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Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Relations between sources of real exchange rate fluctuations and effectiveness of exchange rate adjustment mechanism in the face of financial and economic shocks in Central European countries

2012/07/B/HS4/00723

Keywords:

real exchange rate financial and economic crisis structural VAR and VEC models common cyclical features Bayesian analysis

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods
  • HS4_12: Living conditions and standards, income distribution, poverty

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Wydział Ekonomii i Stosunków Międzynarodowych

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Marek Dąbrowski 

Number of co-investigators in the project: 2

Call: OPUS 4 - announced on 2012-09-15

Amount awarded: 172 416 PLN

Project start date (Y-m-d): 2013-07-04

Project end date (Y-m-d): 2017-07-03

Project duration:: 48 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Oprogramowanie: MS Office Professional (2 000 PLN)
  2. Monitor.
  3. komputer przenośny (laptop) (7 000 PLN)

Information in the final report

  • Publication in academic press/journals (3)
  • Articles in post-conference publications (7)
  • Book publications / chapters in book publications (1)
  1. Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Academic press:
    Economic Modelling (rok: 2016, tom: 58, strony: 249-262), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.econmod.2016.05.013 - link to the publication
  2. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries
    Authors:
    Marek A. Dąbrowski, Justyna Wróblewska
    Academic press:
    International Economics (rok: 2020, tom: In press, strony: ), Wydawca: Elsevier
    Status:
    Accepted for publication
    DOI:
    10.1016/j.inteco.2020.03.002 - link to the publication
  3. Sources of real exchange rate variability in Central and Eastern European countries: Evidence from structural Bayesian MSH-VAR models
    Authors:
    Marek A. Dąbrowski, Łukasz Kwiatkowski, Justyna Wróblewska
    Academic press:
    Central European Journal of Economic Modelling and Econometrics , Wydawca: Polish Academy of Sciencies - Lodz Branch
    Status:
    Submitted
    DOI:
    brak - link to the publication
  1. Financial shocks and real exchange rate movements in Poland and Slovakia in the global financial crisis
    Authors:
    Justyna Wróblewska i Marek A. Dąbrowski
    Conference:
    32nd International Conference: Mathematical Methods in Economics, MME 2014 (rok: 2014, ), Wydawca: Palacký University, Olomouc
    Data:
    konferencja 10-12 września 2014
    Status:
    Published
    DOI:
    link to the publication
  2. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    MPRA Paper No. 93813 (rok: 2019, ), Wydawca: MPRA Paper No. 93813
    Data:
    konferencja 9 maja 2019
    Status:
    Published
    DOI:
    link to the publication
  3. Exchange rate regime and sensitivity to economic and financial shocks in Central European countries
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    X Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia: Modelowanie i prognozowanie zjawisk społeczno-gospodarczych (rok: 2016, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 10-13 maja 2016
    Status:
    Published
    DOI:
    link to the publication
  4. Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    MPRA Paper No. 61441 (rok: 2015, ), Wydawca: MPRA Paper No. 61441
    Data:
    konferencja 18 stycznia 2015
    Status:
    Published
    DOI:
    link to the publication
  5. Financial shocks as a cause of real exchange rate fluctuations in Poland – evidence from the Bayesian structural VAR models
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    VIII Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia: Modelowanie i prognozowanie zjawisk społeczno-gospodarczych (rok: 2014, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 6-9 maja 2014
    Status:
    Published
    DOI:
    link to the publication
  6. Insulating property of the exchange rate regime in Central and Eastern European countries
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    XI Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia: Modelowanie i prognozowanie zjawisk społeczno-gospodarczych (rok: 2017, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 9-12 maja 2017
    Status:
    Published
    DOI:
    link to the publication
  7. Has exchange rate flexibility of the Polish zloty been conducive to shock absorption?
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Conference:
    IX Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia: Modelowanie i prognozowanie zjawisk społeczno-gospodarczych (rok: 2015, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 12-15 maja 2015
    Status:
    Published
    DOI:
    link to the publication
  1. Przyczyny wahań realnego kursu walutowego w Polsce – wyniki badań z wykorzystaniem bayesowskich strukturalnych modeli VAR
    Authors:
    Marek A. Dąbrowski i Justyna Wróblewska
    Book:
    Perspektywy integracji gospodarczej i walutowej w Unii Europejskiej w czasach kryzysu (rok: 2013, tom: -, strony: 119-129), Wydawca: Wydział Nauk Ekonomicznych Uniwersytetu Warszawskiego
    Status:
    Published

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