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2006 | nr 545 | 214
Tytuł artykułu

Pieniądz i ceny w gospodarce polskiej : analiza kointegracji sezonowej

Warianty tytułu
Money and Prices in Polish Economy : the Analysis of Seasonal Cointegration
Języki publikacji
Przedstawiono teoretyczne podstawy koncepcji P-star, w ramach której zweryfikowano hipotezę badawczą, mówiącą o istnieniu długookresowej zależności o charakterze przyczynowo-skutkowym pomiędzy wielkością podaży pieniądza a poziomem cen w gospodarce polskiej okresu transformacji. Omówiono zasady modelowania związków długookresowych z wykorzystaniem koncepcji kointegracji sezonowej. Zaprezentowano także badania empiryczne będące analizą zjawisk inflacyjnych w gospodarce polskiej okresu transformacji.
In this paper theoretical bases of P-star model were described. The author described basis of modeling of historical series with using seasonal cointegration. Also an empirical researches which analyzing inflation in Polish economy were presented. (KZ)
Opis fizyczny
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