Kalman Filter or VAR Models to Predict Unemployment Rate in Romania?
Povzetek
V članku preverjamo povezanost bruto domačega proizvoda in izvoza blaga in storitev na Hrvaškem v obdobju med letoma 1996 in 2012. Izsledki raziskave potrjujejo enosmerno Grangerjevo vzročnost od izvoza blaga in storitev do bruto domačega proizvoda. Skladno z Engle-Grangerjevim pristopom h kointegraciji smo ugotovili dolgoročno ravnovesje in kratkoročno korelacijo med opazovanimi spremenljivkami. Izvoz blaga in storitev in bruto domači proizvod se na Hrvaškem gibljejo skupaj. Če se gibanje opazovanih spremenljivk odmakne od ravnovesja, se v naslednjem obdobju vrnejo v dolgoročno stanje ravnovesja s hitrostjo 24,46 %. Skladno z izsledki smo potrdili hipotezo o izvozno podprti rasti na Hrvaškem. Rezultati nakazujejo, da bi morala Hrvaška za okrevanje gospodarstva večji poudarek dati razvoju izvoznih sektorjev.
Prenosi
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