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Modelowanie kursu walutowego dla krajów

Modelowanie kursu walutowego dla krajów

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MacDonald R., Ricci L.: PPP and the Balassa Samuelson Effect: the Role of theDistribution Sector; IMF Working Paper WP/01/38, International Monetary Fund,Washington 2001McNown R., Wallace M.: National Price Levels, Purchasing Power Parity andCointegration: a test of four high inflation economies; Journal of International Money andFinance, Vol. 8, Butterworth-Heinemann Ltd., London 1989; s.533-54Mills T.: The econometric modelling of financial time series; Cambridge University Press,Cambridge 1993Pedroni P.: Panel Cointegration; Asymptotic and Finite Sample Properties of PooledTime Series Tests with an Application to the PPP Hypothesis; Indiana University,Indiana 1995Pedroni P.: Asymptotic and Finite Sample Properties of Pooled Time Series Tests withan Application to the PPP Hypothesis; Indiana University, Indiana 2001Rogoff K.: The Purchasing Power Parity Puzzle; Journal of Economic Literature, Vol. 34,Stanford University, Stanford 1996; s. 647-668Rybiński K.: Capital Inflows in Central and Eastern Europe: Inflation, Balance ofPayments and Recommended Policy Responses; Centrum Analiz EkonomicznoSpołecznych, Warszawa 1998Syczewska E.: Analiza Relacji Długookresowych: Estymacja i Weryfikacja; SzkołaGłówna Handlowa, Warszawa 1999.Tomczyńska M.: Exchange Rate Regimes in Transition Economies; Centrum AnalizEkonomiczno Społecznych, Warszawa 199862

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