@misc{Stelmach_Jerzy_Wyznaczanie_2007,
 author={Stelmach, Jerzy},
 year={2007},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria (18); 2007; nr 1151, s. 148-157},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={The ex ante real interest rate - the difference between nominal rates and expected inflation - is a crucial variable in economic decision-making process. Due to nonobservability of expected inflation rate, appropriate measuring of ex ante real interest rate encounters certain difficulties. In this paper, a state-space model was employed in order to estimate unobserved expected real interest rate in Poland between 1999 and 2005. The obtained results are used to verily well-known Fisher effect. },
 type={artykuł},
 title={Wyznaczanie oczekiwanej realnej stopy procentowej w Polsce z wykorzystaniem modelu przestrzeni stanów},
}