Pieniądz i ceny w gospodarce polskiej : analiza kointegracji sezonowej

• Autorzy: Jacek Kotłowski

Warianty tytułu

Money and Prices in Polish Economy : the Analysis of Seasonal Cointegration

• Języki publikacji: PL

Abstrakty

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.

EN

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)

Słowa kluczowe

PL

Ceny; Podaż pieniądza; Modelowanie ekonometryczne; Szeregi czasowe; Estymacja; Modele ekonometryczne; Badanie zależności makroekonomicznych

EN

Prices; Money supply; Econometric modeling; Time-series; Estimation; Econometric models; Research of macroeconomic relationships

• Czasopismo: Monografie i Opracowania / Szkoła Główna Handlowa
• Rocznik: 2006
• Numer: nr 545
• Strony: 214

Twórcy

autor

Jacek Kotłowski

Bibliografia

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