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Ekonomski modeli i adaptivno prognoziranje – analiza uspješnosti

Author

Listed:
  • Josip Tica

    (Faculty of Economics and Business, University of Zagreb)

  • Viktor Viljevac

    (Faculty of Economics and Business, University of Zagreb)

Abstract

Cilj ovog rada je poredbena raščlamba projekcija za kretanja BDP-a u razdoblju od 1998. do 2017. godine u 26 zemalja. U analizi su korištene projekcije MMF-a, OECD-a i tzv. naivne projekcije (ekstrapoliranja) koje se često koriste u praksi. Usporedba točnosti projiciranja je napravljena na način da su izračunate razlike između stvarne stope BDP-a i 15 različitih projekcija te iste stope koje su navedene institucije objavile u razdobljima koje su prethodile promatranom razdoblju. Uspoređene su pogreške MMF-a s OECD-om i pogreške njihovih projekcija u odnosu na naivne modele. Isto tako, uspoređene su pogreške projekcija objavljenih par mjeseci prije kraja godine za koju se podaci projiciraju s projekcijama danim jednu do četiri godine unaprijed. Rezultati su pokazali da MMF i OECD statistički značajno bolje projiciraju od ekstrapolativnih naivnih modela, te su potvrđeni već poznati rezultati da se točnost projekcije povećava s približavanjem razdoblja koje se projicira.

Suggested Citation

  • Josip Tica & Viktor Viljevac, 2019. "Ekonomski modeli i adaptivno prognoziranje – analiza uspješnosti," EFZG Working Papers Series 1903, Faculty of Economics and Business, University of Zagreb.
    • Handle: RePEc:zag:wpaper:1903
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    More about this item

    Keywords

    prognoziranje BDP-a; MMF; OECD; RMSE; naivne projekcije; ekonomsko modeliranje;
    All these keywords.

    JEL classification:

    • L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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