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Wyświetlanie 1-15 z 358
Tytuł:
Residential electricity consumption in Poland
Autorzy:
Ropuszyńska-Surma, E.
Węglarz, M.
Powiązania:
https://bibliotekanauki.pl/articles/406401.pdf
Data publikacji:
2016
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
forecasting
demand forecasting
econometric model
electricity consumption
HDD index
Opis:
Key factors influencing electricity consumption in the residential sector in Poland have been identified. A fixed-effects model was used, which includes time effects, and a set of covariates, based on the model developed by Houthakker et al. This model estimates electricity demand by using lagged values of the dependent variable along with current and lagged values of electricity prices, and other variables that affect electricity demand such as: population, economic growth, income per capita, price of related goods, etc. The model has been identified according to the research results of the authors and those obtained by Bentzen and Engsted. The set of covariates was extended to the lagged electricity price given by a tariff (taken from two years previous to the time of interest) and heating degree days index, a very important factor in European Union countries, where the climate is temperate. The authors propose four models of residential electricity demand, for which a confidence interval of 95% has been assumed. Estimation was based on Polish quarterly data for the years 2003–2013.
Źródło:
Operations Research and Decisions; 2016, 26, 3; 69-82
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecast for the Development of the International Freight Transport Market in Poland Until 2030
Autorzy:
Dorosiewicz, Sławomir
Waśkiewicz, Jerzy
Powiązania:
https://bibliotekanauki.pl/articles/503668.pdf
Data publikacji:
2018
Wydawca:
Międzynarodowa Wyższa Szkoła Logistyki i Transportu
Tematy:
Freight transport
Forecasting
Opis:
This paper includes the forecasts of the volume of transport performance (in tonne-kilometres) of Polish international truck transport up to 2030.
Źródło:
Logistics and Transport; 2018, 40, 4; 103-110
1734-2015
Pojawia się w:
Logistics and Transport
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reference class forecasting in Icelandic transport infrastructure projects
Referenzklasse vorhersage in Icelandic infrastruktur projekts
Autorzy:
Fridgeirsson, T. V.
Powiązania:
https://bibliotekanauki.pl/articles/374328.pdf
Data publikacji:
2016
Wydawca:
Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
Tematy:
optimism bias
planning fallacies
cost forecasting
reference class forecasting
transportation projects
Opis:
Previous studies have indicated that the majority of infrastructure projects have cost overruns. The root causes are traced to political, technical and psychological reasons at the initial stage of the project. The consequence is either unintentional overoptimistic forecasting of perceived results or calculated interpretation of facts in favour of personal and political interests. These phenomena are called planning fallacies and strategic misrepresentation, respectively. A step-wise procedure to avoid planning fallacies and strategic misrepresentation is called the outside view. The outside view bypasses human biases by using past experience and empirical data from past projects. It has evolved into a professional practice through a method called reference class forecasting which has been shown to provide improved cost forecasting accuracy in the initial stage of a project. The study reported in this paper examined reference class forecasting as a means of improving cost forecasting in the planning stage of the project lifecycle. Data from the Icelandic Road Administration (ICERA) were assembled in a cost forecasting model to determine if it might be possible to improve forecasting accuracy. The results proved inconclusive; however, a comparison with findings from similar projects in the UK showed that although cost overruns followed a similar curve, the chance of occurrence is significantly lower at the planning stage after the decision to proceed has been taken.
Frühere Studien haben gezeigt, dass die Mehrheit der Infrastrukturprojekte Kostenüberschreitungen haben. Die Ursachen sind verfolgt zu politischen, technischen und psychologischen Gründen in der Anfangsphase des Projekts. Die Folgen sind entweder unbeabsichtigt zu optimistischen Prognosen der empfundenen Ergebnisse oder berechneten Interpretation von Fakten zugunsten von persönlichen und politischen Interessen. Diese Phänomene werden als Planungs Täuschungen und strategische Täuschung sind. Eine stufenweise Vorgehensweise zu vermeiden Planung Täuschungen und strategische Täuschung ist die Außenansicht aufgerufen. Die Außenansicht umgeht menschliche Vorurteile durch Erfahrungen aus der Vergangenheit und empirischen Daten von früheren Projekten verwendet wird. Es hat sich zu einem professionellen Praxis durch ein Verfahren namens Referenzklasse Prognosen entwickelt, die eine verbesserte Kostenprognosegenauigkeit in der Anfangsphase eines Projekts zu schaffen gezeigt wurde. Die Studie, die in dieser Veröffentlichung untersuchten Referenzklasse Prognose als Mittel zur Kostenprognosen in der Planungsphase des Projektlebenszyklus zu verbessern. Die Daten der isländischen Straßenverwaltung (Iceras) wurden in einem Kostenprognosemodell zusammengebaut, um zu bestimmen, ob es möglich sein könnte, Prognosegenauigkeit zu verbessern. Die Ergebnisse bewiesen nicht schlüssig; aber ein Vergleich mit den Ergebnissen aus ähnlichen Projekten in Großbritannien zeigten, dass, obwohl Kostenüberschreitungen eine ähnliche Kurvegefolgt, die Möglichkeit des Auftretens ist deutlich niedriger in der Planungsphase, nachdem die Entscheidung getroffen wurde, um fortzufahren.
