Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 13

first rewind previous Page / 1 next fast forward last

Search results

help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Możliwości formułowania krótkookresowych prognoz ilościowych na podstawie wyników testu koniunktury

100%
Dudek S.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2001
|
vol. 67
7-46
2
Publication available in full text mode
Content available

Unobserved Component Model with Observed Cycle Use of BTS Data for Short-Term Forecasting of Industrial Production

63%
Dudek S., Pachucki D.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2011
|
vol. 86:Business Surveys, Business Cycles. Polish Contribution to the 30th CIRET Conference
83-100
EN
In the paper we are checking the explanatory power of business tendency survey data (BTS) in short-term forecasts of industrial production within the framework of the unobserved component model (UCM). It is assumed that the "unobserved cyclical component" is common for reference quantitative variable and qualitative variable. In that sense the cyclical fluctuation of industrial production can be approximated by the fluctuations of BTS indicators. We call such a specification of structural time series model the “Unobserved component model with observed cycle" (UCM-OC). To estimate the system we are using the Kalman filter technique. Then we compare the model recursive one-period ahead forecasts to the historical path of the reference series to check its out-of-sample data fit. The forecasting properties are also evaluated against alternative models, i.e. "pure" UCM and ARIMA model. The analysis was performed for Poland and selected European Union countries.
3
Publication available in full text mode
Content available

Business Climate Indicators to Predict Economic Activity

63%
Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2004
|
vol. 74
283-298
4
Publication available in full text mode
Content available

Wzorce formułowania ocen i prognoz przez polskie gospodarstwa domowe - fakty i mity.

63%
Biatowolski P., Dudek S.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2008
|
vol. 80
43-61
5
Publication available in full text mode
Content available

Wykorzystanie wyników badania kondycji gospodarstw domowych IRG SGH do analizy i prognozowania spożycia indywidualnego gospodarstw domowych

63%
Białowolski P., Dudek S.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2005
|
vol. 76
7-28
6
Publication available in full text mode
Content available

Regional Business Activity in Light of Business Surveys Results

51%
Adamowicz E., Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2008
|
vol. 79
94-117
7
Publication available in full text mode
Content available

Analiza zwrotności w badaniach konsumenckich oraz próby poprawiania reprezentatywności na przykładzie badania kondycji gospodarstw domowych IRG SGH

51%
Białowolski P., Dudek S., Kowalczyk B.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2005
|
vol. 76
29-58
8
Publication available in full text mode
Content available

The Use of Business Survey Data in Macroeconomic Analysis and Forecasting

51%
Adamowicz E., Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2004
|
vol. 74
357-375
9
Publication available in full text mode
Content available

Global Financial Crisis and Its Effects on Real Economies in the Light of Quantitative and Survey Data

51%
Adamowicz E., Dudek S., Pachucki D., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2011
|
vol. 86:Business Surveys, Business Cycles. Polish Contribution to the 30th CIRET Conference
11-37
EN
The paper discusses the effects of global financial and banking crisis of 2007-2008 on US and selected European economies. Due to its widespread incidence it has triggered substantial research challenge. The main area of our interest is the real side of economies. However, taking into account the fact that the crisis was accompanied by substantial breakdown of corporate and consumer confidence, we use quantitative as well as survey data in the research. We study fluctuations of main economic aggregates: output, consumption, industrial production and retail trade. Quantitative variables are matched with BTS and CS counterparts (confidence and sentiment indicators) to find out whether the survey data preceded quantitative one in signalling changes in real economies, whether synchronisation, the depth and the duration of the recession were different for each variable and country, and finally whether survey/quantitative variables were coherent in describing consequences of the crisis. We analyse cyclical fluctuations of selected variables and describe characteristics of the recession in each country in order to compare reactions of selected economies to the crisis.
10
Publication available in full text mode
Content available

