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  • Paper is concerned with causal linkages among stock prices, output and money supply development in the Central and Eastern European countries. The main objective is to investigate and evaluate long-run equilibrium relationships between stock prices and macroeconomic variables as well as short-run dynamics using both the Vector Autoregressive (VAR) and Vector Error Correction (VEC) models in Austria, the Czech Republic, Hungary, Poland, and Slovak Republic. National stock market indices, gross domestic product and money supply are used in this study. In the analysis quarterly data from 1995:Q1 to 2012:Q2 has been applied. We have applied tests for co-integration, it has been discovered that there is a long-run co-integration relationship between variables and we have estimated both the VAR and VEC models, along with comparing the usefulness of VAR and VEC models for the gross domestic product growth modeling. The evidence obtained from the analysis of time series suggests that in all cases we can discover the long-run relationships among variables applied.
  • Paper is concerned with causal linkages among stock prices, output and money supply development in the Central and Eastern European countries. The main objective is to investigate and evaluate long-run equilibrium relationships between stock prices and macroeconomic variables as well as short-run dynamics using both the Vector Autoregressive (VAR) and Vector Error Correction (VEC) models in Austria, the Czech Republic, Hungary, Poland, and Slovak Republic. National stock market indices, gross domestic product and money supply are used in this study. In the analysis quarterly data from 1995:Q1 to 2012:Q2 has been applied. We have applied tests for co-integration, it has been discovered that there is a long-run co-integration relationship between variables and we have estimated both the VAR and VEC models, along with comparing the usefulness of VAR and VEC models for the gross domestic product growth modeling. The evidence obtained from the analysis of time series suggests that in all cases we can discover the long-run relationships among variables applied. (en)
Title
  • The Relationship between stock markets and gross domestic product in the Central and Eastern Europe
  • The Relationship between stock markets and gross domestic product in the Central and Eastern Europe (en)
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  • The Relationship between stock markets and gross domestic product in the Central and Eastern Europe
  • The Relationship between stock markets and gross domestic product in the Central and Eastern Europe (en)
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  • RIV/61989100:27510/12:86087280!RIV14-MSM-27510___
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  • I
http://linked.open...vai/riv/dodaniDat
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  • 164841
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  • RIV/61989100:27510/12:86087280
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  • Stock prices, GDP, money supply, VEC model (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [7A784378D633]
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  • Bratislava
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  • Bratislava
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  • Proceedings of the 7th International Conference on Currency, Banking and International Finance : Does Central and Eastern Europe Cope with the Global Financial Crisis? : 27-28 September 2012, Bratislava, Slovak Republic
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
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  • Kulhánek, Lumír
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000318886500011
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Ekonóm
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  • 978-80-225-3527-4
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  • 27510
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