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Metodyka wielokryterialnej analizy zmian stóp bezrobocia wybranych gospodarek światowych oraz prognozowanie modelem ARIMA stopy bezrobocia USA na przyszłość

Author

Listed:
  • Bartosz Kozicki
  • Jan Žukovskis
  • Grzegorz Mizura

Abstract

W artykule przedstawiono metodykę wielokryterialnej analizy stóp procentowych bezrobocia w wybranych gospodarkach światowych oraz próby przeprowadzenia prognozowania stopy bezrobocia w USA na trzy przyszłe okresy. Badania rozpoczęto od analizy wielowymiarowej zmienności stóp procentowych bezrobocia w wybranych gospodarkach światowych w ujęciu sześciomiesięcznym w latach 2011-2018. Następnie przeprowadzono jej ocenę. Dalszym etapem badania była analiza i ocena szeregu czasowego danych dotyczących stóp procentowych bezrobocia w USA w ujęciu dynamicznym. Następnie zbudowano model prognostyczny ARIMA i wykonano prognozowanie na trzy przyszłe okresy.

Suggested Citation

  • Bartosz Kozicki & Jan Žukovskis & Grzegorz Mizura, 2020. "Metodyka wielokryterialnej analizy zmian stóp bezrobocia wybranych gospodarek światowych oraz prognozowanie modelem ARIMA stopy bezrobocia USA na przyszłość," Nowoczesne Systemy Zarządzania. Modern Management Systems, Military University of Technology, Faculty of Security, Logistics and Management, Institute of Organization and Management, issue 1, pages 71-85.
    • Handle: RePEc:aou:nszioz:y:2020:i:1:p:71-85
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    References listed on IDEAS

    as
    1. Thomas Sargent & Lars Ljungqvist & Isaac Baley, 2017. "Turbulence and Unemployment in Matching Models," 2017 Meeting Papers 1391, Society for Economic Dynamics.
    2. Ręklewski Marek & Ryczkowski Maciej, 2016. "The Polish Regional Labour Market Welfare Indicator and Its Links to Other Well-being Measures," Comparative Economic Research, Sciendo, vol. 19(3), pages 113-132, September.
    3. Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2018. "Quit Turbulence and Unemployment," Working Papers 1019, Barcelona School of Economics.
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