Przełącznikowe łańcuchy w badaniach koniunktury

• Authors: Decewicz Anna , Dedys Monika

Title variants

EN

Switch Chains in Researches of Economic Situation

• Languages of publication: PL

Abstracts

EN

In this paper we present a method of modelling business indicator based on Markov Switching Model (MSM). We apply MSM to business survey data from 1990-1997. We consider two approaches. In the first case we distinguish States of decreasing or increasing business indicator. In the second case we consider dynamics of changes of the business indicator.

Keywords

PL

Koniunktura gospodarcza, Cykl koniunkturalny, Syntetyczny wskaźnik aktywności gospodarczej, Wahania koniunkturalne

EN

Business trends, Business cycles, Synthetic indicator of economic activity, Business fluctuations

• Publisher: Szkoła Główna Handlowa w Warszawie
• Journal: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
• Year: 1999
• Volume: 63
• Pages: 177-184

Contributors

author

Decewicz Anna

author

Dedys Monika

References

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