Predviđanje privredne aktivnosti u Srbiji primenom Serlei indikatora

  • Sandra S Kamenković Beogradska bankarska akademija, Fakultet za bankarstvo, osiguranje i finansije
  • Zoran Grubišić Beogradska bankarska akademija, Fakultet za bankarstvo, osiguranje i finansije
Ključne reči: Markov Regime-Switching Model||, ||, Time Lag||, Economic indicator||, Business Cycle||,

Sažetak


Blagovremena identifikacija naredne faze privrednog ciklusa, odnosno zaokreta u privrednoj aktivnosti u odnosu na prethodni trend, predstavlja kritičan faktor za uspeh kontraciklične ekonomske poltike. U osnovi rada je konstruisanje novog vodećeg indikatora privrednog ciklusa koji uz određeni vremenski pomak nagoveštava sledeću fazu privrednog ciklusa u Republici Srbiji (SERLEI – Serbian leading economic indicator). SERLEI je testiran u periodu ekspanzije i ulaska privrede Srbije u recesiju da pokaže u kojoj meri je bilo moguće najaviti zaokret u privrednim ciklusima

Biografije autora

Sandra S Kamenković, Beogradska bankarska akademija, Fakultet za bankarstvo, osiguranje i finansije
Naučna oblast Ekonomija i finansije
Zoran Grubišić, Beogradska bankarska akademija, Fakultet za bankarstvo, osiguranje i finansije
Naučna oblast Ekonomija i finansije

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2013/07/11
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