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1
Metody analizy wpływu skłonności do konsumpcji na wydatki ludności
100%
Doszyn M.
Wiadomości Statystyczne
|
2008
|
tom 53
|
nr 09
2
Zróżnicowanie regionalne skłonności do konsumpcji wyrobów tytoniowych i napojów alkoholowych
100%
Doszyn M.
Wiadomości Statystyczne
|
2013
|
tom 58
|
nr 06
3
APPLICATION OF BAYESIAN METHODS IN RESEARCH OF PROPENSITIES
100%
Doszyn M.
Przegląd Statystyczny
|
2007
|
tom 54
|
nr 2
79-93
EN
In the article a definition of propensity and methods of measurements of propensities (frequency & trigonometric) were presented. Possibility of application of the Bayesian methods in research of propensities was also recommended. 'A posteriori' distributions and estimators of propensity parameter were analytically found. The uniform distribution and beta distribution with specified parameters were assumed as 'a priori' distributions. Empirical example presents an analysis of propensity to risk calculated for chosen investment funds in the year 2003. The author estimated also 'a posteriori' distributions of the parameter utilised in order to measure the propensity to risk of discussed funds.
4
APPLICATION OF GIBBS SAMPLING TO CALCULATION OF DISTRIBUTION OF PROPENSITIES BY MEANS OF ECONOMETRIC MODEL
100%
Doszyn M.
Przegląd Statystyczny
|
2006
|
tom 53
|
nr 4
36-42
EN
In the article possibilities of using econometric models to obtain propensities were discussed. Propensity to consumption of households containing pensioners and retired people in Poland in the years 1993-2004 was computed by means of the Gibbs sampling. Normal distribution was chosen as 'a priori' distribution of vector of parameter's estimates. Gamma distribution was set as 'a priori' distribution of parameter of precision. It was assumed that these 'a priori' distributions are independent. Empirical results showed that average propensity to consumption of households of pensioners and retired people in analyzed period was high (0,965)
5
APPLICATION OF VAR AND VECM MODELS IN ANALYSING COINTEGRATION OF VARIABLES DESCRIBING CONSUMPTION'S BEHAVIOUR OF HOUSEHOLDS
100%
Doszyn M.
Przegląd Statystyczny
|
2008
|
tom 55
|
nr 4
78-84
EN
In the article problems connected with vector autoregressive models (VAR) and vector error correction models (VECM) were introduced. Johansen's procedure which is useful in identifying cointegration relations was presented. Special tests (trace test, maximal eigenvalue test) which enables determination of number of cointegation relations were described. In empirical example attempt to appoint cointegration relation between expenditures and disposable incomes of households of employees on non-manual labour positions with using VAR and VECM models was made. At first stage integration of variables was tested with using Dickey - Fuller test. Johansen's procedure was applied to assign number of cointegration relations. On the basis of VECM long term marginal propensity to consume of analyzed households was estimated.
6
IMPACT OF PROPENSITIES ON STATISTICAL REGULARITIES FORMATION - WHOLE - STRUCTURAL APPROACH
100%
Doszyn M.
Przegląd Statystyczny
|
2007
|
tom 54
|
nr 1
72-77
EN
It is discussed in the article that propensities coud be treated as forces that make statistical regularities stable. It was assumed that theory of propensity may be an important component of the conception of whole - structural approach to phenomenon analysis. Definition of propensity and the whole - structural econometric model was presented. Dependencies between models of all types of statistical regularities were described. It was proved that propensity that makes relations between specified variables for spacial data stable causes that distribution of given variable is also stable. Propensity that makes relations between specific variables for time series stable causes that tendency of analysed variable is stabilized.
7
BAYESIAN ESTIMATION OF PROPENSITIES WITH USING ECONOMETRIC MODELS
100%
Doszyn M.
Przegląd Statystyczny
|
2006
|
tom 53
|
nr 4
25-35
EN
In the article possibilities of calculation of propensity by means of properly specified econometric models were presented. Propensities to consumption of chosen types of households in Poland were estimated (for the years 1993-2004) with application of Bayesian approach. Propensities for consumption were obtained for informative (Normal - Gamma distribution) and non-informative 'a priori' distribution. 'Highest Posterior Density Intervals' and parameters of precision for calculated estimators were also computed. Finally, distribution of propensities to consumption of analyzed types of households were presented
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