BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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Autor
Marek Luboš (University of Economics, Prague, Czech Republic), Hronová Stanislava (University of Economics, Prague, Czech Republic), Hindis Richard (University of Economics, Prague, Czech Republic)
Tytuł
Option for Predicting The Czech Republic's Foreign Trade Time Series as Components in Gross Domestic Product
Źródło
Statistics in Transition, 2017, vol. 18, nr 3, s. 481-500, tab., bibliogr. s. 498-500
Słowa kluczowe
Modele SARIMA, Import, Eksport, Kurs walutowy, Produkt krajowy brutto (PKB)
SARIMA models, Import, Export, Exchange rates, Gross domestic product (GDP)
Uwagi
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
Kraj/Region
Republika Czeska
Czech Republic
Abstrakt
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)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
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Bibliografia
Pokaż
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ISSN
1234-7655
Język
eng
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