Wszystkie pola: Econometric - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Using Business Tendency Surveys for Short-term Forecasting of Macro-categories. An Econometric Approach
Autorzy:: Kokocińska, Małgorzata
Strzała, Krystyna
Powiązania:: https://bibliotekanauki.pl/articles/500106.pdf
Data publikacji:: 2008
Wydawca:: Szkoła Główna Handlowa w Warszawie
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2008, 79; 7-22
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Miękkie wskaźniki stanu gospodarki
Soft indicaiors of economic situation
Autorzy:: Rocki, Marek
Powiązania:: https://bibliotekanauki.pl/articles/500717.pdf
Data publikacji:: 1998
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: Koniunktura gospodarcza, Modele ekonometryczne, Wskaźniki ekonomiczne,Modelowanie miękkie
Business trends, Econometric models, Economic indicators, Soft modelling
Opis:: In this chapter we will consider one of many possible methods of constructing a comprehensive indicator of economic situation on the basis of individual estimates. We will discuss the method of soft modeling. It is based on analysis of relationships between latent variables by which we mean those which are not (or cannot be) directly measured. A soft model consists of two submodels: an internal and external one. Internal model is a system of equations of unobservable (latent) variables; it describes relationships that result from assumed economic theory. External model is a system of relationships between unobservable and observable variables (so-called indicators) which are used to indirectly describe latent variables. We distinguish reflecting and creating indicators. Construction of models of economic situation for Polish and Italian Industries has been described. Specification and estimation results have been compared to show the possibility of analysis of factors influencing economic situation by using soft models. The models presented are based on assumption that among the processes that shape economic situation we can distinguish long-term economic conditions (growth trend), short-term (current) economic conditions, and changes in long-term economic conditions. Specification of indicators is based on IRG and ISCO questionnaires. We assume that futurę economic conditions are significantly influenced by optimists who give favorable answers to questions included in questionnaires. This is the basis for selecting creating indicators. We also assume that reflecting indicators are represented by balances of favorable and unfavorable answers which corresponds to hypothesis that economic conditions are reflected in “average” opinion of entrepreneurs. Results of calculations (estimation of parameters and values of latent variables) suggest that the larger percentage of entrepreneurs form optimistic assessment of orders, the faster economic growth proceeds. In case of short-term economic conditions, creating indicators are the following: current favorable assessments of changes in employment level, output, and overall assessment of economic situation. Changes in long-term economic conditions are reflected in balances of expectations concerning changes in output, orders, export orders, financial standing, and overall assessment of economic situation; they are created, however, by expectations as to output increase and improvement in overall economic situation.
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 1998, 60; 107-127
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Wpływ oczekiwań na kształtowanie się indeksów giełdowych na przykładzie WIG
Expectations and the Stock Exchange Index
Autorzy:: Osińska, Magdalena
Powiązania:: https://bibliotekanauki.pl/articles/500584.pdf
Data publikacji:: 1999
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: Koniunktura gospodarcza, Cykl koniunkturalny, Modele ekonometryczne, Indeks giełdowy
Business trends, Business cycles, Econometric models, Stock market indexes
Opis:: The author presents an econometric model which tries to explain the development of the daily index of Warsaw Stock Exchange by some other variables of the fmancial market, including the actual and expected values of the DM/PLN exchange rate and Dow-Jones index. The results indicate that Warsaw Stock Exchange does not confirm the effective market hypothesis. This would legitimate the attempts at modelling and forecasting of the developments in the stock market.
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 1999, 64; 85-89
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Analiza taksonomiczna w zastosowaniu do badań koniunktury budownictwa
Taxonomic Analysis of Economic Situation in Construction Industry
Autorzy:: Marcinkowska-Lewandowska, Wanda
Powiązania:: https://bibliotekanauki.pl/articles/500640.pdf
Data publikacji:: 1998
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: Koniunktura gospodarcza, Budownictwo, Metody statystyczne, Metody ekonometryczne, Analiza taksonomiczna
Business trends, Construction sector, Statistical methods, Econometric methodology, Taxonomic analysis
Opis:: This chapter contains analysis of questionnaires data base which was built by selecting one of several qualitative characteristics formulated with relation to each of the issues included in the questionnaire. The subject of examination is a set of multi- profile elements. In the initial part of the chapter, a method of division of such a set of objects into subsets including similar objects has been presented. Similarity of the objects is the basis for describing a function of distance between them. Then, by analyzing values of distance function, the entire set is divided into clusters. Research premise is executed in two sections. By calculating the distance between characteristics of analyzed phenomenon, which are represented by items in the questionnaire, a group of similar features - or lack of relationship between features - are determined. Second facet of the analysis consists in determining the distances of multi-profile objects from fixed standards, and division of the set of objects into homogenous layers. In paragraphs that follow, results of research conducted using the above method, and concerning changes in economic situation of Polish construction industry in 1993 - 1997 are shown. On the basis of the questionnaire data from the Institute of Economic Development and obtained from construction enterprises, mutual relationships between measures of economic situation have been examined. Moreover, changes in economic situation of construction enterprises in comparison to their distance from standards of economic situation have been analyzed, both in the entire population of enterprises and in two sectors of construction industry: private and public.
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 1998, 60; 129-150
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

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