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2018, vol. 46, br. 1, str. 21-43
Ciklične karakteristike makroekonomskih varijabli u Srbiji
Univerzitet u Istočnom Sarajevu, Ekonomski fakultet - Brčko, Brčko Distrikt, BiH
Ključne reči: poslovni ciklusi; makroekonomske varijable; stilizovane činjenice; volatilnost; korelacija; perzistentnost
Sažetak
Rad se fokusira na identifikovanje karakteristika poslovnih ciklusa u Srbiji. U tu svrhu ispitivana je empirijska veza između agregatne ekonomske aktivnosti i ključnih makroekonomskih varijabli, kao što su komponente BDP-a, industrijska proizvodnja, zaposlenost, zarade, cene i monetarni agregati sa aspekta volatilnosti, sinhronizovanosti i vremenske podudarnosti, te perzistentnosti. Takođe, dobijeni rezultati komparirani su sa rezultatima sprovedenih sličnih istraživanja u tranzicionim zemljama Centralne i Istočne Evrope. Naši nalazi potvrđuju postojanje značajnih pravilnosti u kretanju analiziranih ekonomskih vremenskih serija u odnosu na kretanje agregatne ekonomske aktivnosti. Pri tome, utvrđene ciklične karakteristike makroekonomskih varijabli u Srbiji ne odstupaju značajno od do sada dokumentovanih karakteristika u drugim evropskim zemljama u razvoju, čak ni u pogledu razlika u odnosu na razvijene zemlje.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/industrija46-16344
objavljen u SCIndeksu: 12.04.2018.
metod recenzije: dvostruko anoniman
Creative Commons License 4.0

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