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How do individual forecasters change their views? An analysis with micro panel data
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
This paper scrutinizes the behavior of individual forecasters included in the
Consensus Forecast inflation data for the US. More precisely, we try to determine whether
individual forecasters deviate systematically from ...
Credit risk of FX loans in Poland. Interest and FX rate Dependence
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
One of important financial stability risks in Poland is relatively high share of bank
loans denominated in foreign currency extended to unhedged borrowers. Banks engaged in FX
lending are exposed to indirect exchange ...
Institutional Causes of the Global Banking Crisis and the Emergence of Macro-Prudential Countercyclical Policy
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
The recent global banking crisis was caused by an intertwined process consisting
of the emergence of universal financial conglomerates, the development of global interbank money
markets, and of regulatory capture leading ...
Introduction
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
Banking Sector and Real Economy of Poland – Analysis with a VAR Model
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
The chapter introduces a vector autoregressive model to study impacts of the
banking sector in Poland on the real macroeconomic processes. The model includes variables that
capture capital adequacy and credit risk in the ...
Notes on some optimal monetary policy rules: the case of Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
The paper contains results concerning theoretical and practical utility of a simple
optimal control model describing monetary policy rules. Solving this model enables to find useful
forms of optimal monetary rules for ...