Publications
My research is on systemic risk, financial contagion and business cycle transmission, with a methodological interest in regime-switching models. I have presented most of this work at conferences and seminars.
Working papers
Opinion pieces
As part of the “TEP o gospodarce” opinion column of the Association of Polish Economists:
Published papers
Published in Journal of Open Source Software, 2024
MarSwitching.jl, a Julia package for estimating Markov switching (regime-switching) dynamic models. Published in the Journal of Open Source Software, 2024.
Recommended citation: Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441 https://joss.theoj.org/papers/10.21105/joss.06441
Published in Journal of Economic Studies, 2023
Empirical study of business cycle transmission between France and the United Kingdom. Published in the Journal of Economic Studies, Vol. 50 No. 8, 2023.
Recommended citation: Dadej, M. (2023), "Business cycle transmission between France and United Kingdom", Journal of Economic Studies, Vol. 50 No. 8, pp. 1926-1938. https://doi.org/10.1108/JES-01-2023-0044 https://www.emerald.com/insight/content/doi/10.1108/JES-01-2023-0044/full/html
Published in Finanse i Prawo Finansowe, 2020
Short position disclosures and subsequent performance of the underlying stock, using evidence from the Polish stock market. Published in Finanse i Prawo Finansowe, 2020.
Recommended citation: Dadej, M. (2020). Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market. Finanse I Prawo Finansowe, 3(27), 63–75. https://doi.org/10.18778/2391-6478.3.27.03 https://czasopisma.uni.lodz.pl/fipf/article/view/8488
Published in Our Studies, 2020
An agent-based model of how macroeconomic shocks propagate through a banking sector, with reproducible R code. Published in Nasze Studia, University of Gdansk Publishing, 2020.
Recommended citation: Dadej M., (2020). "Agent-based modelling of macroeconomic shocks in a banking sector." Nasze Studia... http://ekonom.ug.edu.pl/web/download.php?OpenFile=3752
Published in Our Studies, 2019
Applying ensemble gradient boosting decision trees to forecast stock prices on the Warsaw Stock Exchange. Published in Nasze Studia, University of Gdansk Publishing, 2019.
Recommended citation: Dadej M., (2019). "Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE." Nasze Studia... http://ekonom.ug.edu.pl/web/download.php?OpenFile=3099
Published in Issues of Management in Knowledge - based Economy, 2018
On the role of machine learning algorithms in the financial services sector. Published in Issues of Management in a Knowledge-based Economy, Cracow University of Economics Publishing, 2018.
Recommended citation: Dadej M., (2018). "Rola uczenia maszynowego w sektorze finansowym." Wybrane problemy zarządzania w gospodarce opartej na wiedzy - teoria i praktyka... https://m-dadej.github.io/files/wybrane_problemy_zarzadzania.pdf
Published in Finance and Financial Law, 2018
Comparative analysis of bank deposit guarantee systems around the world. Published in Finanse i Prawo Finansowe (Finance and Financial Law), 2018.
Recommended citation: Dadej M., (2018). "Systemy gwarantowania depozytów bankowych na świecie–Analiza porównawcza." Finanse i Prawo Finansowe. 1(3). https://www.czasopisma.uni.lodz.pl/fipf/article/download/8488/8353
