuracy of trade side classification rules. Methods, data, and problems	335
Jacek Osiewalski, Anna Pajor	A hybrid MSV-MGARCH generalisation of the t-MGARCH model	345
Monika Papież, Sławomir Śmiech, Katarzyna Frodyma	Is development of the renewable energy sector crucial for the electricity consumption-growth nexus in the EU countries?	355
Aleksandra Pawłowska	Evaluation of investment support from Common Agricultural Policy with propensity score matching method	365
Michał Bernard Pietrzak	The composition of agricultural macroregions in Eastern Poland - an empirical example of the Aggregation Problem	375
Dominika Polko-Zając	Comparing populations based on squared Euclidean distance between sets of variables	385
Elżbieta Rogalska	Entrepreneurship Conditions in Poland at NUTS 3 Level. Application of taxonomic measure of development based on median vector Weber	395
Elżbieta Roszko-Wójtowicz, Jacek Białek	Application of the AG Mean Index for CPI Substitution Bias Reduction	405
Michał Rubaszek	A note on the private housing rental market in Poland	413
Marcin Salamaga	An Application of conjoint analysis to study determinants of Polish direct investment located in European countries	423
Katerina Shestaeva, Elena Sibirskaya, Paweł Lula, Evgenia Progonova	Anatomy of entrepreneurial activity and challenges of the new century	433
Victor Shevchuk, Roman Kopych, Marianna Golynska	Fiscal and monetary effects in Ukraine: SVAR approach	443
Agata Sielska	Armed Conflicts And Multicriterial Evaluation Of The Development Of The Country In A Long-Term Perspective	453
Iwona Skrodzka	International Technology Transfer and Smart Growth of EU countries in 2010-2015	463
Erik Šoltés, Tatiana Šoltésová	Comparison of income poverty and social exclusion in the EU in 2008 and 2016	473
Małgorzata Stec, Małgorzata Wosiek	Evaluation of the socio-economic situation of European Union countries, taking into account accuracy of statistical data	483
Jacek Stelmach	On stationarity of changes in the trends of selected refining variables	493
Adam Mateusz Suchecki	Spatio-temporal decomposition of the growth of communal budgets expenses on culture in Poland in 2003-2016. Implementation of the SSANOVA model	503
Sławomir Śmiech, Aleksandra Mucha	Are uncertainty measures powerful predictors of real economic activity in the Euro Area?	513
Michael C. Thrun	Cluster Analysis of the World Gross-Domestic Product Based on the Emergent Self-Organization of a Swarm	523
Michael C. Thrun, Alfred Ultsch	Effects of the pay-out system of income taxes to municipalities in Germany	533
Paweł Ulman, Tomasz Kwarciński	Application of the AG Mean Index for CPI Substitution Bias Reduction	543
Marta Wajda-Lichy, Paweł Kawa, Kamil Fijorek, Sabina Denkowska	Trade openness and financial development: Granger causality analysis for new EU member states	553
Marek Walesiak, Grażyna Dehnel	Evaluation of economic efficiency of small manufacturing enterprises in districts of Wielkopolska province using interval-valued symbolic data and the hybrid approach	563
Agnieszka Wałęga, Grzegorz Wałęga	Does Debt Improve Housing Conditions? Evidence from Polish Households	473
Stanisław Wanat, Krzysztof Guzik	Estimation of VaR bounds under dependence uncertainty and their use for the SCR calculation in Solvency II	583
Antonina M. Yerina, Zinaida O. Palian	Estimation of indirect demographic losses in Ukraine due to armed conflict	593
Wojciech Zieliński, Alina Jędrzejczak, Dorota Pekasiewicz	Estimation of Quantile Ratios of the Dagum Distribution	603

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