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The forecasting of volumes of foreign currency loans granted to individual entrepreneurs in Poland in the aspects of economic security

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Abstrakty
EN
In the article, the author raises the issue of the forecast of volumes of foreign currency loans granted in Poland to individual entrepreneurs on the basis of original data gathered from the National Bank of Poland, in the aspects of economic security. The research was initiated with the analysis and evaluation of time series within the volumes of foreign currency loans in Poland for individual entrepreneurs between 2012 and 2017. An outlier was detected and it was changed to the arithmetic mean of an element from the previous series and the following one. Then, the analyzed series was divided into two parts. As a result of the assessment made, forecasting was carried out, with the use of various methods, of the first part of an isolated time series composed of 60 elements and, after that, the best prognostic method was selected. Based on this method, the forecasting of the original time series was made for 2018 - 12 prospective periods.
Rocznik
Strony
64--78
Opis fizyczny
Bibliogr. 15 poz., tab., wykr.
Twórcy
  • Faculty of Security, Logistics and Management at the Military University of Technology in Warsaw, gen. Sylwestra Kaliskiego 2, 01-476 Warszawa
  • International Cooperation Department of the Military University of Technology in Warsaw, gen. Sylwestra Kaliskiego 2, 01-476 Warszawa
Bibliografia
  • 1. Araten, M et al. (2004) ‘Measuring LGD on commercial loans: an 18-year internal study’, The RMA Journal, 86 (8) (2004), 96-103.
  • 2. Asarnow, E. & Edwards, D. (1995) ‘Measuring loss on defaulted bank loans: A 24-year study’, The Journal of Commercial Lending, 77 (7) (1995), pp. 11-23.
  • 3. Coenen, G., Adam, P., Straub, R. (2008) ‘Tax reform and labour-market performance in the euro area: a simulation-based analysis using the new area-wide model’, Journal of Economic Dynamics and Control, 32 (8) (2008), pp. 2543-2583.
  • 4. Dell’Ariccia, G., et. al. (2016) ‘Credit booms and macrofinancial stability’, Economic Policy, 31 (86) (2016), pp. 299-355.
  • 5. Devereux, M. B., Sutherland, A. (2011) ‘Country portfolios in open economy macro models’, The Journal of the European Economic Association, 9 (2) (2011), pp. 337-369.
  • 6. Devereux, M. B., Yetman, J. (2010) ‘Leverage constraints and the international transmission of shocks’, The Journal of Money, Credit and Banking, 42 (S1) (2010), pp. 71-105.
  • 7. Dhyne E., et. al. (2006) ‘Price changes in the euro area and the united states: some facts from individual consumer price data’, Journal of Economic Perspectives, 20 (2) (2006), pp. 171-192.
  • 8. Dübel, H. J., Walley, S. (2010) ‘Regulation of foreign currency mortgage loans: the case of transition countries in central and eastern Europe’, World Bank Other Operational Studies 12943, The World Bank (2010).
  • 9. Egert, B., Backe, P., Zumer, T. (2007) ‘Private-sector credit in central and Eastern Europe: new (over)shooting stars?’, Comparative Economic Studies., 49 (2) (2007), pp. 201-231.
  • 10. Elekdag, S., Tchakarov, I. (2007) ‘Balance sheets, exchange rate policy, and welfare’, Journal of Economic Dynamics and Control, 31 (12) (2007), pp. 3986-4015.
  • 11. Elenev, V., Landvoigt T., Van Nieuwerburgh, S. (2016) ‘Phasing out the GSEs’, The Journal of Monetary Economics., 81 (C) (2016), pp. 111-132.
  • 12. Nurzyńska, A. (2016) Security of services in international air transport of passenger transport. Wydawnictwo Naukowe SOPHIA.
  • 13. Redo, M., Wójtowicz, K., Ciak, M. J. (2018) Bezpieczeństwo finansów publicznych. CeDeWu.© Copyright by Wojskowa Akademia Techniczna w Warszawie, Warszawa 2020
  • 14. Rubio, M., Carrasco-Gallego, J. A. (2014) ‘Macroprudential and monetary policies: implications for financial stability and welfare’, The Journal of Banking and Finance, 49 (2014), pp. 326-336.
  • 15. Ruge-Murcia, F. (2012) ‘Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles’, Journal of Economic Dynamics and Control, 36 (6) (2012), pp. 914-938.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-fd593c28-d00d-4f90-b01e-7e90b0f46d7e
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