Tempo konwergencji cenowej w krajach Unii Europejskiej

• Autorzy: Aneta Dzik-Walczak
• Języki publikacji: PL

Abstrakty

W niniejszym badaniu podjęto tematykę konwergencji cenowej w państwach członkowskich Unii Europejskiej w latach 1995-2011. Na badany okres przypada czas szczególnie intensywnych działań ukierunkowanych na integrację Wspólnoty. Zgodnie z teorią ekonomii oczekuje się, że procesy te sprzyjają wyrównywaniu się cen i dążeniu w kierunku spełnienia prawa jednej ceny. W badaniu weryfikowano proces konwergencji cenowej typu sigma i beta. Uwzględniono podział dóbr na handlowe i niehandlowe. Wyróżniono kraje strefy euro oraz tak zwane stare i nowe kraje członkowskie w celu przeprowadzenia analizy porównawczej. W obliczu światowego kryzysu finansowego i kryzysu krajów Unii Europejskiej analizę przeprowadzono na odpowiednich podokresach. Zbadano również zróżnicowanie cen w Unii Europejskiej w odniesieniu do zróżnicowania na rynkach wewnątrzkrajowych. Analizę przeprowadzono w oparciu o dane z bazy Eurostat. Wykorzystano metody ekonometryczne dla danych panelowych, między innymi estymatory efektów stałych Praisa- Winstena, Uogólnionej Metody Najmniejszych Kwadratów Baltagi- Wu. Wskazano na proces beta konwergencji ze współczynnikiem zbieżności half-life zróżnicowanym dla poszczególnych grup krajów, od niespełna roku dla państw strefy euro do nieco ponad 3 lat dla 25 członków Wspólnoty. Szczególną wartość dodaną badania stanowi analiza tzw. naturalnego poziomu zróżnicowania cen. (abstrakt oryginalny)

EN

The process of price convergence in the EU Member States in the years 1995-2011 was investigated in this research. The period under examination was rich in many intensive activities aimed at integrating the Community. According to economic theory, it is expected that these processes, reflected in the elimination of trade barriers, increasing market transparency, increasing competition, create appropriate environment for price convergence towards the fulfillment of the law of one price. The process of sigma and beta price convergence was tested. The division of goods into tradables and non-tradables was taken into consideration. The results for all UE Members were compared with those for Eurozone countries and the so-called old and new Member States. In the face of the global financial crisis and the crisis in the European Union, analysis was performed on the corresponding sub-periods. The investigation of price dispersion in the European Union was performed with regard to the dispersion in domestic markets. The analysis was based on data from Eurostat. Econometric methods for panel data were estimated, including Prais-Winsten fixed effects estimator, Baltagi-Wu GLS method. The process of beta convergence was detected with half -life differentiated from less than a year for the Eurozone countries to just over three years for the EU-25. A special value-added of this research is the analysis of the so-called natural level of price dispersion. (original abstract)

Słowa kluczowe

PL

Konwergencja; Dynamika cen; Integracja gospodarcza; Metody ekonometryczne; Konwergencja cenowa

EN

Convergence; Price dynamics; Economic integration; Econometric methodology; Price convergence

• Czasopismo: Ekonomia / Uniwersytet Warszawski
• Rocznik: 2014
• Numer: nr 36
• Strony: 91--123

Twórcy

autor

Aneta Dzik-Walczak

• Uniwersytet Warszawski

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