Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model
AbstractIn 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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Bibliographic InfoPaper provided by CESifo Group Munich in its series CESifo Working Paper Series with number 1557.
Date of creation: 2005
Date of revision:
financial market; economic growth; econometric model; simulation; Poland;
Find related papers by JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- F10 - International Economics - - Trade - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-09 (All new papers)
- NEP-EEC-2005-12-09 (European Economics)
- NEP-FIN-2005-12-09 (Finance)
- NEP-FMK-2005-12-09 (Financial Markets)
- NEP-MAC-2005-12-09 (Macroeconomics)
- NEP-TRA-2005-12-09 (Transition Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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