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Związek między wojną w Ukrainie a kształtowaniem się relacji depozytów do kredytów w bankach w Polsce

Author

Listed:
  • Paweł Węgrzyn

    (Szkoła Główna Handlowa w Warszawie, Katedra Geografii Ekonomicznej)

  • Anna Topczewska

    (Wyższa Szkoła Bankowa w Warszawie)

Abstract

Celem artykułu jest identyfikacja związku między wojną w Ukrainie a kształtowaniem się relacji depozytów do kredytów w bankach w Polsce. Autorzy sformułowali hipotezę badawczą, zgodnie z którą wojna w Ukrainie negatywnie oddziałuje na relację depozytów do kredytów w bankach w Polsce. W celu weryfikacji przyjętej hipotezy badawczej stworzono model autoregresji wektorowej (VAR), który posłużył do przygotowania prognozy poziomu depozytów i kredytów bankowych po inwazji Rosji na Ukrainę. Następnie zweryfikowano, wykorzystując nieparametryczny test znaków rangowych Wilcoxona, czy prognozowane zmienne oraz obliczony na ich podstawie wskaźnik istotnie różniły się od danych rzeczywistych. Wyniki badań potwierdziły negatywny wpływ wojny w Ukrainie na poziom wskaźnika przedstawiającego stosunek depozytów do kredytów w bankach w Polsce.

Suggested Citation

  • Paweł Węgrzyn & Anna Topczewska, 2023. "Związek między wojną w Ukrainie a kształtowaniem się relacji depozytów do kredytów w bankach w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 54(2), pages 129-152.
    • Handle: RePEc:nbp:nbpbik:v:54:y:2023:i:2:p:129-152
    as

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    References listed on IDEAS

    as
    1. Kumbirai Mabwe & Kalsoom Jaffar, 2022. "UK Government controls and loan-to-deposit ratio," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 30(3), pages 353-370, March.
    2. Andrei Panibratov & Shenglong Chen, 2022. "The impact of economic sanctions on the decision of foreign firms to exit from Russia," Chapters, in: Jorma Larimo & Pratik Arte & Carlos M.P. Sousa & Pervez N. Ghauri & José Mata (ed.), Research Handbook on Foreign Exit, Relocation and Re-entry, chapter 8, pages 159-167, Edward Elgar Publishing.
    3. Paul J. J. Welfens, 2022. "Russlands Angriff auf die Ukraine," Springer Books, Springer, number 978-3-658-38855-3, September.
    4. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    5. Paul J. J. Welfens, 2022. "Der Start des Ukraine-Russland-Krieges," Springer Books, in: Russlands Angriff auf die Ukraine, chapter 0, pages 25-48, Springer.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    banki; odpływ depozytów; wojna w Ukrainie; wpływ wojny na banki; relacja depozytów do kredytów;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F3 - International Economics - - International Finance
    • F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • H56 - Public Economics - - National Government Expenditures and Related Policies - - - National Security and War

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