Źródło:
Transport Problems; 2016, 11, 2; 103-115
1896-0596
2300-861X
Pojawia się w:
Transport Problems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecasting staffing decisions
Autorzy:
Wiśniewski, Jerzy W.
Powiązania:
https://bibliotekanauki.pl/articles/424760.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
personnel decisions
microeconometrics
forecasting
Opis:
The purpose of this paper is to present tools to support personnel decisions in the company. The starting point is to measure the results of the work of employees in a given position. Combining the appropriate amount of information on the results of work in the past, a variety of workers and their important personal qualities will enable the construction of an econometric model. This model describes the mechanism of the effects of variation of operations, depending on the various characteristics of the employees. With such a model one can estimate the prediction effectiveness of individual candidates when the position becomes vacant. This may facilitate the selection of a suitable candidate from among many. This candidate has the greatest potential for productivity. The choice of such candidate is weighted with the lowest risk of erroneous personnel decisions.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 1(39); 22-29
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD
Uwagi na temat prognozowania równowagowego kursu walutowego PLN do USD
Autorzy:
Milo, Władysław
Rutkowska, Magdalena
Powiązania:
https://bibliotekanauki.pl/articles/907598.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
exchange rates
equilibrium
forecasting
Opis:
Kurs walutowy jest jedną z ważniejszych cen w otwartej gospodarce. Z praktycznych i teoretycznych powodów bardzo użytecznym jest zbadanie jego poziomu równowagowego. Istnieje bardzo wiele teorii wyjaśniających kształtowanie się kursu walutowego. W artykule przedstawiono determinanty kursu walutowego, wynikające zarówno z teorii monetarystycznej, jak i teorii bilansu płatniczego. Następnie, na ich podstawie oraz przyjmując różne definicje równowagi, zbudowano predyktory nominalnego kursu PLN/USD oraz obliczono jego równowagowe poziomy. Przeprowadzona analiza empiryczna wykazała, że niezależnie od przyjętej definicji stanu równowagi otrzymane trajektorie poziomu kursów równowagi nie różnią się od siebie istotnie oraz są zbliżone do rzeczywistego kształtowania się kursu PLN/USD w okresie 1995-2003.
Exchange rate is one of the most important prices in an open economy. For theoretical and practical reasons it is useful to calculate an equilibrium level of exchange rate. There is a wide range of theories explaining exchange rate determinants. This article presents determinants of exchange rates derived from monetary theory and balance of payments theory. Upon these fundamental economic theories and defining different definitions of equilibrium we have calculated predictors of nominal exchange rate of PLN against USD. We have also computed equilibrium level of this exchange rate. Empirical results have shown that the theoretical equilibrium values do not statistically significantly differ on the method used in equilibrium computations and they are similar to the empirical trajectory of PLN/USD in the period 1995-2003.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 192
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the problem of sea ice mechanics
Autorzy:
Kleine, E.
Powiązania:
https://bibliotekanauki.pl/articles/972867.pdf
Data publikacji:
2001
Wydawca:
Instytut Morski w Gdańsku
Tematy:
sea ice
forecasting
structure
Opis:
In the context of short-tenn sea ice forecasting, the model should capture as many of the synoptic features and as much of their variability. as possible. We are interested in the meso-scale properties and processes, i.e. thickness, consolidation, compactness, smoothness, accumulation of ridges, formation of leads and ice edge, drift and displacement, etc. Modelling and forecasting of synoptic ice formation are of interest to shipping as it affects route planning and the operation of icebreakers. With a view to conventional ice charting, the forecast problem might read: Given today 's ice chart, what will tomorrow 's ice chart look like? The model has to return meso-scale features, while essential smaller-scale mechanisms have to be parameterised. The problem in a meso-scale model is to adequately take into account the governing fine-scale mechanisms. Pack ice is a crushable fragmented aggregate, characterized by point-like contacts and stress trajectories. In compressible loading, even local traction forces, causing brittle failure, may be induced. The localization of stress and strain is a considerable complication! By way of localization, critical phenomena at singular points, affect the entire structure. Meaningful characteristics are integrity, state of damage (flaws, cracks). fragmentation and skeletal structure (fabric of fragments, strength of the structure). Structural properties and their evolution dun·ng the material history could be represented by suitably chosen internal variables. To reflect the state of degradation, fragmentation, consolidation, etc., special concepts are required for the damage mechanics of fracturing pieces and fragmented aggregates. Using such a vehicle, the meso-scale mechanics of sea ice could be accommodated in a continuum mechanics model. More elements have been worked out in plasticity.
