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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 348(3)/2020
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  • Czasopisma naukowe | Scientific Journals
  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 348(3)/2020
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AuthorPietraszewski, Piotr (1)Subject
autoregresja wektorowa (1)
cointegration (1)error correction model (1)
Gross Domestic Product (1)
kointegracja (1)model korekty błędem (1)produkt krajowy brutto (1)vector autoregression (1)WIG (1)... View MoreDate Issued2020 (1)Has File(s)Yes (1)

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Studying the Stock Market – Economic Activity Nexus in Poland with a VAR‑VECM Approach 

Pietraszewski, Piotr (Wydawnictwo Uniwersytetu Łódzkiego, 2020-06-22)
The paper discusses the links between stock market performance and real economic activity and presents results of an empirical inquiry into dynamic relationships between the main stock index quoted on the Warsaw Stock ...

University of Lodz Repository

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University of Lodz Repository

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