Modelowanie popytu na pieniądz

• Autorzy: Michał Kruszka , Jacek Wallusch

Warianty tytułu

Money Demand Modelling

• Języki publikacji: PL

Abstrakty

Przedstawiono modelowanie popytu na pieniądz, wynikające z teorii keynesowskiej, rozważań J. Tobina i M. Friedmanna, będące własną propozycją autorów. W egzemplifikacji modelu wykorzystali analizę popytu na pieniądz transakcyjny w Polsce i w Stanach Zjednoczonych.

EN

Equlibrated money market is perhaps the most important condition for the general equlibrium. In this paper we ran SVAR models of demand for money for USA and Poland and tested empirically the findings presented by Friedman and Tobin. An additional aim of this paper was to compare a stable economy with long free market tradition with an eco­nomy under transition. In both cases we proved the theoretical findings that transaction demand for money is driven by real income and interest rate. (original abstract)

Słowa kluczowe

PL

Rynek pieniężny; Popyt na środki pieniężne; Modele ekonometryczne; Pieniądz

EN

Money market; Demand for money means; Econometric models; Money

• Czasopismo: Zeszyty Naukowe / Akademia Ekonomiczna w Poznaniu
• Rocznik: 2005
• Numer: nr 56
• Strony: 172--189

Twórcy

autor

Michał Kruszka

autor

Jacek Wallusch

Bibliografia

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