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Industrija
2013, vol. 41, br. 2, str. 81-101
jezik rada: engleski
vrsta rada: izvorni naučni članak
objavljeno: 09/09/2013
doi: 10.5937/industrija41-4036
Predviđanje privredne aktivnosti u Srbiji primenom SERLEI indikatora
Univerzitet Union, Beogradska bankarska akademija - Fakultet za bankarstvo, osiguranje i finansije, Beograd

e-adresa: sandra.kamenkovic@bba.edu.rs, zoran.grubisic@bba.edu.rs

Sažetak

Blagovremena identifikacija naredne faze privrednog ciklusa, odnosno zaokreta u privrednoj aktivnosti u odnosu na prethodni trend, predstavlja kritičan faktor za uspeh kontraciklične ekonomske politike. 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.

Ključne reči

poslovni ciklusi; ekonomski indikatori; vreme kašnjenja; Markov režim - Svitčing model

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