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Polish macroeconomic indicators correlated-prediction with indicators of selected countries

In: Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena

Author

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  • Monika Hadas-Dyduch

    (University of Economics in Katowice, Poland)

Abstract

The aim of this article is to provide an estimate of the unemployment rate on the basis of copyright model. Polish unemployment rate forecast, based on a model based on multiresolution analysis and selected macroeconomic indicators of different countries. A characteristic feature of the model is to divide the ranks into sub-series with the corresponding time-shifted and dependence prediction depend on other macroeconomic indicators of selected countries. The algorithm for the prediction of time series presenting macroeconomic indicators, based on neural networks and the wavelet analysis, wavelets Daubechies. However, the main feature of the algorithm is to divide the analyzed series into several partial under-series and prediction dependence of a number of other economic series with the appropriate sliding window of time.

Suggested Citation

  • Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & Slawomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, pages 68-76, Institute of Economic Research.
    • Handle: RePEc:pes:ecchap:22
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    Cited by:

    1. Adam P. Balcerzak & Michal Bernard Pietrzak, 2016. "Dynamic Panel Analysis of Influence of Quality of Human Capital on Total Factor Productivity in Old European Union Countries," Working Papers 19/2016, Institute of Economic Research, revised May 2016.

    More about this item

    Keywords

    macroeconomic indicators; wavelets; unemployment rate;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G19 - Financial Economics - - General Financial Markets - - - Other
    • E00 - Macroeconomics and Monetary Economics - - General - - - General

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