The inflation impact of selected European Union members on polish inflation

Jarosław Czaja , Łukasz Kuźmiński


The article aims at determining the inflation influence between Poland and selected EU member states. Although for some time the general inflation level in those countries was definitely controllable, the problem seems to be returning. That is why in this article, using the model of Vector AutoRegression (VAR) and Granger causality test, we are attempting to determine inflation influences on Poland. The study confirmed the impact of the selected countries on Polish inflation, expressed the general HICP index. However, in the case of Germany, the method has not proved the existence of such interactions. For this reason, it is made an attempt to clarify the reasons for non-compliance findings with data showing Germany as a Polish main trading partner for more than two decades. The authors try to show that lack of influence can be seen in the excessive generality of the main HICP index and predict that the chosen method confirm the effect of foreign trade indices in the HICP.
Author Jarosław Czaja (ES / DEPaERS)
Jarosław Czaja,,
- Department of Economic Policy and European Regional Studies
, Łukasz Kuźmiński (EaE / IES / MIwE)
Łukasz Kuźmiński,,
- Katedra Metod Ilościowych w Ekonomii
Journal seriesE-Finanse : Financial Internet Quarterly, ISSN 1734-039X, (0 pkt)
Issue year2012
Keywords in Englishinflation, vector autoregression, European integration
Languageen angielski
Score (nominal)0
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