Author Guidelines

General Rules

The Central European Journal of Economic Modelling and Econometrics bases on a fully electronic editorial system available at cejeme.com, cejeme.org, cejeme.eu or cejeme.pl. This web-based editorial tracking software enables a paper-free operation of the key editorial functions of the Journal. Papers are submitted for publication electronically via electronic system (see the link "Submit article"). Also the system provides free access to the electronic form of each issue. There is no publication fee.

Each article submitted will undergo the Journal's editorial decision process. In the review process the Central European Journal of Economic Modelling and Econometrics obeys the double blind policy in the form represented by the submission guidelines of the American Statistical Association. The Central European Journal of Economic Modelling and Econometrics  is not under any obligation to publish the article. The notices will be sent at Author's e-mail address. Status of the paper can be verified through Author's account.
 

The Article Submission Agreement

To submit an article to the Central European Journal of Economic Modelling and Econometrics:

1. You must be the Author, or Co-Author.
2. The Author(s) must have approved the work for publication.
3. The Author(s) must have agreed to submit the article to the Journal.
4. The Author(s) must accept full responsibility for the content of the article.
5. The article must be the Author(s) original work and must not contain any libelous or unlawful statements or infringe on the rights or privacy of others or contain material or instructions that might cause harm or injury.
6. The Author(s) must ensure that if the Author(s) have used the work and/or words of others, that this has been appropriately cited or quoted.
7. The article must not have been previously published, is not pending review elsewhere, and will not be submitted for review elsewhere pending the completion of the editorial decision process at the Journal.

By submitting the article, you represent and warrant that the above is true.

The Central European Journal of Economic Modelling and Econometrics  is  published by Polish Academy of Sciencies - Lodz Branch, Piotrkowska 137/139 Str., 90-434 Lodz, Poland.

Issues are prepared in typesetting LATEX by Damian Jelito.
 
If the Publisher agrees to publish the article, in order to expedite the publishing process and enable the Publisher to circulate your work to the fullest extent, you hereby agree that upon publication, the following is automatically assigned to the Central European Journal of Economic Modelling and Econometrics: all copyright in and to the article for the full term of the copyright and all renewals and extensions.

Submission Guidelines

Any manuscript which does not conform to instructions will be rejected

1. Paper must be in English (British spelling is acceptable).
2. Paper for publication should be submitted electronically in PDF format via CEJEME electronic system.
3. Submitted paper must contain original unpublished work which is not being submitted for publication elsewhere.
4. Manuscripts should be double spaced, with wide margins and pages numbered consequently. Titles and subtitles should be short.
5. The preferable format for manuscript is LATEX(the standard document class ’article’, A4 style). The other acceptable format is Word.
6. The first page of the manuscript should contain the following information:
   • the title;
   • an abstract (with no mathematical formulae and bibliography) of not more than 150 words;
   • classification codes according to the Classification System for Journal Articles (JEL code);
   • key words (max. 5);
7. In the review process Central European Journal of Economic Modelling and Econometrics obeys the double blind policy. Consequently Authors are asked to follow the blinding guidelines:
   • The title page and/or frontmatter of the blinded version of a paper should contain no references to any author or to his/her affiliation.
   • All authors' affiliations should be removed from the listing (e.g., dept. or school associated with a Tech Report).
   • When referring to an author’s publication the form of third person should be used.
   • Any acknowledgements section should be removed from the blinded version. Also, please delete any notes that indicate affiliation, conference presentations, grants, author or departmental web sites, etc.
   • Appendices, figures, and tables should be integrated into the same electronic file as the manuscript.
   • Do not use your surname in the names of the submitted files. The submission containig the files uncorrectly named will be rejected.
8. Footnotes and endnotes are not allowed.
9. Displayed mathematical formulae should be numbered consecutively throughout the manuscript as (1), (2), etc. against the right-hand margin of the page.
10. References to publications should be as follows: "the following prior distribution was proposed by Zellner (1971)" or "This problem has been studied previously (e.g. Fang et al. 1990)".
11. The list of references should appear alphabetically at the end of the main text (but before tables and figures). References should appear as follows:
    • for monographs:
      Golub G.H., Van Loan C.F., (1983), Matrix Computations, John Hopkins University Press, Baltimore.
    • for periodicals:
      Bauwens L., Laurent S., (2005), A New Class of Multivariate Skew Densities with Application to Generalised Autoregressive Conditional Heteroscedasticity Models, Journal of Business and Economic Statistics 23, 346-254.
    • for a paper published in conference proceedings:
      Pipien M., (2004), GARCH Processes with Skewed-t and Stable Conditional Distribution. Dynamic Bayesian Comparison for WIBOR Interest Rates, [in:] 30-th International Conference MACROMODELS’03, [ed.:] A. Welfe, W. Welfe, Łódz, 125-138.
    • for a chapter in book:
      Osiewalski J., Pipien M., (2004), Bayesian comparison of bivariate GARCH processes. The role of the conditional mean specification, Chapter 7, [in:] Contributions to Economic Analysis 269, New Directions in Macromodelling, [ed.:] A.Welfe, Elsevier, Amsterdam, 173-196.
    • for an unpublished manuscript:
      Engle R.F., Sheppard K., (2001), Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH, Unpublished Manuscript, University of California, San Diego.
    • for a conference presentation, technical documentation or a paper published on a web page:
      Pipien M., (2006), Bayesian Comparison of GARCH Processes with Skewness Mechanism in Conditional Distributions, presented at: 2nd Symposium on Socio- and Econophysics FENS’2006, Cracow, 21-22 April, available at: http://arxiv.org/abs/physics/0606253.

