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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Causal relations between nominal exchange rates and their fundamentals in European emerging economies - an approach based on the class of present-value models

2013/11/B/HS4/00489

Keywords:

monetary exchange rate model emerging European countries bootstrap panel Granger causality cross-sectional dependence

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: 4

Call: OPUS 6 - announced on 2013-09-16

Amount awarded: 99 725 PLN

Project start date (Y-m-d): 2014-07-10

Project end date (Y-m-d): 2016-01-09

Project duration:: 18 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. komputer przenośny (wraz z systemem operacyjnym Windows) (4 902 PLN)
  2. urządzenie wielofunkcyjne (591 PLN)

Information in the final report

  • Publication in academic press/journals (3)
  • Articles in post-conference publications (1)
  1. Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    Journal of Macroeconomics (rok: 2014, tom: 41, strony: 148-159), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmacro.2014.05.005 - link to the publication
  2. Causal relations between nominal exchange rates and monetary fundamentals in Central and Eastern European countries
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    Economics of Transition (rok: 2015, tom: 23(1), strony: 45-73), Wydawca: Wiley-Blackwell
    Status:
    Published
    DOI:
    10.1111/ecot.12055 - link to the publication
  3. Uncovering the link between a flexible exchange rate and fundamentals: the case of Central and Eastern European economies
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Academic press:
    Applied Economics , Wydawca: Taylor & Francis
    Status:
    Accepted for publication
    DOI:
    10.1080/00036846.2017.1394974 - link to the publication
  1. Are exchange rates in CEE countries driven by monetary fundamentals? Evidence from a panel approach
    Authors:
    Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech
    Conference:
    32nd International conference on Mathematical Methods in Economics (rok: 2014, ), Wydawca: Palacký University (ISBN: 978-80-244-4209-9)
    Data:
    konferencja 10-12.09.2014
    Status:
    Published
    DOI:
    link to the publication

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