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Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével
[Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy]

  • Vincze, János


  • Bíró, Anikó


  • Elek, Péter

A tanulmányban a Pénzügyminisztérium gazdaságpolitikai főosztálya és az MTA Közgazdaságtudományi Intézete által kifejlesztett középméretű negyedéves makrogazdasági modell segítségével elemezzük a magyar gazdaság legfontosabb mechanizmusait. A modellezés során követett alapelvek és a modell blokkjainak bemutatása után egy forgatókönyv-elemzés keretében vizsgáljuk a makrogazdasági és költségvetési folyamatokat befolyásoló főbb faktorok hatásait. A - tágan értelmezett - "bizonytalansági tényezőket" három csoportba soroljuk: megkülönböztetjük a külső környezet (például árfolyam) változását, a gazdasági szereplők viselkedésében rejlő bizonytalanságokat (például a bérigazodás sebességének vagy a fogyasztássimítás mértékének bizonytalanságát), valamint a gazdaságpolitikai lépéseket (például állami bérek emelését). Megmutatjuk, hogy e kockázatok makrokövetkezményei nem függetlenek egymástól, például egy árfolyamváltozás hatását befolyásolja a bérigazodás sebessége. Journal of Economic Literature (JEL) kód: C51, C53, E27, E60.

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Article provided by Közgazdasági Szemle Alapítvány (Economic Review Foundation) in its journal Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).

Volume (Year): LIV (2007)
Issue (Month): 9 ()
Pages: 774-799

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Handle: RePEc:ksa:szemle:937
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Order Information: Postal: Közgazdasági Szemle Alapítvány (Economic Review Foundation) Budapest, Budaörsi út 45., 1112, Hungary
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  1. Hendry, David F. & Clements, Michael P., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 0082, European Central Bank.
  2. Rasmus Kattai, 2007. "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers 2007-01, Bank of Estonia, revised 02 Jan 2007.
  3. John H. Cochrane, 1999. "New facts in finance," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 36-58.
  4. Christopher D. Carroll, 1997. "Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis," The Quarterly Journal of Economics, Oxford University Press, vol. 112(1), pages 1-55.
  5. Aaron Drew & Benjamin Hunt, 2000. "A comparison of the properties of NZM and FPS," Reserve Bank of New Zealand Discussion Paper Series DP2000/02, Reserve Bank of New Zealand.
  6. Fildes, Robert & Stekler, Herman, 2002. "Reply to the comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 503-505, December.
  7. Rajeev H. Dehejia & Sadek Wahba, 1998. "Propensity Score Matching Methods for Non-experimental Causal Studies," NBER Working Papers 6829, National Bureau of Economic Research, Inc.
  8. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
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