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Kurs złoty/euro: teoria i empiria

dc.contributor.authorKelm, Robert
dc.date.accessioned2019-09-03T10:47:24Z
dc.date.available2019-09-03T10:47:24Z
dc.date.issued2013
dc.identifier.citationKelm R., Kurs złoty/euro: teoria i empiria, Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2013, doi: 10.18778/7525-821-9pl_PL
dc.identifier.isbn978-83-7525-821-9
dc.identifier.urihttp://hdl.handle.net/11089/30048
dc.descriptionW monografii przedstawiono wyniki ekonometrycznej analizy potencjalnych zagrożeń, jakie może napotykać polityka gospodarcza przy realizacji kryterium stabilności kursu złoty/euro w ramach mechanizmu ERM2. Przy wykorzystaniu metod ekonometrycznych podjęto próbę konstrukcji modelu kursu złoty/euro w okresie obowiązywania reżimu kursu płynnego. Weryfikacji empirycznej poddane zostały najważniejsze teoretyczne modele kursów walutowych, a ostatecznym wynikiem badań jest empiryczny model kursu złoty/euro opisujący warunki równowagi rynku walutowego w różnych horyzontach czasowych. Wyniki potwierdzają, iż czynnikiem decydującym o krótkookresowych wahaniach kursu złoty/euro są wahania ryzyka walutowego indukowanego przez nierównowagę w sektorze fiskalnym i ryzyko globalne. Najważniejszymi determinantami kursu złoty/euro w dłuższych horyzontach czasowych są zmiany produktywności czynników produkcji wynikające z napływu bezpośrednich inwestycji zagranicznych oraz narastające zadłużenie zagraniczne.pl_PL
dc.description.sponsorshipUdostępnienie publikacji Wydawnictwa Uniwersytetu Łódzkiego finansowane w ramach projektu „Doskonałość naukowa kluczem do doskonałości kształcenia”. Projekt realizowany jest ze środków Europejskiego Funduszu Społecznego w ramach Programu Operacyjnego Wiedza Edukacja Rozwój; nr umowy: POWER.03.05.00-00-Z092/17-00.pl_PL
dc.language.isoplpl_PL
dc.publisherWydawnictwo Uniwersytetu Łódzkiegopl_PL
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Międzynarodowe*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectinflacjapl_PL
dc.subjectzłotypl_PL
dc.subjecteuropl_PL
dc.subjectkursy walutowepl_PL
dc.subjectryzyko walutowepl_PL
dc.subjectpolityka gospodarczapl_PL
dc.titleKurs złoty/euro: teoria i empiriapl_PL
dc.typeBookpl_PL
dc.rights.holderCopyright by Uniwersytet Łódzki, Łódź 2013pl_PL
dc.page.number500pl_PL
dc.contributor.authorAffiliationUniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny, Instytut Ekonometrii, Katedra Modeli i Prognoz Ekonometrycznychpl_PL
dc.contributor.authorBiographicalnoteDoktor Robert Kelm jest adiunktem w Katedrze Modeli i Prognoz Ekonometrycznych Uniwersytetu Łódzkiego. W roku 2000 obronił pracę doktorską Ekonometryczne modele rozkładów opóźnień pod kierunkiem prof. zw. dr. hab. Aleksandra Welfe. W początkowym okresie pracy naukowej, obejmującym lata 1993–1999, autor współuczestniczył w konstrukcji i wykorzystaniu do analiz symulacyjnych modeli kwartalnych gospodarki Polski serii WK konstruowanych pod kierunkiem prof. zw. dr. hab. Władysława Welfe. Jednocześnie prowadził badania w zakresie szacunków nieobserwowalnych makrozmiennych gospodarczych. W okresie późniejszym zainteresowania autora koncentrowały się na wykorzystaniu dynamicznych modeli ekonometrycznych i analizy kointegracyjnej w modelowaniu kursu złotego i inflacji cen i płac w Polsce. W latach 2003–2004 autor prowadził indywidualne badania w ramach grantu KBN Alternatywne polityki monetarne w okresie stabilizowania kursu złotego wobec euro (2 H02B 009 25), a w latach 2004–2005 i 2009–2010 był kierownikiem i głównym wykonawcą grantów przyznanych w ramach Global Development Network. Odbył dwa staże naukowe w Uniwersytecie Kopenhaskim. Autor jest laureatem zespołowych nagród Polskiej Akademii Nauk, Ministra Edukacji Narodowej, trzech nagród Rektora Uniwersytetu Łódzkiego i dwóch nagród Dziekana Wydziału Ekonomiczno-Socjologicznego UŁ. W latach 1994–2000 był delegatem do Rady Wydziału Ekonomiczno-Socjologicznego Uniwersytetu Łódzkiego. Aktywność zawodowa autora obejmuje bezpośrednią współpracę z instytucjami centralnymi. W latach 2001–2009 był radcą ministra w Departamencie Polityki Finansowej, Analiz i Statystyki w Ministerstwie Finansów, a od kwietnia 2009 roku jest doradcą w Narodowym Banku Polskim.pl_PL
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dc.identifier.doi10.18778/7525-821-9


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