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Author
Marek Luboš (University of Economics, Prague, Czech Republic), Hronová Stanislava (University of Economics, Prague, Czech Republic), Hindis Richard (University of Economics, Prague, Czech Republic)
Title
Option for Predicting The Czech Republic's Foreign Trade Time Series as Components in Gross Domestic Product
Source
Statistics in Transition, 2017, vol. 18, nr 3, s. 481-500, tab., bibliogr. s. 498-500
Keyword
Modele SARIMA, Import, Eksport, Kurs walutowy, Produkt krajowy brutto (PKB)
SARIMA models, Import, Export, Exchange rates, Gross domestic product (GDP)
Note
summ.
This paper was written with the support of the Czech Science Foundation project No. P402/12/G097 "DYME - Dynamic Models in Economics" and with the support of the Institutional Support to Long-Term Conceptual Development of Research Organization, the Faculty of Informatics and Statistics of the University of Economics, Prague
Country
Republika Czeska
Czech Republic
Abstract
This paper analyses the time series observed for the foreign trade of the Czech Republic (CR) and predictions in such series with the aid of the SARIMA and transfer-function models. Our goal is to find models suitable for describing the time series of the exports and imports of goods and services from/to the CR and to subsequently use these models for predictions in quarterly estimates of the gross domestic product (GDP) component resources and utilization. As a result we get suitable models with a time lag, and predictions in the time series of the CR exports and imports several months ahead. (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
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ISSN
1234-7655
Language
eng
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