Wahania koniunktury w Polsce i strefie euro

51%
Adamowicz E., Dudek S., Pachucki D., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2009
|
vol. 82: Polityka gospodarcza w warunkach integracji z Unią Europejską
7-30 223-233
PL
Przedmiotem opracowania jest analiza porównawcza przebiegu cyklu koniunkturalnego w Polsce i krajach strefy euro w latach 1995 -2008. W analizie wykorzystano dane ilościowe i dane o charakterze jakościowym. Do opisu dynamiki wahań cyklicznych wykorzystano następujące zmienne makroekonomiczne: PKB, indeks produkcji sprzedanej przemysłu (dane ilościowe), wskaźniki koniunktury dla przemysłu przetwórczego i gospodarstw domowych, ogólny wskaźnik nastrojów gospodarczych oraz stopień wykorzystania mocy produkcyjnych (dane jakościowe, pozyskiwane w badaniach koniunktury metodą testu). Po wypreparowaniu czynnika cyklicznego przy użyciu filtra Christiano-Fitzgeralda przeprowadzono analizę zależności wypreparowanych komponentów cyklicznych dla wszystkich zmiennych, objętych badaniem, pomiędzy Polską i poszczególnymi krajami strefy euro oraz strefą euro jako całością. W badanym okresie wyróżniona w gospodarce polskiej 4 krótkie cykle, trwające od 2,5 roku do 4 lat. Stwierdzono, iż wahania cykliczne w Polsce mają charakter wyprzedzający w stosunku do wahań w strefie euro. Odnotowano także znaczne podobieństwo w przebiegu cyklu koniunkturalnego w Polsce i strefie euro. Największą zgodność w przebiegu wahań cyklicznych stwierdzono dla zmiennych o charakterze jakościowym, zwłaszcza dla wskaźnika koniunktury w przemyśle przetwórczym. Przeprowadzona analiza wykazała także, iż zachowania polskich gospodarstw domowych są inne niż w krajach strefy euro.
EN
A comparative analysis of business cycle in Poland and in the Euro-zone countries within 1995-2008 is the objective of the paper. The analysis makes use of both quantitative and qualitative data. The following macroeconomic variables have been applied to describe the dynamics of cyclical fluctuations: GDP, indexes of business situation in manufacturing industry and households, general indicator of economic sentiment and the degree of utilizing production capacity (qualitative data obtained in business situation research through test method). After retrieving a cyclical factor with the use of the Christiano-Fitzgerald filter, an analysis of dependence of the retrieved cyclical components – for all the variables covered by the research – between Poland and individual countries of the Euro-zone and the Euro-zone as a whole has been carried out. Within the period of the research in Poland’s economy 4 short cycles have been distinguished, lasting from 2.5 to 4 years each. It has been stated that cyclical fluctuations in Poland are of preceding nature in relation to the Euro-zone fluctuations. Furthermore, a significant similarity in the course of business situation cycle in Poland and the Euro-zone has been observed as well. The largest unanimity in the course of cyclical fluctuations has been recorded in case of qualitative variables, notably regarding business situation indicator in manufacturing industry. The analysis conducted has also provided that the behaviour of Polish households is different than in the countries of the Euro-zone.
11
Publication available in full text mode
Content available

Wykorzystanie wyników testu koniunktury do prognoz krótko terminowych

51%
Adamowicz E., Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2002
|
vol. 73
7-39
12
Publication available in full text mode
Content available

The Usefulness of Business Surveys Data for Short-Term Forecasting Raw data vs seasonally adjusted and smoothed one

51%
Adamowicz E., Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2004
|
vol. 75
77-97
13
Publication available in full text mode
Content available

Czy można wierzyć badaniom koniunktury?

51%
Adamowicz E., Dudek S., Walczyk K.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
2002
|
vol. 72
141-152
EN
Business tendency surveys (BTS) have a long tradition in maturę market economies. The survey results are used to diagnose the economic conditions of a country and to forecast the direction of changes in business activity. One can observe that economic units (ie business firms), financial institutions, municipal organizations and public administration are all interested in the data obtained from these surveys. The paper presents some of the results of the research conducted by the Research Institute of Economic Development (RIED) on the use of business survey data (qualitative data elaborated by RIED) to forecast the industrial production index (quantitative data elaborated by Central Statistics Office). As a qualitative variable we used the balance of opinion about generał economic situation (diagnostic and expectation). Presented are results of three types of analyses: graphic analysis, crosscorrelation analysis and econometric analysis.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.