The Impact of Foreign Shocks on the Polish Economy

• Autorzy: Anna Sznajderska

Warianty tytułu

Wpływ szoków zagranicznych na polską gospodarkę

• Języki publikacji: EN

Abstrakty

EN

This study concerns the impact of foreign shocks on the Polish economy. We consider output shocks from China, the euro area, and the United States. We estimate structural vector autoregressive (SVAR) models with the level of foreign economic activity as an endogenous variable and foreign output shock as an exogenous variable. We identify foreign output shocks outside the model. Our results indicate that a euro-area output shock has the strongest effect on the Polish economy. Meanwhile, the spillover effects from China are similar for Poland and the euro area.(original abstract)

Słowa kluczowe

PL

Efekty zewnętrzne; Transmisja zjawisk szokowych; Zmienne makroekonomiczne; Strefa euro; Modele autoregresji; Badanie zależności makroekonomicznych; Zmienna objaśniająca; Zmienna objaśniana

EN

Spillover effects; Transmission of shocks; Macroeconomic variables; Eurozone; Autoregression models; Research of macroeconomic relationships; Exogenous variable; Endogenous variable

• Czasopismo: Gospodarka Narodowa
• Rocznik: 2021
• Numer: nr 1
• Strony: 33-52

Twórcy

autor

Anna Sznajderska

• SGH Warsaw School of Economics, Poland

Bibliografia

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Identyfikatory

DOI

10.33119/GN/132486