PL EN


2013 | 159 | 51-72
Article title

Analiza zależności przyczynowych rozwoju gospodarczego polski i wybranych państw unii europejskiej

Content
Title variants
EN
Causality Analysis of the Polish Economic Development and Selected European Union Countries
Languages of publication
PL
Abstracts
EN
The study examines the development of the Polish economy as well as the economies of selected European Union countries in the period from 1949 to 2006. Models based on GDP growth in particular countries were also built. Much space is devoted to a comparative analysis of the development of economies in the countries concerned. A BEKK multivariate GARCH model was built, which allowed for defining a multivariate ARCH effects. Much space is devoted to the theory of the construction of the VECH secondary model and its estimation method. The causality of the impact that economies exert on one another was examined and the occurrence of the multivariate ARCH effect was verified by means of Hosking test.
Year
Volume
159
Pages
51-72
Physical description
Contributors
References
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  • Hosking J. (1980): The Multivariate Portmanteau Statistic. "Journal of American Statistical Association".
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  • Terasvirta T., Tjøstheim D., Granger C.W.J. (2010): Modeling Nonlinear Economic Time Series. Oxford University, Oxford.
  • Wang P. (2003): Financial Econometrics. Methods and Models. Routledge Chapman& Hall, London.
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Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-0ebfc8a8-70ac-4155-9ed6-d7ef3b7d729e
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