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Modele kursów walutowych

dc.contributor.authorWdowiński, Piotr
dc.date.accessioned2022-01-21T14:42:39Z
dc.date.available2022-01-21T14:42:39Z
dc.date.issued2010
dc.identifier.citationWdowiński P., Modele kursów walutowych, Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2010, https://doi.org/10.18778/7525-466-2pl_PL
dc.identifier.isbn978-83-7525-466-2
dc.identifier.urihttp://hdl.handle.net/11089/40474
dc.descriptionNiniejsza monografia stanowi podsumowanie badań autora nad własnościami teoretycznymi i praktycznymi modeli kursu złotego. Badania nad kursami złotego zostały rozpoczęte w ramach rozprawy doktorskiej. Wówczas dotyczyły one historycznych form kształtowania się kursu walutowego złotego w latach 1990-1996 i prowadzone były z perspektywy zmian reżimów kursowych w Polsce. Jednym z ważniejszych zagadnień w rozprawie doktorskiej była efektywność polityki pieniężnej i fiskalnej w różnych systemach kursu walutowego. Prezentowana praca zawiera zaś pewną syntezę różnych modeli kursów walutowych oraz ich walorów aplikacyjnych. Składa się ze wstępu, ośmiu rozdziałów, czterech załączników i spisu literatury. Głównym celem rozprawy jest przedstawienie podstawowych, makroekonomicznych modeli kursów walutowych przez pryzmat związków długookresowych pomiędzy zmiennymi i ich krótkookresowej dynamiki. Wybrane modele poddano weryfikacji empirycznej.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.subjectrynek pieniężnypl_PL
dc.subjectrynek walutowypl_PL
dc.subjecthandel zagranicznypl_PL
dc.subjectrynek kapitałowypl_PL
dc.subjectinflacjapl_PL
dc.subjectstopy procentowepl_PL
dc.titleModele kursów walutowychpl_PL
dc.title.alternativeRozprawa habilitacyjna napisana w Katedrze Ekonometrii Uniwersytetu Łódzkiegopl_PL
dc.typeBookpl_PL
dc.rights.holder© Copyright by Piotr Wdowiński, Łódź 2010pl_PL
dc.page.number404pl_PL
dc.contributor.authorAffiliationUniwersytet Łódzkipl_PL
dc.identifier.eisbn978-83-7969-048-0
dc.contributor.authorBiographicalnoteDr Piotr Wdowiński jest adiunktem w Katedrze Ekonometrii (Instytut Ekonometrii) Uniwersytetu Łódzkiego. Jego zainteresowania badawcze skupiają się na teoriach i modelach kursów walutowych, zastosowaniach ekonometrii w makroekonomicznym modelowaniu strukturalnym, prognozowaniu zmiennych finansowych. Jest twórcą systemów eksperckich: easyRely (Enhanced Algorithm for SYstematic REgression anaLYsis) oraz fineSys (FINancial Econometric SYStem). Pierwszy służy do wspomagania klasycznej analizy regresji, drugi zaś do automatyzacji procesu prognozowania zmiennych finansowych, głównie indeksów giełdowych, kursów akcji i kursów walutowych. Dr Piotr Wdowiński jest autorem i współautorem 20 artykułów, w tym 3 opublikowanych w książkach zagranicznych, oraz współredaktorem naukowym 23 książek. Autor prezentował wyniki swoich badań podczas ponad 20 konferencji krajowych i międzynarodowych. W 1998 r. obronił rozprawę doktorską pt. Polityka kursu walutowego złotego w świetle integracji europejskiej, napisaną pod kierunkiem prof. Władysława Milo. W latach 1995–2002 wykonał przekład czterech książek z jęz. angielskiego o tematyce finansowo-ubezpieczeniowej dla Wydawnictwa ZNAK oraz Wydawnictwa Naukowego PWN. W 2004 r. sporządził analizę ekspercką dla Ministerstwa Finansów pt. Ocena impulsu cenowego z giełd paliwowych na świecie na rynek w Polsce. W latach 1996– 2009 uczestniczył w siedmiu projektach naukowych, finansowanych przez Komitet Badań Naukowych, Ministerstwo Nauki i Szkolnictwa Wyższego oraz Komisję Europejską w ramach programu ACE-PHARE. W latach 2006–2008 kierował projektem badawczym nr N111 026 31/3796 pt. Kurs walutowy i handel zagraniczny jako czynniki wzrostu gospodarczego. Ekonometryczna analiza krótko- i długookresowych mechanizmów dostosowawczych w polskiej gospodarce. Za osiągnięcia naukowe otrzymał nagrodę Rektora UŁ, zespołową stopnia pierwszego, za podręcznik pt. Prognozowanie i symulacja. Autor od 16 lat prowadzi zajęcia dydaktyczne na kierunkach: finanse i rachunkowość oraz informatyka i ekonometria. W latach 2005– 2008 był delegatem do Rady Wydziału Ekonomiczno-Socjologicznego UŁ.pl_PL
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dc.identifier.doi10.18778/7525-466-2
dc.disciplineekonomia i finansepl_PL


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