Ekonometryczne modelowanie gospodarki narodowej

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1 Bank i Kredy 44 (1), 2013, Ekonomeryczne modelowanie gospodarki narodowej Sreszczenie -

2 2 W. Welfe A hisory of macroeconomeric model-building A course in macroeconomeric modelling and forecasing - Zarys hisorii ekonomerycznego modelowania gospodarki narodowej inpu-oupu - - -

3 Ekonomeryczne modelowanie gospodarki narodowej seady sae

4 4 W. Welfe Modele równowagi ogólnej - - -

5 Ekonomeryczne modelowanie gospodarki narodowej 5 -. business cycles - - Economerica

6 6 W. Welfe Makroekonomiczna eoria Keynesa

7 Ekonomeryczne modelowanie gospodarki narodowej Roczny model Kleina-Goldbergera i inne modele roczne - Economic flucu

8 8 W. Welfe

9 Ekonomeryczne modelowanie gospodarki narodowej

10 10 W. Welfe

11 Ekonomeryczne modelowanie gospodarki narodowej inpu-oupu Modele Wharon

12 12 W. Welfe - - mark-up inpu-oupu - inpu-oupu Model DRI

13 Ekonomeryczne modelowanie gospodarki narodowej mulicounry - - -

14 14 W. Welfe - - inpu-oupu

15 Ekonomeryczne modelowanie gospodarki narodowej 15 inpu-oupu - - inpu-oupu - - explicie - - -

16 16 W. Welfe ( X ) ( ) X = C + G + J + E M C cy, r, C ( ) = 1 ( ) J j X, r, K = 1 ( ) w E ewt, p / p, E = 1 ( ) m M mx, p/ p, M = 1 ( ) N nx, N = 1 m p = p ( wn / X, p ) w = w u, p ( ) s N / L = n ( u, w/ p )

17 Ekonomeryczne modelowanie gospodarki narodowej 17 d M = my (, p, r) C E J K M N s N p s s u u = ( N N) / N w Y G L WT P w p m K * (X ) (r ) K * = k X, r ( ) * K λk K = 1 ( ) = 1 D dk J = K + D = i X, r, K ( ) 1

18 18 W. Welfe - - Y C X N Y J X X M J + X p w p - od la 90. XX w. - -

19 Ekonomeryczne modelowanie gospodarki narodowej

20 20 W. Welfe - explicie - wx - X X p wx = X / X p α ( 1 α) ε X BAK N e = A explicie p

21 Ekonomeryczne modelowanie gospodarki narodowej wx X = C + J + G + R + E M C = c( H, V, r )

22 22 W. Welfe ( s J = j X, r, w/ p ) R = r ( X, wx ) M = m X, wx, p/ e p w ( ) E = ewt, wx p/ ep w ( ) H V r - r (wx ) ( u, π x) w / p = w, p = p wx, w/ π, ep w ( ) e w e=ee, r/ r, γ π = X / N u x r w ( ) - -

23 Ekonomeryczne modelowanie gospodarki narodowej Modele nierównowagi inpu-oupu - - -,

24 24 W. Welfe

25 Ekonomeryczne modelowanie gospodarki narodowej Inernaional Economic Review, Economerica Inernaional Economic Review Appendix o par one: equaions and definiions of variables for he FRB-MIT-PENN economeric model, Economeric models of cyclical behavior, Economeric modelling in heory and pracice Modelling he economy A hisory of macroeconomeric model-building Model ekonomeryczny gospodarki Polski Ludowej Economic srucure and policy, Economic Modelling

26 26 W. Welfe, American Economic Review Economic Modelling Economie e Prévision Easern Eeonomic Journal, Economic Modelling, Saisiques e Eudes Financières Iniial aemps in model-building a NIESR An economeric sudy of he Unied Kingdom Ekonomeryczna analiza nierównowagi gospodarki Polski Journal of Macroeconomics Regional Science and Urban Economics Economie e finances inernaionales Economeric modelling in heory and pracice Prevision e analyse economique: cahiers du GAMA Le modèle PROTEE, un modèle rimesriel de l économie française. Présenaion générale e uilisaion Economic Journal Models of disequilibrium and shorage in cenrally planned economies De Economis Flucuaions and growh in a near full employmen economy: a quarerly economeric analysis of he Neherlands A secoral model for he Neherlands economy, SECMON-C Europe s Unemploymen Problem,

27 Ekonomeryczne modelowanie gospodarki narodowej 27 Economerica The Brookings quarerly economeric model of he Unied Saes, The Brookings model: some furher resuls Inernaional Economic Review Revue de l IPECODE The DRI model of he U.S. economy Inernaional Economic Review Economerica The Wharon economeric forecasing model A shor-run forecasing model of he Unied Saes economy A model of macroeconomic aciviy MORKMON, a quarerly model of he Neherlands economy for macroeconomic policy analysis The Brookings quarerly economeric model of he Unied Saes American Economic Review The Brookings economeric model perspecive and recen developmens Economerica A Magyar nepgazdasag M-1 saiszikai makromodellje, Modelling economies in ransiion Dynamic economerics Le modèle de projecion á cour erme, An annual growh model of he U.S economy A hisory of macroeconomeric model-building Economerica

28 28 W. Welfe Inernaional Economic Review Journal of Economic Dynamics and Conrol Anicipaion and invesmen behaviour The Brookings quarerly economeric model of he Unied Saes Economerica Zarys eorii wzrosu gospodarki socjalisycznej The general heory of employmen, ineres and money Economic Journal Journal of Inernaional Money and Finance Journal of Poliical Economy An economeric model of he Unied Kingdom An economeric model of he Unied Saes Principles of macroeconomeric modeling, Economics of shorage, Economic Modelling Economerica Naional Insiue Economic Review Federal Reserve Bullein The office of business economics 70 quarerly economeric model, Economerica Inernaional Economic Review Economeric policy evaluaion. A criique The Phillips curve and labor markes Gospodarka Polski w okresie ransformacji

29 Ekonomeryczne modelowanie gospodarki narodowej 29 Economic Modelling METRIC, modèle économérique rimesriel de la conjuncure Repor on Modelling and Forecasing a he Bank of England, Economic Modelling Keynes on economerics Keynes economics mehodological issues Economerica Wharon annual and indusry forecasing model Economeric analysis for Naional economic planning Economerica Macro-economeric model building in socialis and non-socialis counries. A comparaive sudy Modelling he economy Economerica Popy rynek w warunkach nierównowagi American Economic Review, Par II of saisical esing of business-cycle heories Economic Journal American Economic Review, Papers and Proceedings An experimenal medium-erm macro model for he Duch economy Mahemaical model building in economics and indusry The FREIA-KOMPAS model for he Neherlands: a quarerly macro-economic model for he shor and medium erm The 1969 re-esimaion of he annual model: model 69-C

30 30 W. Welfe Shor-erm economic forecasing in pracice: he GRECON case. Economeric fundamenals and empirical resuls using daa of he Duch economy Analiza koinegracyjna w makromodelowaniu ekonomerii Ekonomeryczne modele gospodarki narodowej Polski, Economics of Planning Economics, economerics and he LINK: essays in honor of Lawrence R. Klein conribuions o economic analysis, w warunkach ransformacji Zarys hisorii ekonomerycznego modelowania gospodarki narodowej, A course in macroeconomic modelling and forecasing,

31 Ekonomeryczne modelowanie gospodarki narodowej 31 Economeric macromodelling of naional economy Absrac Keywords

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