Instructions for Authors of accepted papers

1. If the article is accepted for publication, the whole text, the names and affiliations of the Authors, as well as the references, should be unblinded.
2. Manuscripts should be double spaced, with wide margins and pages numbered consequently. Titles and subtitles should be short.
3. The preferable format for manuscript is LATEX (the standard document class ’article’, A4 style). For convenience the Authors of the accepted papers are asked to send to the Managing Editor the source LATEX file of the manuscript. The other acceptable format is Word.
4. The first page of the manuscript should contain the following information:
   • the title;
   • the name(s), affiliation(s), e-mail address(es) and ORCID(s) of the Author(s);
   • an abstract (with no mathematical formulae and bibliography) of not more than 150 words;
   • the name, address, phone and e-mail address of the corresponding Author;
   • classification codes according to the Classification System for Journal Articles (JEL code);
   • key words (max. 5);
5. Footnotes and endnotes are not allowed.
6. Acknowledgements of people, grants, funds, etc. should be listed in a separate section before the References.
7. Displayed mathematical formulae should be numbered consecutively throughout the manuscript as (1), (2), etc. against the right-hand margin of the page.
8. References to publications should be as follows: "the following prior distribution was proposed by Zellner (1971)" or "This problem has been studied previously (e.g. Fang et al. 1990)".
9. The list of references should appear alphabetically at the end of the main text (but before tables and figures). References should appear as follows:
   • for monographs: Golub G.H., Van Loan C.F., (1983), Matrix Computations, John Hopkins University Press, Baltimore.
   • for periodicals:
     Bauwens L., Laurent S., (2005), A New Class of Multivariate Skew Densities with Application to Generalised Autoregressive Conditional Heteroscedasticity Models, Journal of Business and Economic Statistics 23, 346-254.
   • for a paper published in conference proceedings:
     Pipien M., (2004), GARCH Processes with Skewed-t and Stable Conditional Distribution. Dynamic Bayesian Comparison for WIBOR Interest Rates, [in:] 30-th International Conference MACROMODELS’03, [ed.:] A. Welfe, W. Welfe, Łódz, 125-138.
   • for a chapter in book:
     Osiewalski J., Pipien M., (2004), Bayesian comparison of bivariate GARCH processes. The role of the conditional mean specification, Chapter 7, [in:] Contributions to Economic Analysis 269, New Directions in Macromodelling, [ed.:] A.Welfe, Elsevier, Amsterdam, 173-196.
   • for an unpublished manuscript:
     Engle R.F., Sheppard K., (2001), Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH, Unpublished Manuscript, University of California, San Diego.
   • for a conference presentation, technical documentation or a paper published on web page:
     Pipien M., (2006), Bayesian Comparison of GARCH Processes with Skewness Mechanism in Conditional Distributions, presented at: 2nd Symposium on Socio- and Econophysics FENS’2006, Cracow, 21-22 April, available at: http://arxiv.org/abs/physics/0606253.
10. All figures should be submitted electronically as Encapsulated PostScript (EPS) files with the fonts embedded or vector Portable Document Format (PDF) files. Sources like Microsoft Office files should be supplied in the original format.