International Conference on Modelling and Forecasting of Socio-Economic Phenomena

	Title page	1
	Contents	6
	Preface	8
Aleksandra Baszczyńska	Testing significance of peaks in kernel density estimator by SiZer map	9
Jacek Białek	Confidence interval for the Consumer Price Index	18
Justyna Brzezińska	Zero cells problem in the analysis of contingency tables	28
Marek A. Dąbrowski, Justyna Wróblewska	Financial shocks as a cause of real exchange rate fluctuations in Poland – evidence from the Bayesian structural VAR models	37
Monika Hadaś-Dyduch	The market for structured products in the context of inflation	47
Anna Jędrzychowska	Application of poverty measures for determining compensations for bodily injury	57
Łukasz Klimczak	The gravity model as a tool for the international trade analysis – a case study of the Western Balkans	67
Roman Kopych, Iryna Bardyn	Budget deficit and interest rate developments in Ukraine	77
Daniel Kosiorowski, Zygmunt Zawadzki	Selected issues related to online calculation of multivariate robust measures of location and scatter	87
Natalya V. Kovtun, Mykhailo V. Zborovskiy	Statistical modeling of factors determining of the value of international companies’ internally generated goodwill	97
Marta Kuc	Social convergence in the European Union	105
Marta Małecka	Parametric hypothesis testing in evaluation of expected shortfall models	115
Zinaida Palian	Statistical analysis and simulation of the parameters of survival of Ukrainian population	125
Michał B. Pietrzak, Justyna Wilk, Tomasz Kossowski, Roger Bivand	The identification of spatial dependence in the analysis of regional economic development – join-count test application	135
Radosław Pietrzyk	Households investment portfolio performance evaluation	145
Victor Shevchuk	Shock-absorbing properties of the exchange rates in transformation economies: SVAR estimates	155
Sławomir Śmiech, Monika Papież, Marek A. Dąbrowski	Energy and non-energy commodity prices and the Eurozone macroeconomy: a SVAR approach	165
Erik Šoltés, Tatiana Šoltésová	Quantifying the impact of relevant factors on equivalised disposable income in Slovak households based on EU SILC 2012 data	175
Jacek Stelmach	The use of Monte Carlo simulation to support management decisions of industrial batch processes	185
Jadwiga Suchecka, Maciej Jewczak	Cost-Benefit Analysis in the study of the effectiveness of health programs	194
Anna Szymańska	Distribution of the number of claims in age groups of insured in civil liability motor insurance portfolio	204
Paweł Ulman, Małgorzata Ćwiek	Poverty of households due to their biological type in a multidimensional approach	214
Agnieszka Wałęga, Grzegorz Wałęga	Indebtedness of low-income households in Poland. A comparative analysis for the period 2000-2010	223
Alicja Wolny-Dominiak, Daniel Sobiecki	The Poisson regression with fixed and random effects in non-life insurance ratemaking	232

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