Źródło:
Biuletyn Instytutu Morskiego w Gdańsku; 2001, 28, 2; 17-21
1230-7424
2450-5536
Pojawia się w:
Biuletyn Instytutu Morskiego w Gdańsku
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the problem of sea ice mechanics
Autorzy:
Kleine, E.
Powiązania:
https://bibliotekanauki.pl/articles/1920616.pdf
Data publikacji:
2001
Wydawca:
Instytut Morski w Gdańsku
Tematy:
sea ice
forecasting
structure
Opis:
In the context of short-tenn sea ice forecasting, the model should capture as many of the synoptic features and as much of their variability. as possible. We are interested in the meso-scale properties and processes, i.e. thickness, consolidation, compactness, smoothness, accumulation of ridges, formation of leads and ice edge, drift and displacement, etc. Modelling and forecasting of synoptic ice formation are of interest to shipping as it affects route planning and the operation of icebreakers. With a view to conventional ice charting, the forecast problem might read: Given today 's ice chart, what will tomorrow 's ice chart look like? The model has to return meso-scale features, while essential smaller-scale mechanisms have to be parameterised. The problem in a meso-scale model is to adequately take into account the governing fine-scale mechanisms. Pack ice is a crushable fragmented aggregate, characterized by point-like contacts and stress trajectories. In compressible loading, even local traction forces, causing brittle failure, may be induced. The localization of stress and strain is a considerable complication! By way of localization, critical phenomena at singular points, affect the entire structure. Meaningful characteristics are integrity, state of damage (flaws, cracks). fragmentation and skeletal structure (fabric of fragments, strength of the structure). Structural properties and their evolution dun·ng the material history could be represented by suitably chosen internal variables. To reflect the state of degradation, fragmentation, consolidation, etc., special concepts are required for the damage mechanics of fracturing pieces and fragmented aggregates. Using such a vehicle, the meso-scale mechanics of sea ice could be accommodated in a continuum mechanics model. More elements have been worked out in plasticity.
Źródło:
Biuletyn Instytutu Morskiego w Gdańsku; 2001, 28, 2; 17-21
1230-7424
2450-5536
Pojawia się w:
Biuletyn Instytutu Morskiego w Gdańsku
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
How do individual forecasters change their views? An analysis with micro panel data
W jaki sposób prognostycy zmieniają poglądy? Analiza na podstawie mikrodanych panelowych
Autorzy:
Paloviita, Maritta
Viren, Matt
Powiązania:
https://bibliotekanauki.pl/articles/907318.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
forecasting
survey data
expectations
Opis:
This paper scrutinizes the behavior of individual forecasters included in the Consensus Forecast inflation data for the US. More precisely, we try to determine whether individual forecasters deviate systematically from each other. We examine whether the ranking of forecasters is the same over time. The full micro data set includes 74 forecasters over the period 1989M10-2011M3. The results clearly indicate that the forecasters behave quite persistently so that, for instance, the ranking of forecasters does not change over time. Even so, we also find that the survey values imply reasonable values for the hybrid form of the New Keynesian Phillips curve and that forecaster’s disagreement is positively related to the size of forecast errors.
Przeanalizowano zachowanie się poszczególnych ośrodków prognostycznych ujętych w prognozach Consensus Forecast dla inflacji w USA. Starano się określić, czy poszczególne prognozy systematycznie odbiegają od siebie. W szczególności zbadano, czy ranking ośrodków jest taki sam w czasie. Pełny zestaw danych obejmuje 74 prognostyków w okresie 1989M10– 2011M3. Wyniki wyraźnie wskazują, że prognostycy zachowują się bardzo konsekwentnie tak, że na przykład, ranking ośrodków nie zmienia się w czasie. Ponadto pokazano, że prognostycy są zgodni co do hybrydowej postaci neokeynesowskiej krzywej Phillipsa oraz że różnice pomiędzy nimi są dodatnio skorelowane z wielkością błędów prognozy.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2013, 295
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of modern portfolio theory to the Russian state bond market
Autorzy:
Pervozvanskij, A.
