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Multicountry and Regional Macroeconometric Models

Author

Listed:
  • Welfe Władysław

    (Ph.D.,Full Professor at the University of Łódź)

Abstract

Modele gospodarki światowej lub jej części (regionów) zostały zbudowanew ubiegłym stuleciu, służąc celom analizy rozwoju i prognozowaniu gospodarki całegoświata lub wyróżnionych regionów (np. Ameryki Łacińskiej). Modele te zwyklewyróżniały największe, uprzemysłowione kraje świata oraz sumarycznie pozostałe kraje(ROW). Stąd ich struktura została oparta na specyfikacjach równań typowych dlaposzczególnych krajów, wykorzystując pełnię statystycznych informacji gromadzonychdla każdego kraju.Makroekonometryczne modele regionalne są budowane albo dla wyróżnionychjednostek administracyjnych albo geograficznych w obrębie na ogół dużych krajów(USA, Chiny, Rosja, etc.). Ich struktura winna być zbliżona do struktury modeli danychkrajów. Jednakże, dane statystyczne dotyczące regionów są na ogół niekompletne: brakjest danych o eksporcie i imporcie regionu, migracjach ludności, przepływachfinansowych etc.. Wymaga to odpowiednich aproksymacji. Ponieważ w wielu krajachdynamika cen i plac przebiega w sposób podobny w skali kraju - wprowadza się domodeli regionalnych zmienne dotyczące całego kraju. Z drugiej strony oddziaływaniezwrotne występuje na ogół rzadko w tych modelach.W referacie przedstawiono typowe struktury makroekonometrycznych modeliwystępujących w modelach gospodarki światowej oraz struktury modelicharakterystyczne dla modeli regionalnych. Specyficzne własności modeli regionalnychsą przedmiotem odrębnej dyskusji a także możliwości rozbudowy tych modeli sąanalizowane.

Suggested Citation

  • Welfe Władysław, 2012. "Multicountry and Regional Macroeconometric Models," Comparative Economic Research, Sciendo, vol. 15(4), pages 293-304, December.
    • Handle: RePEc:vrs:coecre:v:15:y:2012:i:4:p:293-304:n:21
    DOI: 10.2478/v10103-012-0042-6
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