Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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A reliable de facto exchange-rate-regime classification: construction and application to evaluation of a link between exchange rate elasticity and output volatility

2015/17/B/HS4/02681

Keywords:

exchange rate regime output volatility clustering methods dynamic panel models

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_3: Econometrics, statistical methods
  • HS4_13: International economics

Panel:

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

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Kolegium Ekonomii, Finansów i Prawa

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Marek Dąbrowski 

Number of co-investigators in the project: 3

Call: OPUS 9 - announced on 2015-03-16

Amount awarded: 295 530 PLN

Project start date (Y-m-d): 2016-02-25

Project end date (Y-m-d): 2021-02-24

Project duration:: 60 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Komputer przenosny z systemem operacyjnym Windows (5 500 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  • Articles in post-conference publications (2)
  1. Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    International Review of Economics and Finance , Wydawca: Elsevier B.V.
    Status:
    Submitted
    DOI:
    brak - link to the publication
  2. Monetary Independence of Central and Eastern European Economies with Flexible Exchange Rate Regimes
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    Eastern European Economics (rok: 2019, tom: 57, strony: 295–316), Wydawca: Taylor & Francis Group, LLC
    Status:
    Published
    DOI:
    10.1080/00128775.2019.1610897 - link to the publication
  3. Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    The Journal of International Trade & Economic Development (rok: 2020, tom: 29, strony: 821-849), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/09638199.2020.1748692 - link to the publication
  4. A novel approach to the estimation of an actively managed component of foreign exchange
    Authors:
    Marek A. Dąbrowski
    Academic press:
    Economic Modelling (rok: 2021, tom: 96, strony: 83-95), Wydawca: Elsevier B.V.
    Status:
    Published
    DOI:
    10.1016/j.econmod.2020.12.019 - link to the publication
  1. A statistically-based classification of de facto exchange rate regimes
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Conference:
    XI Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia nt. "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
  2. Is there a trade-off between monetary independence and exchange rate stability in Central and Eastern European economies?
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Conference:
    XII Międzynarodowa Konferencja Naukowa im. Profesora Aleksandra Zeliasia nt. "Modelowanie i prognozowanie zjawisk społeczno-gospodarczych" (rok: 2018, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 8-11 maja 2018
    Status:
    Published
    DOI:
    link to the publication

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