| dc.contributor.author | Wdowiński, Piotr | |
| dc.date.accessioned | 2015-07-03T07:24:05Z | |
| dc.date.available | 2015-07-03T07:24:05Z | |
| dc.date.issued | 2013 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/10549 | |
| dc.description.abstract | 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 banking sector as well as main macroeconomic
indicators. The role of macroprudential policy is also discussed. The impulse responses and
variance decomposition make it possible to draw conclusions. The main result is that there are
strong interconnections between the banking sector and the real side. An important aspect of the
analysis is the observed drop of GDP below a potential due to higher capital requirements but the
loss to GDP growth is minor. | pl_PL |
| dc.description.abstract | Analiza opiera się na modelu wektorowej autoregresji (VAR) do badania wpływu sektora
bankowego w Polsce na sferę realną. Model obejmuje podstawowe zmienne dla sektora
bankowego – współczynnik wypłacalności oraz wskaźnik kredytów z utratą wartości – oraz
główne wskaźniki makroekonomiczne. Podano również kontekst polityki makroostrożnościowej.
Analiza funkcji reakcji oraz dekompozycji wariancji pozwoliła na wyciągnięcie wniosków, iż
istnieją silne wzajemne powiązania między sektorem bankowym a sferą realną. Zaobserwowano
spadek PKB poniżej produktu potencjalnego na skutek wyższych wymogów kapitałowych, jednak
ograniczenie wzrostu gospodarczego było nieznaczne. | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis, Folia Oeconomica;295 | |
| dc.subject | banking sector | pl_PL |
| dc.subject | macroeconomy | pl_PL |
| dc.subject | macroprudential policy | pl_PL |
| dc.subject | capital requirements | pl_PL |
| dc.subject | VAR model | pl_PL |
| dc.title | Banking Sector and Real Economy of Poland – Analysis with a VAR Model | pl_PL |
| dc.title.alternative | Sektor bankowy i sfera realna gospodarki Polski – analiza na podstawie modelu VAR | pl_PL |
| dc.type | Article | pl_PL |
| dc.page.number | [25]-43 | pl_PL |
| dc.contributor.authorAffiliation | University of Łodz, Institute of Econometrics, Department of Econometrics | pl_PL |
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