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Metody ekonometryczne w modelach wzrostu gospodarczego

Author

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  • Łukasz Goczek

Abstract

Celem artykułu jest przegląd i ocena poszczególnych metod ekonometrycznych używanych w modelach empirycznych wzrostu gospodarczego, co ma zasadnicze znaczenie dla ekonomicznego znaczenia tych badań i siły wniosków z nich płynących dla polityki gospodarczej. Przyjętą metodą jest dyskusja teoretyczna poświęcona poszczególnym modelom empirycznym zilustrowana własnymi oszacowaniami omawianych modeli. W badaniu ekonometrycznym wykazano, że preferowaną metodą szacowania dynamicznych modeli wzrostu na danych przekrojowo-czasowych jest Uogólniona Metoda Momentów zastosowana jednocześnie na poziomach i na pierwszych różnicach z korektą błędu w małych próbach. W artykule również wskazano, że w innych zastosowaniach, właściwsze mogą być estymacje prowadzone przy pomocy estymatora Kivieta bądź estymatora PMG.

Suggested Citation

  • Łukasz Goczek, 2012. "Metody ekonometryczne w modelach wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 49-71.
    • Handle: RePEc:sgh:gosnar:y:2012:i:10:p:49-71
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    References listed on IDEAS

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    Cited by:

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    2. Elżbieta Jadwiga Szymańska & Maria Rysz, 2022. "Determinants of Changes in Fruit Production in Farms in Areas with a Fragmented Agrarian Structure," Agriculture, MDPI, vol. 12(11), pages 1-19, October.
    3. Ewa Aksman, 2017. "Do Poverty and Income Inequality Affect Public Debt?," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 79-93.

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    More about this item

    Keywords

    wzrost gospodarczy; modele empiryczne; metody ekonometryczne; konwergencja;
    All these keywords.

    JEL classification:

    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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