期刊名称：Acta Universitatis Lodziensis. Folia Oeconomica
印刷版ISSN：0208-6018
出版年度：2016
卷号：2016
期号：4
页码：67-87
DOI：10.18778/0208-6018.324.05
语种：Polish
出版社：Lodz University Press
摘要：The purpose of study was to analyze a reaction of polish economy for inflationary shock.Study concerned Polish economy from 1998 to 2013.A New Keynesian DSGE model for closed economy was employed.Different levels of autoregression of shocks were also checked. Reaction of variables was illustrated with a usage of impulse response functions (IRF).Results show that as level of autocorrelation of inflationary shock rises,the magnitude and time of return ing to steady-state increases.
其他摘要：The purpose of study was to analyze a reaction of polish economy for inflationary shock.Study concerned Polish economy from 1998 to 2013.A New Keynesian DSGE model for closed economy was employed.Different levels of autoregression of shocks were also checked. Reaction of variables was illustrated with a usage of impulse response functions (IRF).Results show that as level of autocorrelation of inflationary shock rises,the magnitude and time of return ing to steady-state increases.
关键词：monetary policy;inflationary shocks;DSGE models;impulse response function
其他关键词：monetary policy;inflationary shocks;DSGE models;impulse response function