Barinov, V.
Kozlova, O.
Powiązania:
https://bibliotekanauki.pl/articles/206658.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
teoria decyzji
forecasting
forecasting errors
forecasting theory
investment
portfolio optimization
Russian state bond market
statistical indices
time series
Opis:
The behaviour of the Russian state bond market is analyzed. Attention is mainly paid to short-term fluctuations and efficiency of short-term investments. Analysis of return time series has shown that there exists a significant autocorrelation, and that distribution of random fluctuations is non-Gaussian. It predetermines a choice of forecasting schemes. The most efficient ones appear to be non-linear. The efficiency was checked not only by the traditional statistical indices by direct numerical experiments where various types of predictors were used as basic elements of decision rules. The decision algorithms have included the solution to the modified optimal portfolio problem where the forecasts were used as expected returns and the covariance matrix was estimated via forecasting errors.
Źródło:
Control and Cybernetics; 1999, 28, 4; 799-810
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Hierarchical Sales Forecasting System for Apparel Companies and Supply Chains
Hierarchiczny system prognozowania sprzedaży dla firm odzieżowych i łańcuchów dostaw
Autorzy:
Lenort, R.
Besta, P.
Powiązania:
https://bibliotekanauki.pl/articles/232705.pdf
Data publikacji:
2013
Wydawca:
Sieć Badawcza Łukasiewicz - Instytut Biopolimerów i Włókien Chemicznych
Tematy:
apparel company
hierarchical forecasting
sales forecasting
top-down approach
forecasting system
firma odzieżowa
hierarchiczna prognozowanie
prognozowanie sprzedaży
podejście odgórne
system prognozowania
Opis:
The typical problems facing with apparel companies and supply chains are forecasting errors, because fashion markets are volatile and difficult to predict. For that reason, the ability to develop accurate sales forecasts is critical in the industry. There are several research studies related to forecasting apparel goods, but very often only for one level. However, apparel companies and supply chains deal with a number of levels at which the forecasts could exist and require consistent forecasts at all of them. The paper presents a hierarchical middle-term forecasting system designed for this purpose on the basis of a literature review. The system is built by the top-down forecasting approach and verified by means of a case study in a particular apparel company. The weaknesses of the system are identified during discussion of the results acquired. A generalised concept of the ANN forecasting model is designed for elimination these weaknesses.
Rynki mody są niestabilne i trudne do przewidzenia, dlatego typowym problemem, z którym muszą się uporać firmy odzieżowe dla konstrukcji odpowiednich łańcuchów dostaw to przewidywanie błędów. Z tego powodu, możliwość opracowania dokładnej prognozy sprzedaży jest bardzo istotna w przemyśle. Istnieje wiele badań naukowych dotyczących prognozowania dla towarów odzieżowych, ale bardzo często dotyczą tylko jednego poziomu. Jednak firmy odzieżowe i łańcuchy dostaw mają do czynienia z dużą liczbą poziomów i wymagają spójnych prognoz na wszystkie z nich. Przedstawiono hierarchiczny system średnioterminowego prognozowania przeznaczony do tego celu. System zbudowano przez odgórne podejście prognozowania i zweryfikowano poprzez studium przypadku w danej firmie odzieżowej. Słabości systemu zostały określone podczas dyskusji uzyskanych wyników. Uogólnione pojęcie modelu prognozowania przeznaczone jest do eliminacji słabości.
Źródło:
Fibres & Textiles in Eastern Europe; 2013, 6 (102); 7-11
1230-3666
2300-7354
Pojawia się w:
Fibres & Textiles in Eastern Europe
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecast value added (FVA) analysis as a means to improve the efficiency of a forecasting process
Autorzy:
Chybalski, F.
Powiązania:
https://bibliotekanauki.pl/articles/406585.pdf
Data publikacji:
2017
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
forecasting
praxeology
efficiency
forecasting added value
FVA
prognozowanie
prakseologia
wydajność
prognozowanie wartości dodanej
Opis:
A praxeological approach has been proposed in order to improve a forecasting process through the employment of the forecast value added (FVA) analysis. This may be interpreted as a manifestation of lean management in forecasting. The author discusses the concepts of the effectiveness and efficiency of forecasting. The former, defined in the praxeology as the degree to which goals are achieved, refers to the accuracy of forecasts. The latter reflects the relation between the benefits accruing from the re-sults of forecasting and the costs incurred in this process. Since measuring the benefits accruing from a forecasting is very difficult, a simplification according to which this benefit is a function of the fore-cast accuracy is proposed. This enables evaluating the efficiency of the forecasting process. Since im-proving this process may consist of either reducing forecast error or decreasing costs, FVA analysis, which expresses the concept of lean management, may be applied to reduce the waste accompanying forecasting.
