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Author
Syczewska Ewa M. (Szkoła Główna Handlowa w Warszawie)
Title
Stability of long-run relationships for countries in transition
Stabilność długoterminowych związków w krajach na etapie przejściowym
Source
Przegląd Statystyczny, 1998, vol. 45, z. 3, s. 397-416, rys., tab., bibliogr. 37 poz.
Statistical Review
Keyword
Równowaga długookresowa, Modelowanie makroekonomiczne gospodarki, Popyt na pieniądze
Long-term balance, Macroeconomic modelling of economy, Money demand
Note
streszcz.
Abstract
Użycie proponowanych metod do modelu długoterminowego zapotrzebowania na pieniądze ukazuje, że w wypadku Polski opisywany związek miał charakter kointegracji i że jego parametry przez większość czasu były stabilne. Na Węgrzech i w Czechosłowacji modele przyjmowały inną postać. W Czechosłowacji w pierwszej części wybranego okresu testy L nie wykazywały kointegracji, zaś w drugiej części zero kointegracji nie może być odrzucone, aczkolwiek zmienne MeanF i SupF wykazują, że związek nie jest stabilny. Model dla Węgier został oceniony dla innego okresu i dla innych miesięcznych (z powodu braku innych), i stąd nie może być dokładnie porównywany, aczkolwiek on też wskazuje brak stabilności parametrów. (abstrakt oryginalny)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Bibliography
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ISSN
0033-2372
Language
eng
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