Causal relations between nominal exchange rates and their fundamentals in European emerging economies – an approach based on the class of present-value models.

The National Science Centre – 2013/11/B/HS4/00489 (2014 -2015).

Principal Investigator: dr Dąbrowski Marek; Key Investigator: dr Monika Papież, dr Śmiech Sławomir

2015

Dąbrowski, M.A., Papież, M., Śmiech, S. 2015. Causal relations between nominal exchange rates and monetary fundamentals in Central and Eastern European countries. The Economics of Transition 23 (1), 45–73  http://onlinelibrary.wiley.com/enhanced/doi/10.1111/ecot.12055/ (MNiSW-25 pkt) (IF 5year 1.051).

2014

Dąbrowski, M.A., Papież, M., Śmiech, S. 2014. Exchange rates and monetary fundamentals in CEE countries: evidence from a panel approach. Journal of Macroeconomics 41, 148 – 159 http://dx.doi.org/10.1016/j.jmacro.2014.05.005  (MNiSW-25 pkt) (IF 5year 0.968).

Dąbrowski, M.A., Papież, M., Śmiech, S. 2014.  Are exchange rates in CEE countries driven by monetary fundamentals? Evidence from a panel approach, in: Talašová, J., Stoklasa, J., Talášek, T., (eds.) Proceedings of 32nd International Conference Mathematical Methods in Economics. Faculty of Science Palacký University, Olomouc, Olomouc, Czech Republic, 145 -150. PDF http://www.mme2014.upol.cz/downloads/MME_2014_Proceedings.pdf