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Szacunki kwartalnego PKB w polskich województwach

Author

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  • Mateusz Pipień
  • Sylwia Roszkowska

Abstract

Celem artykułu jest scharakteryzowanie zastosowania modelu regresji liniowej w problemie czasowej i przestrzennej dezagregacji PKB polskiej gospodarki. W opisywanym podejściu przedmiotem estymacji są parametry strukturalne regresji liniowej, w której roczne PKB województw lub jego tempo zmian stanowią zmienną objaśnianą, zaś roczne PKB krajowe lub jego tempo zmian odgrywa rolę zmiennej objaśniającej. Proponuje się, aby kwartalne PKB i jego zmiany szacować dla poszczególnych województw jako funkcje parametrów regresji. Proponowane alternatywne podejścia poddano ocenie ze względu na poziom niepewności statystycznej związanej z estymacją oraz ze względu na poziom przestrzennego zróżnicowania oszacowanych wartości. W artykule przedstawiono wyniki szacunków PKB i jego zmian w województwach w okresie 1995–2012, otrzymane na podstawie zaproponowanej dwustopniowej procedury. Uzyskane wyniki szacunków poziomów PKB charakteryzują się dużą precyzją oszacowań, ale regionalne zróżnicowanie stóp wzrostu PKB otrzymanych na podstawie tego podejścia jest niewielkie. Z kolei wykorzystanie w regresji wartości tempa zmian PKB powodowało większe zróżnicowanie stóp wzrostu PKB według województw, ale błędy szacunków były większe.

Suggested Citation

  • Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa, Warsaw School of Economics, issue 5, pages 145-169.
  • Handle: RePEc:sgh:gosnar:y:2015:i:5:p:145-169
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    References listed on IDEAS

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    1. repec:nbp:nbpbik:v:48:y:2017:i:1:p:73-96 is not listed on IDEAS

    More about this item

    Keywords

    dezagregacja obserwowanych kategorii makroekonomicznych; klasyczny model regresji liniowej; niepewność estymacji; regionalny PKB;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts

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