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PRACA ORYGINALNA
Monitorowanie ryzyka na rynku nieruchomości mieszkalnych w Polsce
 
Więcej
Ukryj
1
European Central Bank, European Systemic Risk Board Secretariat, Germany
 
 
Data nadesłania: 27-09-2019
 
 
Data ostatniej rewizji: 28-02-2020
 
 
Data akceptacji: 16-04-2020
 
 
Data publikacji: 30-06-2020
 
 
Autor do korespondencji
Magdalena Grothe   

European Central Bank, European Systemic Risk Board Secretariat, Germany
 
 
GNPJE 2020;302(2):5-24
 
SŁOWA KLUCZOWE
KODY KLASYFIKACJI JEL
E32
R31
 
STRESZCZENIE
Artykuł ten stosuje metodę monitorowania ryzyka związanego z sektorem nieruchomości mieszkalnych dla rynku polskiego. Metoda uwzględnia wskaźniki dotyczące trzech wymiarów ryzyka na rynku nieruchomości mieszkalnych: wyceny, zadłużenia gospodarstw domowych i cyklu kredytowego, oraz buduje zagregowaną bezmodelowo miarę ryzyka, która posiada właściwości wczesnego ostrzegania o kryzysie. Artykuł pokazuje, jak można zastosować omawianą metodę monitorowania dla rynku Polski, opisuje dynamikę wskaźników z perspektywy historycznej i ukazuje pozostające luki w danych.
 
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