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The Macroeconomic Effects of Losing Autonomous Monetary Policy after the Euro Adoption in Poland

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Author Info
Michał Gradzewicz (National Bank of Poland, Economic Institute)
Krzysztof Makarski (National Bank of Poland, Economic Institute, Warsaw School of Economics)

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Abstract

There are many issues associated with the Eurozone accession of Poland. The goal of this paper is to analyse one, but very important aspect, namely - the macroeconomic impact of the loss of autonomous monetary policy. In order to answer this question, we build a two country DSGE model with sticky prices. We begin by evaluating the performance of our model. Next, we investigate how joining the Eurozone will affect the business cycle behaviour of the main macroeconomic variables in Poland. We find that the Euro adoption will have a noticeable impact on the Polish economic fluctuations. In particular, the volatility of domestic output increases and the volatility of inflation decreases. Also, in order to quantify the effect of the Euro adoption, we compute the welfare effect of this monetary policy change. Our findings suggest that the welfare cost is not large.

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Paper provided by National Bank of Poland, Economic Institute in its series National Bank of Poland Working Papers with number 58.

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Length: 46
Date of creation: May 2009
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Handle: RePEc:nbp:nbpmis:58

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Related research
Keywords: Monetary policy; EMU accession countries; Euro;

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Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

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