IDEAS home Printed from https://ideas.repec.org/a/sgh/annals/i30y2013p59-74.html
   My bibliography  Save this article

Nieklasyczne modele Markowa w analizie cykli koniunktury gospodarczej w Polsce

Author

Listed:
  • Michał Bernardelli

    (Szkoła Główna Handlowa w Warszawie)

Abstract

Badanie cykli koniunkturalnych stanowi jedno z podstawowych źródeł oceny aktualnej i przyszłej sytuacji gospodarczej. Do analizy zmian klimatu koniunktury w Polsce z powodzeniem wykorzystuje się nieklasyczne modele Markowa. Przedmiotem badania było wykorzystanie wielostanowych modeli Markowa do analizy wyników testu koniunktury w przemyśle prowadzonym przez Instytut Rozwoju Gospodarczego Szkoły Głównej Handlowej w Warszawie. W przeprowadzonych badaniach szczególny nacisk został położony na modele rozszerzone o efekty przestrzenne, dzięki uwzględnieniu jako danych wejściowych łańcucha Markowa kombinacji par szeregów sald odpowiedzi na pytania testu koniunktury. Porównana została dokładność tych modeli z ukrytymi modelami Markowa związanymi z szeregiem sald odpowiedzi na pojedyncze pytania testu. Zweryfikowana została także przydatność zaprojektowanych modeli pod kątem identyfikacji punktów zwrotnych cyklu koniunkturalnego w Polsce.

Suggested Citation

  • Michał Bernardelli, 2013. "Nieklasyczne modele Markowa w analizie cykli koniunktury gospodarczej w Polsce," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 59-74.
    • Handle: RePEc:sgh:annals:i:30:y:2013:p:59-74
    as

    Download full text from publisher

    File URL: http://rocznikikae.sgh.waw.pl/p/roczniki_kae_z30_04.pdf
    File Function: Full text
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Mariusz Próchniak & Bartosz Witkowski, 2012. "Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 26, pages 45-60.
    2. Próchniak, Mariusz & Witkowski, Bartosz, 2013. "Time stability of the beta convergence among EU countries: Bayesian model averaging perspective," Economic Modelling, Elsevier, vol. 30(C), pages 322-333.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Michal Bernardelli & Mariusz Prochniak & Bartosz Witkowski, 2017. "The application of hidden Markov models to the analysis of real convergence," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 59-80.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Łukasz Goczek & Ewa Witkowska & Bartosz Witkowski, 2021. "How Does Education Quality Affect Economic Growth?," Sustainability, MDPI, vol. 13(11), pages 1-22, June.
    2. Forson, Joseph Ato & Opoku, Rosemary Afrakomah & Peng, Zhen, 2017. "Innovation, Institutions and Economic Growth in Sub-Sahara Africa – an IV Estimation of a Panel Threshold Model," MPRA Paper 103063, University Library of Munich, Germany, revised 15 Mar 2018.
    3. Klomp, Jeroen, 2023. "Political budget cycles in military expenditures: A meta-analysis," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 1083-1102.
    4. Daniel Stavárek & Lucie Tomanova, 2014. "Is the Region of Visegrad Countries on the Track to the Euro Area? Recent Evidence from the Real Convergence Perspective," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 130-139.
    5. Cutrini, Eleonora & Mendez, Carlos, 2023. "Convergence clubs and spatial structural change in the European Union," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 167-181.
    6. Hirsch, Julia & Walz, Uwe, 2019. "The financing dynamics of newly founded firms," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 261-272.
    7. Wei, Yu & Cao, Yang, 2017. "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, vol. 61(C), pages 147-155.
    8. Diellza Kukaj, 2023. "Nominal and Real Convergence of European Union and Western Balkan Countries: A Panel Data Analysis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 69-84.
    9. Andrzej Cieślik & Mehmet Burak Turgut, 2021. "Estimating the Growth Effects of 2004 Eastern Enlargement of the European Union," JRFM, MDPI, vol. 14(3), pages 1-15, March.
    10. Mindaugas Butkus & Diana Cibulskiene & Alma Maciulyte-Sniukiene & Kristina Matuzeviciute, 2018. "What Is the Evolution of Convergence in the EU? Decomposing EU Disparities up to NUTS 3 Level," Sustainability, MDPI, vol. 10(5), pages 1-37, May.
    11. Castillo-Manzano, José I. & Castro-Nuño, Mercedes & Pedregal, Diego J., 2014. "The trend towards convergence in road accident fatality rates in Europe: The contributions of non-economic variables," Transport Policy, Elsevier, vol. 35(C), pages 229-240.
    12. Mariusz Próchniak & Bartosz Witkowski, 2013. "The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging," NBP Working Papers 165, Narodowy Bank Polski.
    13. Michał Bernardelli & Mariusz Próchniak & Bartosz Witkowski, 2017. "Cycle and Income-Level Convergence in the EU Countries: An Identification of Turning Points Based on the Hidden Markov Models," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 27-42.
    14. Niu, Linlin & Xu, Xiu & Chen, Ying, 2015. "An adaptive approach to forecasting three key macroeconomic variables for transitional China," SFB 649 Discussion Papers 2015-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Goczek, Łukasz & Witkowski, Bartosz, 2023. "Spillover effects of the unconventional monetary policy of the European Central Bank," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 82-104.
    16. Valerija Botric, 2013. "Output Convergence between Western Balkans and EU-15," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 5(1).
    17. Michał Bernardelli & Mariusz Pró chniak & Bartosz Witkowski, 2019. "Towards the similarity of the countries in terms of business cycle synchronization and income level equalization–empirical analysis," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 5(5), pages 291-302.
    18. Petrović, Pavle & Gligorić Matić, Mirjana, 2023. "Manufacturing productivity in the EU: Why have Central and Eastern European countries converged and Southern EU countries have not?," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 166-183.
    19. Lehmann, Hartmut & Silvagni, Maria Giulia, 2013. "Is There Convergence of Russia's Regions? Exploring the Empirical Evidence: 1995–2010," IZA Discussion Papers 7603, Institute of Labor Economics (IZA).
    20. Niu, Linlin & Xu, Xiu & Chen, Ying, 2017. "An adaptive approach to forecasting three key macroeconomic variables for transitional China," Economic Modelling, Elsevier, vol. 66(C), pages 201-213.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sgh:annals:i:30:y:2013:p:59-74. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michał Bernardelli (email available below). General contact details of provider: https://edirc.repec.org/data/sgwawpl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.