- Autor
- Milo Władysław (University of Lodz, Poland), Rutkowska Magdalena (University of Lodz, Poland)
- Tytuł
- Notes on Forecasting Real Equlibrium Exchange Rates of PLN against USD
- Źródło
- FindEcon Monograph Series : advances in financial market analysis, 2006, nr 1, s. 143-154, rys., tab., bibliogr. s. 154
- Tytuł własny numeru
- Financial markets : principles of modeling forecasting and decision-making
- Słowa kluczowe
- Dolar amerykański (USD), Złoty polski, Kurs walutowy, Teoria kursu walutowego
United States dollar (USD), Polish Zloty, Exchange rates, Exchange rate theory - Abstrakt
- Chapter 10 deals with the empirical analysis of equilibrium real exchange rate of the zloty. The study is important in the perspective of Poland's accession to Eurozone. The most influential exchange rate theories are discussed and empirical findings are also given. It has been shown that the real exchange rate PLN/USD is driven by both monetary and real factors. (fragment of text)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu - Pełny tekst
- Pokaż
- Bibliografia
-
- Kim B.-Y., Korhonen I. (2002), Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models, BOFIT Discussion Papers, 15.
- MacDonald R. (2000), Concepts to Calculate Equilibrium Exchange Rates: An Overview, Frankfurt am Main: Economic Research Group of the Deutsche Bank, Deutsche Bundesbank, Discussion Paper, 3.
- Milo W., Rutkowska M. (2005), Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD, in: Milo W., Wdowiński P. (eds), Issues in Modelling, Forecasting and Decision-Making in Financial Markets, Acta Universitatis Lodziensis, Folia Oeconomica, 192.
- Milo W., Wrzesiński D. (2004), Analiza realnego kursu walutowego, (An Analysis of the Real Exchange Rate), in: Milo W., Wdowiński P. (eds), Rynki finansowe. Prognozy a decyzje (Financial Markets. Forecasts and Decisions), Acta Universitatis Lodziensis, Folia Oeconomica, 177.
- Rawdanowicz L. (2003), The EMU Enlargement and the Choice of the Euro Conversion Rates: Theoretical and Empirical Issues, Warszawa: CASE, Studies and Analyses.
- Rosenberg M. R. (1996), Currency Forecasting. A Guide to Fundamental and Technical Models of Exchange Rate Determination, Chicago, London, Singapore: Irwin Professional Publishing.
- Rubaszek M. (2004), Modelowanie optymalnego poziomu realnego efektywnego kursu złotego. Zastosowanie koncepcji fundamentalnego kursu równowagi (Modelling an Optimal Real Effective Exchange Rate of the Zloty: An Application of the Concept of Fundamental Exchange Rate), Narodowy Bank Polski, Materiały i Studia, 175.
- Williamson J. (1994), Estimating Equilibrium Exchange Rates, Washington: Institute for International Economics.
- Cytowane przez
- Język
- eng
