Exchange rate Modeling - A Fundamental Analysis for Poland

Kazimierz Krauze
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Kazimierz Krauze: Maritime Academy Gdynia, Poland

Chapter 13 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 1, pp 187-202 from University of Lodz

Abstract: hapter 13 deals with fundamental analysis of PLN/USD and PLN/EUR exchange rates. The following theories have been empirically assessed: interest rate parity, purchasing power parity, asset market model, and the balance of payments model. The models have been verified with unit root and cointegralion methodology, including structural breaks. It has been found that dynamic models perform better then static models.

Keywords: Exchange rates; Economic process modeling; Fundamental analysis (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2006:n:01:ch:13:mon

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