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

26 Pages Posted: 7 Nov 2005

See all articles by Piotr Wdowinski

Piotr Wdowinski

University of Lodz; Narodowy Bank Polski; CESifo (Center for Economic Studies and Ifo Institute for Economic Research)

Date Written: October 2005

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.

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

JEL Classification: C3, C5, E6, F1, G1

Suggested Citation

Wdowinski, Piotr, Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model (October 2005). CESifo Working Paper Series No. 1557. Available at SSRN: https://ssrn.com/abstract=843364

Piotr Wdowinski (Contact Author)

University of Lodz ( email )

Ulica Prezydenta Gabriela
Narutowicza 65 str.
Lodz, 90-131
Poland

Narodowy Bank Polski ( email )

ul. Świętokrzyska 11/21
Warsaw, 00-919
Poland

CESifo (Center for Economic Studies and Ifo Institute for Economic Research) ( email )

Poschinger Str. 5
Munich, DE-81679
Germany

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