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Industrija
2019, vol. 47, br. 4, str. 63-73
jezik rada: engleski
vrsta rada: izvorni naučni članak
objavljeno: 23/01/2020
doi: 10.5937/industrija47-24601
Creative Commons License 4.0
Međuzavisnost između Beogradske berze i ekonomskog rasta Srbije
aUniverzitet u Kragujevcu, Ekonomski fakultet
bn/a

e-adresa: dstojkovic@kg.ac.rs

Sažetak

Cilj studije jeste empirijsko ispitivanje međusobne uslovljenosti razvoja Beogradske berze i ekonomskog rasta Srbije. U radu su korišćene kvartalne vrednosti tržišne kapitalizacije i ostvarenog prometa akcijama na Beogradskoj berzi i kvartalne vrednosti bruto domaćeg proizvoda Srbije u periodu 2003-2018. Prilikom ispitivanja dugoročne povezanosti varijabli, korišćen je Johansen (1991) test kointegracije, dok se u analizi kauzalnosti koristio Granger Causality Test. Rezultati dosadašnjih istraživanja su uglavnom pokazali da je razvoj tržišta kapitala od značaja za ekonomski rast, što implicira da likvidna berza može biti pouzdan indikator dugoročnog rasta ekonomske aktivnosti.

Ključne reči

Beogradska berza; promet akcijama; tržišna kapitalizacija; ekonomski rast; Granger Causality Test

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