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

Author

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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.

Suggested Citation

  • Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo Group Munich.
  • Handle: RePEc:ces:ceswps:_1557
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    File URL: http://www.cesifo-group.de/DocDL/cesifo1_wp1557.pdf
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    References listed on IDEAS

    as
    1. Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo Group Munich.
    2. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
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    Cited by:

    1. Irena Vodenska & Lou Chitkushev, 2013. "Impact of Euro Adoption on Emerging European Countries," Management, University of Primorska, Faculty of Management Koper, vol. 8(1), pages 49-70.
    2. Kai Konrad & Stergios Skaperdas, 2012. "The market for protection and the origin of the state," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(2), pages 417-443, June.

    More about this item

    Keywords

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

    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)

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