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In this paper I estimate a Bayesian structural VAR models for the Czech Republic and Poland, allowing for changes in parameters between the two monetary policy arrangements. The four-variables structural VAR methodology adopted in the study is successful in identifying monetary policy shocks and...
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The significant depreciation of the Polish zloty in the second half of 2011, difficult to explain by fundamentals, was accompanied by a large increase in exchange rate volatility. The foreign exchange interventions carried out by the National Bank of Poland at that time were aimed at reducing...
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