Tanulmányok

Pénzügyi hatások és a mezőgazdasági árak túlszaladása Magyarországon

Megjelent:
June 18, 2012
Szerző
Megtekintés
Kulcsszavak
How To Cite
Kiválasztott formátum: APA
Bakucs, Z. (2012). Pénzügyi hatások és a mezőgazdasági árak túlszaladása Magyarországon. Competitio, 11(1), 39-49. https://doi.org/10.21845/comp/2012/1/3
Absztrakt

A tanulmány a Saghaian és társai (2002) által kidolgozott elméleti modell alapján elemzi a magyar nemzetgazdasági ágazatok váratlan pénzkínálati sokkokra adott válaszát. Az empirikus elemzésben Johansen-féle kointegrációs eljárást és hibakorrekciós modellt alkalmazunk, hogy kiderítsük, vajon a mezőgazdasági árak túlszaladnak-e hosszú távú egyensúlyi pályájukon. Eredményeink azt mutatják, hogy a mezőgazdasági szektor árai gyorsabban igazodnak a makrogazdasági környezet, konkrétabban a pénzkínálat változásához, mint az ipar árindexei, rövid távon befolyásolva a relatív árakat, ellenben a szigorú értelemben vett hosszú távú pénzsemlegesség hipotézist elvetjük.

Journal of Economic Literature (JEL) kód: C32, E51, P22 és Q11

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