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Detecting Shocks in The Economic Development Dynamics of Selected Countries

100%
Janiga-Ćmiel A.
Folia Oeconomica Stetinensia
|
2014
|
vol. 13
|
issue 2
120-133
EN
The paper examines the development of the Polish economy as well as the economies of selected countries in the period from 2001 to 2012. For that purpose, models based on the GDP growth in particular countries were built. A comparative analysis of the development of economies in the countries concerned (the United Kingdom, Belgium, Denmark, France, Poland, the Netherlands), based on a specially built full-factor multivariate GARCH model, is presented. The theory of the construction of a full-factor multivariate GARCH model and its estimation method are discussed. In the paper, a multivariate GARCH model where the covariance matrix is always positive, definite and the number of parameters is relatively small compared to other multivariate models is proposed. The causality of the impact that economies exert on one another is examined and the occurrence of the contagion effect is verified by means of the Forbes and Rigobon test.
2
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Zjawiska szokowe w rozwoju gospodarczym wybranych krajów Unii Europejskiej

100%
Janiga-Ćmiel A.
Studia Ekonomiczne
|
2014
|
vol. 206
34-45
PL
Celem niniejszego artykułu jest zaprezentowanie analizy wzajemnych oddziaływań rozwoju gospodarczego wybranych państw Unii Europejskiej. Analiza wykonana zostanie na podstawie wielorównaniowego modelu rozwoju gospodarczego Polski oraz Niemiec. Przedstawioną analizę korelacji wykorzystano w celu zbadania istotności występowania efektu zarażania w dynamice równolegle realizowanych szeregów czasowych rozwoju gospodarczego.
EN
The study examines the development of Polish economy as well as the economies of selected countries in the period from 2003 to 2013. Models based on the GDP growth in particular countries were built. A comparative analysis of the development of economies in the countries concerned (the United Kingdom, Belgium, France, Poland, the Netherlands, Germany) is presented. A multivariate GARCH model was built. The theory of the construction of a multivariate GARCH model and its estimation method are discussed. The occurrence of a contagion effect can be analysed by means of various methods, both mathematical and econometric. Analysis can also be carried out taking into account the multivariate GARCH models.
3
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Analiza zależności przyczynowych rozwoju gospodarczego polski i wybranych państw unii europejskiej

100%
Janiga-Ćmiel A.
Studia Ekonomiczne
|
2013
|
vol. 159
51-72
EN
The study examines the development of the Polish economy as well as the economies of selected European Union countries in the period from 1949 to 2006. Models based on GDP growth in particular countries were also built. Much space is devoted to a comparative analysis of the development of economies in the countries concerned. A BEKK multivariate GARCH model was built, which allowed for defining a multivariate ARCH effects. Much space is devoted to the theory of the construction of the VECH secondary model and its estimation method. The causality of the impact that economies exert on one another was examined and the occurrence of the multivariate ARCH effect was verified by means of Hosking test.
4
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Wyznaczenie okresu równowagi i stabilizacji długookresowej

100%
Janiga-Ćmiel A.
Studia Ekonomiczne
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2013
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vol. 132
35-44
EN
The study examines the development of the Polish economy as well as the economies of selected European Union countries in the period from 1949 to 2006. Much space is devoted to a comparative analysis of the development economies in the countries concerned. Based on statistical data appropriate synthetic variables were set. Much space is devoted to the theory of the Johansen's method, to present the dependencies occurring in the dynamics of economic development in subsequent subperiods. The method allows for a comparative assessment of the dynamics of time series. The methods are adopted to examine the level of economic development, to determine the period of long-term equilibrium and stability.
5
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Zastosowanie metody symulacji dyskretnej do optymalizacji podejmowanych decyzji ekonomicznych

100%
Janiga-Ćmiel A.
Studia Ekonomiczne
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2016
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vol. 265
16-25
PL
Głównym celem artykułu jest zastosowanie metody symulacji dyskretnej do analizy wybranej produkcji. Omówiono technikę modelowania i symulacji dyskretnej zdarzeń, dotyczącą ich porządkowania według narzuconych przez badacza kryteriów.
EN
The main aim of this paper is to present the discrete simulation methods for the analysis of the selected production. The theory of the construction and simulation of discrete events are discussed. In this study, we propose this methods where ordering process is determined on the basis of the criteria of the researcher.
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