The Role of Domestic and External Shocks in Poland : Results from an Agnostic Estimation Procedure /

This paper discusses interlinkages between Poland and the euro zone using a simple and agnostic econometric approach. Specifically, we estimate a trend-cycle VAR model using data for real and nominal variables, imposing powerful but uncontroversial assumptions that allow us to identify how external...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Andrle, Michal
Άλλοι συγγραφείς: Garcia-Saltos, Roberto, Ho, Giang
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 2013.
Σειρά:IMF Working Papers; Working Paper ; No. 2013/220
Διαθέσιμο Online:Full text available on IMF
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100 1 |a Andrle, Michal. 
245 1 4 |a The Role of Domestic and External Shocks in Poland :   |b Results from an Agnostic Estimation Procedure /  |c Michal Andrle, Roberto Garcia-Saltos, Giang Ho. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2013. 
300 |a 1 online resource (22 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper discusses interlinkages between Poland and the euro zone using a simple and agnostic econometric approach. Specifically, we estimate a trend-cycle VAR model using data for real and nominal variables, imposing powerful but uncontroversial assumptions that allow us to identify how external factors affect the evolution of business cycles in Poland in the period 1999-2012. Our results suggest that developments in the euro zone can explain about 50 percent of poland's output and interest rate business cycle variance and about 25 percent of the variance of inflation. 
538 |a Mode of access: Internet 
700 1 |a Garcia-Saltos, Roberto. 
700 1 |a Ho, Giang. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2013/220 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2013/220/001.2013.issue-220-en.xml  |z IMF e-Library