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Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model

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  • Piotr Wdowinski

Abstract

In this paper we present simulations of economic performance of the Polish economy based on a quarterly econometric model. The model consists of 22 stochastic equations, which link the financial market with the real economy. The purpose of the research is to present effects of changes to domestic and foreign interest rates and the EUR/USD exchange rate on economic growth in Poland over the period Q2, 1993 – Q2, 2003.

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File URL: http://www.cesifo-group.de/portal/page/portal/DocBase_Content/WP/WP-CESifo_Working_Papers/wp-cesifo-2005/wp-cesifo-2005-10/cesifo1_wp1557.pdf
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Bibliographic Info

Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number 1557.

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Date of creation: 2005
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Handle: RePEc:ces:ceswps:_1557

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Keywords: financial market; economic growth; econometric model; simulation; Poland;

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  1. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, Elsevier, vol. 14(1-2), pages 3-24, February.
  2. Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo Group Munich.
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Cited by:
  1. Kai Konrad & Stergios Skaperdas, 2012. "The market for protection and the origin of the state," Economic Theory, Springer, Springer, vol. 50(2), pages 417-443, June.
  2. Irena Vodenska & Lou Chitkushev, 2013. "Impact of Euro Adoption on Emerging European Countries," Management, University of Primorska, Faculty of Management Koper, University of Primorska, Faculty of Management Koper, vol. 8(1), pages 49-70.

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