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A financiálisan fenntartható kibocsátás becslése a gazdaság nyitottságának felhasználásával
[Estimating sustainable output from the openness of the economy]

Author

Listed:
  • Simon, András
  • Darvas, Zsolt

Abstract

Nyitott gazdaságokban az aggregált többletkereslet sokszor nem a munkanélküliség változásában csapódik le a Phillips-görbével leírt módon, hanem a külkereskedelmi deficitben. Az ebből adódó inflációs nyomás ekkor a valutaárfolyam gyengülésében és ennek az árakba begyűrűző hatásában mutatkozik meg. Ez a jelenség késztette a szerzőket arra, hogy a Phillips-görbén alapuló modell potenciális kibocsátásához hasonló „fenntartható” kibocsátás fogalmat definiáljanak: olyan belföldi kibocsátási szintet, amely nem vezet a külkereskedelmi mérleg egyenlegének változásához. Ehhez a „financiálisan fenntartható” kibocsátáshoz képest a tényleges kibocsátás nagyobb lehet akár a belföldi, akár a külföldi kereslet ideiglenes felfutása miatt. A fogalomnak megfelelő változó becslése Kálmán-szűrővel készült.

Suggested Citation

  • Simon, András & Darvas, Zsolt, 2002. "A financiálisan fenntartható kibocsátás becslése a gazdaság nyitottságának felhasználásával [Estimating sustainable output from the openness of the economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 361-376.
    • Handle: RePEc:ksa:szemle:518
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    References listed on IDEAS

    as
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    1. Mellár, Tamás & Németh, Kristóf, 2018. "A kibocsátási rés becslése többváltozós állapottérmodellekben. Szuperhiszterézis és további empirikus eredmények [Estimating output gap in multivariate state space models. Super-hysteresis and furt," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 557-591.

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    More about this item

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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