delo diplomskega projekta
Timi Bojnec (Author), Darja Boršič (Mentor)

Abstract

V diplomskem delu smo z metodo najmanjših kvadratov ocenjevali tri funkcije v primeru dejavnosti finančnih storitev, razen zavarovalništva in pokojninskih skladov v Sloveniji. To so linearna, dvojno logaritemska in proizvodna funkcija CES (konstantna elastičnost substitucije). Najprej smo podrobneje opisali položaj dejavnosti v Sloveniji. V ekonometrični analizi smo uporabljali podatke za eno leto. Proizvodna funkcija CES se je za pojasnjevanje dejavnosti finančnih storitev, razen zavarovalništva in pokojninskih skladov v Sloveniji, izkazala kot neprimerna, zato v nadaljevanju več ni bila uporabljena. Da bi izbrali najustreznejši model, smo v nadaljevanju primerjali razlagalne moči linearnega in dvojno logaritemskega modela, glede na vrednosti determinacijskega koeficienta multiple regresije – R2 in Box-Cox testa. Za najustreznejšega se je izkazal dvojno logaritemski model. Za dvojno logaritemski model smo ugotovili, da slučajna spremenljivka ni normalno porazdeljena. Dokazali smo, da je v modelu prisotna homoskedastičnost in zavrnili smo prisotnost avtokorelacije in multikolinearnosti.

Keywords

finančne storitve;ekonometrična analiza;proizvodna funkcija;linearna funkcija;dvojno logaritemska funkcija;CES;metoda najmanjših kvadratov;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UM EPF - Faculty of Economics and Business
Publisher: [T. Bojnec]
UDC: 330.43:336
COBISS: 13254428 Link will open in a new window
Views: 875
Downloads: 113
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Other data

Secondary language: English
Secondary title: Econometric analysis of financial services activities, except insurance and pension funding
Secondary abstract: In the diploma the method of the smallest squares was evaluated by three functions in the activities of financial services activities, except insurance and pension funds in Slovenia. These are linear, double logarithmic and production functions of CES (constant elasticity of substitution). We first described the position of activities in Slovenia in more detail. In the econometric analysis we used data for one year. The production function of CES was to clarify the activities of financial services, except insurance and pension funds in Slovenia, and therefore it was no longer used in the provision. In order to select the most appropriate model, we have complemented the explanatory powers of the linear and double logarithmic model with respect to the values of the determination coefficient of multiple regression - R2 and the Box-Cox test. The double logarithmic model proved to be the most appropriate. For the double logarithmic model, we found that the random variable is not normal distributed, we have proved that the homoskedasticity is present in the model and the presence of autocorrelation and multicolorarity is rejected.
Secondary keywords: econometric analysis;Financial services activities;linear production function;double logarithmic production function;CES production function;
URN: URN:SI:UM:
Type (COBISS): Diploma project paper
Thesis comment: Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages: 38 f.
ID: 10942176