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Porównanie trafności jednorocznych prognoz polskiej koniunktury sporządzanych przez krajowe i międzynarodowe instytucje ekonomiczne

Author

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  • Aleksander Grechuta

Abstract

Dobra znajomość przyszłych warunków działania jest niezbędna do osiągnięcia sukcesu w przedsięwzięciach gospodarczych. W makroekonomii warunki te nazywa się koniunkturą. W tym świetle znaczenie przewidywania koniunktury nie budzi wątpliwości, nie dziwi zatem, że wiele podmiotów zajmuje się tworzeniem prognoz ekonomicznych. Prognozy te w niejednakowym stopniu różnią się w zależności od instytucji, więc bardzo ważnym zagadnieniem jest ocena, które z nich charakteryzują się większą trafnością. W niniejszej pracy porównano trafność jednorocznych prognoz polskiej koniunktury sporządzanych przez Narodowy Bank Polski (NBP), Ministerstwo Finansów (MF), Komisję Europejską (KE), Organizację Współpracy Gospodarczej i Rozwoju (OECD) oraz Międzynarodowy Fundusz Walutowy (IMF). Badano trafność prognoz ex post w okresie 2004−2016, z uwzględnieniem korekt dla poszczególnych instytucji, związanych z dostępnością danych. Zmiany koniunktury opisywano za pomocą wybranych charakterystyk: rocznej dynamiki produktu krajowego brutto (PKB), inflacji mierzonej wskaźnikiem cen i towarów konsumpcyjnych (CPI) lub zharmonizowanym indeksem cen konsumpcyjnych (HICP) oraz stopy bezrobocia. Do badania trafności prognoz sporządzonych przez poszczególne instytucje wykorzystano wybrane miary jakości predykcji ex post, m.in.: średni błąd prognozy (ME), średni bezwzględny błąd prognozy (MAE), pierwiastek błędu średniokwadratowego (RMSE), współczynnik U-Theila oraz dekompozycje błędu średniokwadratowego.

Suggested Citation

  • Aleksander Grechuta, 2018. "Porównanie trafności jednorocznych prognoz polskiej koniunktury sporządzanych przez krajowe i międzynarodowe instytucje ekonomiczne," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 63-92.
    • Handle: RePEc:nbp:nbpbik:v:49:y:2018:i:1:p:63-92
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    References listed on IDEAS

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    More about this item

    Keywords

    PKB; inflacja; bezrobocie; trafność prognoz krótkookresowych; gospodarka Polski;
    All these keywords.

    JEL classification:

    • E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
    • O1 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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