Application of Panel Data Models to Exchange Rates’ Modeling for Scandinavian and Central and Eastern European Countries

dc.contributor.author	Górecka, Dorota	pl
dc.contributor.author	Śliwicki, Dominik	pl
dc.date.accessioned	2014-11-07T08:50:45Z
dc.date.available	2014-11-07T08:50:45Z
dc.date.issued	2009-07-18	pl
dc.description.abstract	In the paper the purchasing power parity (PPP) theory for 6 states belonging to OECD, namely Denmark, Norway, Sweden, Poland, Czech Republic and Hungary, was examined. In order to do that the IPS panel unit root test was employed. After establishing that the exchange rates permanently deviate from the long-term equilibrium rate and the PPP theory is at variance with the data, two panel models were estimated to identify factors that influence exchange rates of Scandinavian and CEFTA countries.	en
dc.identifier.citation	Dynamic Econometric Models, Vol. 9, pp. 51-60	pl
dc.identifier.issn	1234-3862	pl
dc.identifier.other	doi:10.12775/DEM.2009.005	pl
dc.identifier.uri	http://repozytorium.umk.pl/handle/item/2235
dc.language.iso	eng	pl
dc.rights	Attribution-NoDerivs 3.0 Poland	pl
dc.rights	info:eu-repo/semantics/openAccess	pl
dc.rights.uri	http://creativecommons.org/licenses/by-nd/3.0/pl/	pl
dc.subject	purchasing power parity	en
dc.subject	long-term equilibrium exchange rate	en
dc.subject	panel models with fixed individual effects	en
dc.title	Application of Panel Data Models to Exchange Rates’ Modeling for Scandinavian and Central and Eastern European Countries	pl
dc.type	info:eu-repo/semantics/article	pl

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