International Conference on Modelling and Forecasting of Socio-Economic Phenomena

	Title page	1
	Contents	6
	Preface	10
Jan Acedański	Overlapping generation models with housing: impact of the key parameters on the models’ outcomes	11
Adam P. Balcerzak, Michał Bernard Pietrzak	Digital economy in Polish regions. Proposal of measurement via TOPSIS with generalized distance measure GDM	21
Jacek Białek	Generalization of the geo-logarithmic price index family	19
Justyna Brzezińska	Multivariate statistical analysis of information society in Poland	37
Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech	A statistically-based classification of de facto exchange rate regimes	47
Marek A. Dąbrowski, Justyna Wróblewska	Insulating property of the exchange rate regime in Central and Eastern European countries	57
Grażyna Dehnel	GREG estimation with reciprocal transformation for a Polish business survey	67
Karol Flisikowski	A spatio-temporal approach to intersectoral labour and wage mobility	76
Katarzyna Frodyma	The analysis of changes in the distribution of renewable energy consumption in the EU countries	84
Sergiusz Herman	Industry specifics of joint-stock companies in Poland and their bankruptcy prediction	93
Roman Huptas	Forecasting intraday traded volume with the Weibull ACV model: an application to Polish stocks	103
Alina Jędrzejczak, Dorota Pekasiewicz	Analysis of the properties of selected inequality measures based on quantiles with the application to the Polish income data	113
Pavla Jindrová, Lucie Kopecka	Assessment of risk factors of serious diseases in OECD countries	123
Lucie Kopecka, Pavla Jindrová	Comparison of mortality due to critical illnesses in the EU countries	133
Daniel Kosiorowski, Dominik Mielczarek, Jerzy P. Rydlewski	SVM classifiers for functional data in monitoring of the Internet users behaviour	143
Daniel Kosiorowski, Ewa Szlachtowska	K-local median algorithm for functional data in empirical analysis of air pollution data	153
Eva Kotlebová, Erik Šoltés	Bayesian estimation of proportions in the analysis of unavailability of health care in Slovakia	163
Natalya V. Kovtun, Zinaida O. Palian, Igor M. Motyzuk	Statistical analysis of trends and factors in cancer incidence of Ukrainian women in reproductive age	173
Marta Kuc	Spatial differences in sustainable development components in Nordic regions	183
Tomasz Kuszewski, Agata Sielska	Source of data as a determinant of the assessment of agricultural producers’ financial situation	193
Łukasz Lenart	Exponential smoothing models with time-varying periodic parameters	202
Łukasz Lenart, Błażej Mazur	Business cycle analysis with short time series: a stochastic versus a non-stochastic approach	212
Paweł Lula, Urszula Cieraszewska, Monika Hamerska	The evaluation of convergence between content description of academic textbooks in the form of textual notes and UDC expressions	222
Małgorzata Markowska, Danuta Strahl	Relative Index of Enterprise Innovation Activity for Polish provinces	231
Jerzy Marzec, Jacek Osiewalski, Andrzej Pisulewski	Economies of scope or specialisation in Polish dairy farms – an application of a new local measure	241
Błażej Mazur	Density forecasting performance of alternative GARCH and DCS models for daily financial returns	251
Jacek Osiewalski, Beata Osiewalska	A bivariate model of the number of children and the age at first birth	261
Monika Papież, Sławomir Śmiech, Katarzyna Frodyma	Determinants of the renewable energy development in the EU countries. A 20-year perspective	270
Monika Papież, Sławomir Śmiech, Katarzyna Frodyma	The impact of development of the renewable energy sector in the EU on the energy – growth nexus	280
Barbara Pawełek	Prediction of company bankruptcy in the context of changes in the economic situation	290
Barbara Pawełek, Dorota Grochowina	Forecasting the bankruptcy of companies: the study on the usefulness of the random subspaces and random forests methods	300
Michał Bernard Pietrzak, Adam P. Balcerzak	Economic development of Polish voivodeships in the years 2010-2014. Application of taxonomic measure of development with entropy weights	310
Michał Bernard Pietrzak, Bartosz Ziemkiewicz	The use of random fields in the Modifiable Areal Unit Problem	319
Radosław Pietrzyk, Krzysztof Piontek, Paweł Rokita	Risk measurement for goals realization in a household financial plan	329
Anatoliy Pilyavskyy, William Aaronson, Liběna Černohorská	Comparative analysis of the total factor of productivity changes for banks of Visegrad group for the period 2009-2013	339
Dominika Polko-Zając	On comparing populations based on two sets of variables	349
Agnieszka Przybylska-Mazur	Expenditure rules in the context of a balanced budget	359
Victor Shevchuk, Roman Kopych	Symmetry of output effects of government expenditure and government revenue in Ukraine	369
Andrzej Sokołowski, Sabina Denkowska, Kamil Fijorek	Separability index for cluster analysis	379
Małgorzata Stec, Małgorzata Wosiek	Statistical evaluation of sustainable development of Polish voivodeships in respect of social domain	387
Elżbieta Szulc, Mateusz Jankiewicz	The labour market situation in medium-sized urban centres of the Kujawsko-Pomorskie voivodeship and the problem of unemployment in the province	397
Sławomir Śmiech, Monika Papież, Kamil Fijorek	Volatility spillovers between food, energy, US dollar, and equity markets. Evidence from Diebold-Yilmaz’s approach	407
Grażyna Trzpiot, Justyna Majewska	An application of Extreme Value Theory for modelling life expectancy	417
Paweł Ulman	Foreign income of households and its determinants	427
Agnieszka Wałęga, Grzegorz Wałęga	Modelling the distribution of loan repayments of households in Poland	437
Stanisław Wanat, Krzysztof Guzik	Uncertainty of the dependence structure and risk diversification effect in Solvency II	447
Florian Zechser, Joachim Rojahn	A market-implied approach to measuring corporate diversification	457

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