CONFORMABLE ECONOMETRIC MODEL FOR THE EXCHANGE RATE EUR/PLN IN 2000–2006

Malgorzata Madrak-Grochowska
Additional contact information
Malgorzata Madrak-Grochowska: Nicolaus Copernicus University

Equilibrium. Quarterly Journal of Economics and Economic Policy, 2008, vol. 1, issue 1-2, 69-87

Abstract: The main target of this paper was to identify crucial factors of average exchange rate EUR/PLN and analyze their impact on fluctuation of this exchange rate in particular quarters in the years 2000-2006. That study was based on both conformable econometric model’s conception and open economy’s theory. Conducted research has led to the conclusion that the most important bearing on the average exchange rate EUR/PLN in 2000-2006 had the Polish reference rate, financial account of Polish balance of payments and previous average exchange rate EUR/PLN. Moreover, estimated conformable econometric model was used to the forecast average exchange rate EUR/PLN for particular quarters in 2007 and gave satisfactory results.

Keywords: conformable econometric model; exchange rate; EUR/PLN (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.12775/EQUIL.2008.005 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pes:ierequ:v:1:y:2008:i:1-2:p:69-87

Access Statistics for this article

Equilibrium. Quarterly Journal of Economics and Economic Policy is currently edited by Adam P. Balcerzak

More articles in Equilibrium. Quarterly Journal of Economics and Economic Policy from Institute of Economic Research Contact information at EDIRC.
Bibliographic data for series maintained by Adam P. Balcerzak ( this e-mail address is bad, please contact ).