Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation
MA Dąbrowski, J Wroblewska - Economic Modelling, 2016 - Elsevier
The paper examines whether exchange rates in Poland and Slovakia acted as shock
absorbers or shock-propagating mechanisms. A set of Bayesian structural VAR models is …
absorbers or shock-propagating mechanisms. A set of Bayesian structural VAR models is …
[PDF][PDF] Common Trends and Common Cycles-Bayesian Approach
J Wróblewska - Central European Journal of Economic Modelling …, 2015 - bibliotekanauki.pl
In 1993 Engle and Kozicki proposed the notion of common features of which one example is
a serial correlation common feature. We say that stationary, noninnovation processes exhibit …
a serial correlation common feature. We say that stationary, noninnovation processes exhibit …
Common stochastic features and their economic interpretation
M Majsterek - Studia Prawno-Ekonomiczne, 2023 - ceeol.com
Background: Cointegration analysis has been part of the research literature for almost 40
years. However, other common features that cause disequilibrium of economic categories …
years. However, other common features that cause disequilibrium of economic categories …
Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia-an approach based on Bayesian SVAR models with common serial correlation
MA Dąbrowski, J Wróblewska - 2015 - mpra.ub.uni-muenchen.de
The paper examines whether exchange rates in Poland and Slovakia acted as shock
absorbers or rather shock-propagating mechanisms. A set of Bayesian structural VAR …
absorbers or rather shock-propagating mechanisms. A set of Bayesian structural VAR …
[图书][B] Modele ze zmiennymi ukrytymi w analizie inflacji w Polsce
J Kwiatkowski - 2019 - books.google.com
[…] monografia jawi się jako dzieło spójne, poświęcone modelowaniu i prognozowaniu
inflacji. Praca ma charakter metodyczno-empiryczny. Omawiana problematyka jest aktualna …
inflacji. Praca ma charakter metodyczno-empiryczny. Omawiana problematyka jest aktualna …