Czasopismo
2005
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nr 75 Economic tendency surveys and cyclical indicators : Polish contribution to the 27th CIRET conference
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124--146
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
The aim of the paper is to construct econometric models describing relationships between the economic situation in banking sector (qualitative data) and macroeconomic indicators showing economic situation in other sectors of the Polish economy (quantitative data from the Central Statistical Office). Qualitative data on the economic situation in Polish banking sector used in analyses has been obtained from business test surveys (BTS) conducted by the Department of Marketing Research of the University of Economics in Poznań. The survey, which is carried out quarterly in Polish banks since 1992, is one of the earliest applications of the BTS in the financial market. Analyses will be conducted with reference both to the whole banking sector (synthetic indicator Poznań Index of Banking Business Conditions) and to the particular groups of bank services (deposits, credits). Econometric analyses will be preceded by cross-correlation analysis and Granger causality tests. The results of usefulness verification of constructed econometric models in analyzing and forecasting the situation in Polish economy will be shown in this paper as well. (original abstract)
Rocznik
Strony
124--146
Opis fizyczny
Twórcy
autor
- Poznań University of Economics, Poland
autor
- Poznań University of Economics, Poland
Bibliografia
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- Bieć M., (1995), Test koniunktury. Metody, techniki, doświadczenia, SGH.
- Charemza W., Deadman D.F., (1997), Nowa ekonometria, PWE .
- Cieślak M., (2001), Prognozowanie gospodarcze. Metody i zastosowanie, PWN.
- Garczarczyk J., (2002), Analiza wahań koniunktury na rynku usług bankowych w latach 1992-2002, [w:] Badanie gospodarki polskiej - stan bieżący i perspektywy, Instytut Rozwoju Gospodarczego SGH.
- Garczarczyk J., Mocek M., Matusewicz R., (2001), Koniunktura na rynku bankowym i ubezpieczeniowym w Polsce, Akademia Ekonomiczna w Poznaniu.
- Garczarczyk J., Matusewicz R., (2002), Economic Performance in the Polish Banking Sector - Accuracy Evaluation of the Results Obtained from the Business Tendency Survey, Selected Papers submitted to the 26th Ciret Conference, Taipei.
- Gurjarati D.N., (1995), Basic econometrics, McGraw Hill.
- Matusewicz R., (2002), Zastosowanie testu koniunktury w ilościowych prognozach na rynku usług bankowych w Polsce, [w:] Badanie gospodarki polskiej - stan bieżący i perspektywy, Instytut Rozwoju Gospodarczego SGH.
- Shan J., Sun F., (1998), Domestic saving and foreign investment in Australia: a Granger Causality Test, International Economic Journal.
- Zeliaś A., (1997), Teoria prognozy, PWE.
- Zeliaś А., Pawełek В., Wanat S., (2003), Prognozowanie ekonomiczne, PWN.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171240889