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Influenta Incertitudinii Macroeconomice asupra Investitiilor - analiza empirica in cazul Romaniei

Author

Listed:
  • Saman, Corina

    (Institute for Economic Forecasting, Romanian Academy)

Abstract

Din punct de vedere teoretic incertitudinea poate influenţa investiţiile prin diferite canale şi în diferite direcţii. De aceea sensul acestei influenţe este o necunoscută şi el poate fi aflat doar empiric din datele istorice analizate. In acest studiu am analizat relaţia dintre incertitudinea macroeconomică şi investiţiile totale in România utilizînd date lunare din perioada 2000 – 2008. Ca sursă a incertitudinii se consideră ca alternative volatilitatea din preţuri şi rata de schimb măsurată printr-un model GARCH, iar tehnica de estimare a relaţiei investiţia agregată-incertitudine este metoda generalizată a momentelor GMM.

Suggested Citation

  • Saman, Corina, 2009. "Influenta Incertitudinii Macroeconomice asupra Investitiilor - analiza empirica in cazul Romaniei," Working Papers of Macroeconomic Modelling Seminar 092202, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpmems:092202
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    File URL: http://www.ipe.ro/RePEc/WorkingPapers/cs22_2.pdf
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    More about this item

    Keywords

    Investiţii; incertitudine; ireversibilitate; instabilitate economică; inflaţie;
    All these keywords.

    JEL classification:

    • E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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