Identification of Financial and Macroeconomic Shocks in a Var Model of the Polish Economy. A Stability Analysis
Dynamic macroeconomic models (both VAR and DSGE) currently play a very significant role in macroeconomic modelling. But these types of models rarely take into account the impact of financial markets on the behaviour of economies, they are rather more focused on the monetary transmission mechanism. T...
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| Format: | Article |
| Language: | English |
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Sciendo
2018-04-01
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| Series: | Economics and Business Review |
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| Online Access: | https://doi.org/10.18559/ebr.2018.1.3 |