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Issue 30/2013
The CEA states that the primary version is the paper one.
Maciej Gałecki
Hipoteza neutralności pieniądza w Polsce i w strefie euro
Streszczenie
Artykuł dotyczy testowania długookresowej hipotezy neutralności pieniądza (LRN) dla Polski i dla strefy euro. Do tego celu zostały użyte: test ADF, strukturalny model VAR (SVAR), skumulowane odpowiedzi funkcji na impuls. W badaniu łącznym dla Polski i strefy euro wykorzystano test Ima, Pesarana i Shina (IPS) oraz test Levin–Lin–Chu oraz dynamiczne modele panelowe estymowane przy pomocy jednostopniowego estymatora GMM pierwszych różnic Arellano i Bonda (FDGMM1).
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The hypothesis of money neutrality in Poland and in the eurozone
Abstract
This article relates testing of Long-Run Monetary Neutrality (LRN) for Poland and Euro Area. To do this taken: ADF test, Structural VARs, Cumulated Impulse Response Functions (IRFs). In research of Euro Area were used Im, Pesaran and Shin test (IPS) and Levin–Lin–Chu test as well as panel models which were estimated using weighted least squares method estimator.
Article: PDF
Table of contents of issue 30
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