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Author
Kowalczyk Halina (Narodowy Bank Polski)
Title
O eksperckich ocenach niepewności w ankietach makroekonomicznych
Expert Assessment of Uncertainty in Macroeconomic Surveys
Source
Bank i Kredyt, 2010, nr 5, s. 101-122, wykr., bibliogr. 31 poz.
Keyword
Prognozowanie makroekonomiczne, Niepewność, Badania ankietowe, Podejmowanie decyzji
Macroeconomic forecasting, Uncertainty, Questionnaire survey, Decision making
Note
streszcz., summ.
Abstract
Coraz powszechniejszy staje się pogląd, że prognozom makroekonomicznym, zarówno modelowym, jak i eksperckim, powinny towarzyszyć oceny niepewności. Zasadnicza teza niniejszej pracy jest taka, że w przypadku prognoz eksperckich mamy do czynienia z innym typem niepewności niż w przypadku prognoz modelowych. Wymaga to odmiennej interpretacji przedstawianych przez ekspertów rozkładów prawdopodobieństwa. Właściwszy wydaje się opis w kategoriach prawdopodobieństwa subiektywnego, rozumianego jako stopień przekonania eksperta co do przedstawianych hipotez. Dla uzasadnienia powyższej tezy przeanalizowano rozróżnienia pojęciowe dokonywane przy klasyfikacji niepewności i prawdopodobieństwa. Kolejna teza to konieczność uwzględnienia realnych możliwości ekspertów w zakresie kwantyfikacji niepewności w fazie projektowania ankiet makroekonomicznych oraz potrzeba zróżnicowania sposobu opracowywania ankiet w zależności od obszaru wykorzystywania. Problemy zostały przedstawione na przykładzie ankiet makroekonomicznych adresowanych do profesjonalnych prognostów i zastosowań typowych dla banków centralnych (badanie oczekiwań, agregacja opinii, prognozowanie). (abstrakt oryginalny)

The view that macroeconomic forecasts, both model-based and expert-made, should be accompanied by uncertainty assessment is gaining more and more acceptance. The principal thesis of the present paper ascertains that in the case of expert forecasts we deal with a different type of uncertainty than in the case of model forecasts. This requires a different interpretation of probability distributions submitted by experts. A more appropriate approach seems to consist in a description made in terms of subjective probability, understood as the degree of expert conviction with respect to the submitted hypotheses. In order to justify the above thesis, notional differences were analyzed relevant to the process of classifying uncertainty and probability. Another postulated thesis is the necessity to take into consideration the extent to which experts can adequately quantify uncertainty at the stage of designing macroeconomic surveys and to differentiate the way surveys are processed depending on the field where they are used. Those problems have been presented on the example of macroeconomic surveys targeted at professional forecasters and uses that are typical for central banking (studying expectations, aggregating opinions, forecasting). (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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Bibliography
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ISSN
0137-5520
Language
pol
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