Źródło:
Operations Research and Decisions; 2017, 27, 1; 5-19
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Cross-sectoral comparison of the effect of sales planning practices on manufacturing strategy in supply chains
Autorzy:
Szozda, N.
Świerczek, A.
Powiązania:
https://bibliotekanauki.pl/articles/343823.pdf
Data publikacji:
2011
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
forecasting
production systems
manufacturing companies
Opis:
The goal of the paper is to make a cross-industrial comparison of the effect of sales planning practices on different types of manufacturing strategies applied in 343 producing companies operating in European, Asian and African supply chains. In order to achieve an empirical aim a necessary methodology and statistical analyses have been employed. In the result of the analysis multiple regression models have been developed for specific manufacturing strategies in supply chains operating in different industries worldwide. It enabled to make cross-sectoral comparisons of the contribution to variance in manufacturing strategy.
Źródło:
Total Logistic Management; 2011, 4; 131-145
1689-5959
Pojawia się w:
Total Logistic Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecast accuracy and similarities in the development of mean transaction prices on Polish residential markets
Autorzy:
Dittmann, Iwona
Powiązania:
https://bibliotekanauki.pl/articles/425120.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
shape similarity
forecasting
residential market
Opis:
This article presents the results of a study concerning the forecasting of mean transaction prices per 1 m2 in eight residential markets in Poland. The first research problem was an attempt to study the dependencies between the similarity of price development between these markets and the values of the errors of price forecasts that were constructed based on this similarity. The analysis showed a lack of a negative linear relationship. This means that a greater similarity in price development in different markets did not allow for the construction of forecasts with a smaller error. The second research problem was a construction of global mean price forecasts. The results showed that the proposed method of constructing global forecasts was, compared to the traditional one, better in the case of some markets, and worse for others.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 1(39); 121-132
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Predictive modeling and analysis of changes migrations in Poland
Autorzy:
Monika Nawrocka, Monika Nawrocka
Powiązania:
https://bibliotekanauki.pl/articles/1179772.pdf
Data publikacji:
2017
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
dynamics migration
exponential smoothing
forecasting
Opis:
The development of the research in economy has shown that conducting mathematical modeling and statistics is an effective instrument for diagnosing the progress phenomenon of socio-economic. It provides the information about the dynamics of result changeability in different periods of time. Additionally statistical analysis allows determining the prediction for periods of future and past years. Migrations is characterized by the quality of being measurable because it includes quantitative data. In recent years, demonstrate high dynamics. Conducting the analyses and calculations based on methods and statistical instruments will result in the opportunity to compare, group, analysis variables, specify trends and designate the diagnoses of achieved sports results with the implementation of the optimum vector of variables of independent variable of migrations. An analysis of the dynamics migration variability was carried out on the basis of data from the website of the main statistical office, in this article. Used the statistical methods and the testing of interdependencies. Additionally, the models of time series have been used for the sake of the analysis. The most significant aim of the analysis of the dynamics is the designation of predictions. The use of the model of time series has the task of the specification of the change of the phenomenon level in time.
Źródło:
World Scientific News; 2017, 72; 467-481
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Macroeconomic forecasting in Poland: The role of forecasting competitions
Autorzy:
Rybacki, Jakub
Powiązania:
https://bibliotekanauki.pl/articles/1356464.pdf
Data publikacji:
2020-09-10
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
forecasting
strategic behaviour
incentives
Parkiet
Opis:
Macroeconomic forecasters are often believed to idealistically work on improving the accuracy of their estimates based on for example the Root Mean Squared Error (RMSE). Unfortunately, reality is far more complex. Forecasters are not awarded equally for each of their estimates. They have their targets of acquiring publicity or to earn prestige. This article aims to study the results of Parkiet's competitions of macroeconomic forecasting during 2015–2019. Based on a logit model, we analyse whether more accurate forecasting of some selected macroeconomic variables (e.g. inflation) increases the chances of winning the competition by a greater degree comparing to the others. Our research shows that among macroeconomic variables three groups have a significant impact on the final score: inflation (CPI and core inflation), the labour market (employment in the enterprise sector and unemployment rate) and financial market indicators (EUR/PLN and 10-year government bond yields). Each group is characterised by a low disagreement between forecasters. In the case of inflation, we found evidence that some forecasters put a greater effort to score the top place. There is no evidence that forecasters are trying to somehow exploit the contest.
Źródło:
Central European Economic Journal; 2020, 7, 54; 1 - 11
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 358

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