Kształtowanie się kursu korony szwedzkiej wobec podstawowych walut światowych

• Authors: Stanisław Gędek

Title variants

EN

The behaviour of Swedish Krona exchange rates

• Languages of publication: PL

Abstracts

PL

Celem pracy była analiza zachowania kursu korony szwedzkiej wobec walut światowych. Jako narzędzie analizy wykorzystany został model VAR. Otrzymane wyniki wskazują, że w badanym okresie korona szwedzka pozostawała pod wpływem euro, jednakże wpływ ten stawał się coraz słabszy. Zmienność kursów dolara w znacznie mniejszym stopniu wpływała na kursy korony szwedzkiej.

EN

The aim of the paper was the analysis of the behaviour of Swedish krona (SEK) exchange rates. The tool of analysis was a VAR model. The analysis has shown that SEK exchange rates were and determined to a large extend by the variability of euro exchange rates. The influence of US dollar exchange rates was much less significant.

Keywords

PL

kursy walutowe; korona szwedzka; kointegracja; model VAR; funkcja odpowiedzi na impuls

EN

exchange rates; Swedish krona; VAR model; impulse response function

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2012
• Volume: 13
• Issue: 3
• Pages: 79-88

Dates

published

2012

Contributors

author

Stanisław Gędek

• Katedra Ekonomii, Politechnika Rzeszowska

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