Prediction of business cycle of Poland

نویسندگان

چکیده

The paper is focused on the construction of a new composite indicator intended to predict economic cycle Poland and its comparison with existing CLI used by international institutions such as OECD Eurostat. In part, this research also dedicated monitoring partial advance cyclical indicators that make up components their changes over time. explores 62 qualitative quantitative relationship development monthly GDP at constant prices in three different time periods: 2005 2021, 2010 2016 2021. A modified method select component series using Hodrick-Prescott filter subsequently employ cross-correlation variables GDP. constructed can evolution one month ahead level 0.879 under equal weights 0.877 weights. Research has shown there no significant change composition for prediction when established methodology.

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ژورنال

عنوان ژورنال: Journal of International Studies

سال: 2022

ISSN: ['2289-666X', '1823-691X']

DOI: https://doi.org/10.14254/2071-8330.2022/15-3/5