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Növekedés és pénzügyi környezet
[Growth and the financial environment]

Author

Listed:
  • Kónya, István
  • Baksa, Dániel

Abstract

A tanulmányban a magyar gazdaság 1995-2015 közötti növekedési pályájának külső meghatározóit vizsgáljuk. Fő kérdésünk az, hogy mely sokkok magyarázzák elsősorban a GDP és fő összetevőinek volatilitását a vizsgált időszakban. Az elemzéshez a neoklasszikus növekedési modell sztochasztikus változatát használjuk, amelyben elsősorban a technológiai, növekedési, illetve a kamat pré mium sokkok hozzájárulását elemezzük. Az empirikus sokkok dekom po zí ciójá hoz bayesi becslést végzünk, magyar növekedési idősorokat használva. Eredményeink azt mutatják, hogy a magyar GDP-növekedés változásait elsősorban perzisztens technológiai sokkok magyarázták, míg a növekedés összetételében a külső kamat prémium sokkok is jelentős szerepet játszottak. Journal of Economic Literature (JEL) kód: E13, O11, O41, O47.

Suggested Citation

  • Kónya, István & Baksa, Dániel, 2017. "Növekedés és pénzügyi környezet [Growth and the financial environment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 349-376.
    • Handle: RePEc:ksa:szemle:1688
    DOI: 10.18414/KSZ.2017.4.349
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    More about this item

    JEL classification:

    • E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
    • O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
    • O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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