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Wpływ wyższych wymogów kapitałowych w sektorze bankowym na wzrost gospodarczy

100%
Wdowiński P.
Wiadomości Statystyczne. The Polish Statistician
|
2012
|
issue nr 7
31-52
XX
W artykule przedstawiono szacunek skutków regulacji kapitałowych w sektorze bankowym wraz z analizą uwarunkowań wzrostu gospodarczego w Polsce. Analizę symulacyjną dotyczącą wpływu zagregowanego współczynnika wypłacalności na efektywny popyt na kredyt oraz na wzrost gospodarczy przeprowadzono na podstawie wielorównaniowego modelu ekonometrycznego. (fragment tekstu)
EN
Financial stability can be seen as the maintenance of proper conditions for financial intermediation in the economy while maintaining an acceptable risk. One of long-term objectives of supervisors are the recommendations for capital requirements in the banking sector related to the solvency ratio, within the micro- and macro-prudential policy oriented on systemic risks. It could affect lending and economic processes in the real economy This paper presents a multi--equational model to analyze an effective demand for credit. On the basis of a simulation analysis for the banking sector in Poland it can be inferred that the increase in average capital adequacy ratio could lead to a moderate increase in lending rates and a slight decline in GDP growth. Consequently, additional capital requirements should not have a significant impact on the price of credit. (original abstract)
2

Imputacja danych w spisach powszechnych

100%
Młodak A.
Wiadomości Statystyczne. The Polish Statistician
|
2010
|
issue nr 8
7-23
XX
W artykule są przedstawione wyniki symulacyjnego eksperymentu obliczeniowego, polegającego na imputacji brakujących danych zbieranych w spisach powszechnych. Istotne znaczenie w rozpatrywanej metodzie mają dwa elementy - taksonomiczne grupowanie rekordów z dostępnymi danymi na jednorodne skupienia oraz metoda "ruletki statystycznej". W celu oceny przydatności metodologii wykorzystano dane zgromadzone podczas Narodowego Spisu Powszechnego Ludności i Mieszkań przeprowadzonego w 2002 r. dla gminy Gołuchów w powiecie pleszewskim w Wielkopolsce.
EN
Results of a simulation experiment aimed at an appraisal of utility of some original model of data imputation in censuses are presented in the paper. It is based on clustering of records-donors according to their similarity and on the method of statistical roulette, i.e. a rotational algorithm arranging to records receives the lacking data in a random way from the nearest homogeneous donor clusters. The exercise, which showed high efficiency of the applied attempt, was performed using data for the gmina Gołuchów in the Wielkopolska region collected during the National Population and Housing Census conducted in 2002. (original abstrakt)
3
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Zastosowanie metod symulacyjnych w analizie wielowymiarowych tablic wielodzielczych

100%
Kończak G.
Studia Ekonomiczne
|
2013
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vol. 133
107-118
EN
Recently the role of computer simulation methods in scientific research has significantly increased. In this paper the proposal of the use simulation methods to test for independence of some categorical variables with contingency tables is presented. The permutation test is used in this method. The comparison of obtained results and results of classically chi-square test of independence has been done. In presented examples the data from Polish General Public Opinion Poll have been used.
4
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Application of the Generalised Distance Measure to Location Selection During Order-Picking

100%
Dmytrów K.
Multiple Criteria Decision Making
|
2018
|
vol. 13
103-115
EN
When a shared storage system is used, the selection of locations from which products should be picked becomes a significant decision problem. Every storage location can be described using several criteria, such as: storage time, distance from the I/O point, degree of demand satisfaction, the number of other products to be picked near the analysed location, or others. Based on such criteria, a synthetic variable can be created to rank all these locations; the highest-ranking one is selected. Such a ranking is created using the Generalised Distance Measure (GDM); the selected locations and the picker’s route based on them are compared to the results obtained using the Taxonomic Measure of Location’s Attractiveness (TMAL). Both route length and picking time are compared. Also, the influence of the system of criteria weights within each method on the route length and the picking time is analysed using simulation methods.
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