Modelowanie kursów walutowych dla krajów skandynawskich i Europy Środkowo-Wschodniej

• Autorzy: Dorota Górecka , Dominik Śliwicki

Warianty tytułu

Exchange Rates' Modeling for Scandinavian, Central and Eastern European Countries

• Języki publikacji: PL

Abstrakty

W artykule podjęto próbę empirycznej weryfikacji teorii parytetu siły nabywczej w odniesieniu do 6 krajów członkowskich OECD: Danii, Norwegii i Szwecji oraz Czech, Polski i Węgier. W związku z tym, że uzyskane wyniki nie potwierdziły prawdziwości weryfikowanej teorii, celem pracy stało się zidentyfikowanie czynników wpływających na poziom kursów walutowych państw skandynawskich oraz państw Europy Środkowo-Wschodniej w latach 1999- -2008 oraz wskazanie różnic między nimi. (abstrakt oryginalny)

EN

In the paper the purchasing power parity (PPP) theory for 6 states belonging to OECD, namely Denmark, Norway, Sweden, Poland, Czech Republic and Hungary, was examined. In order to do that the IPS panel unit root test was employed. After establishing that the exchange rates permanently deviate from the long-term equilibrium rate and the PPP theory is at variance with the data, two panel models were estimated to identify factors that influence exchange rates of Scandinavian and CEFTA countries. (original abstract)

Słowa kluczowe

PL

Modelowanie ekonometryczne; Kurs walutowy

EN

Econometric modeling; Exchange rates

• Czasopismo: Acta Universitatis Nicolai Copernici. Ekonomia
• Rocznik: 2009
• Tom: 39 Dynamiczne modele ekonometryczne
• Strony: 187--195

Twórcy

autor

Dorota Górecka

• Uniwersytet Mikołaja Kopernika w Toruniu

autor

Dominik Śliwicki

• Uniwersytet Mikołaja Kopernika w Toruniu

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