empirična analiza
Eva Volmajer (Author), Darja Boršič (Mentor)

Abstract

Osebna potrošnja ponazarja v makroekonomiji eno izmed njenih bistvenih komponent in je sestavina vsakega narodnega gospodarstva. V delu diplomskega projekta se osredotočimo na potrošne funkcije, ki jih opredelimo za Francijo. Kot neodvisne spremenljivke izberemo tiste, za katere menimo, da bodo na podlagi teoretičnih izhodišč in zbranih podatkov najbolje razložile vpliv na potrošnjo v izbrani državi. V teoretičnem delu opredelimo potrošnjo in razmere v francoskem gospodarstvu ter opišemo temeljne oblike potrošnih funkcij. Sledi empirični del, v katerem opredelimo spremenljivke, ekonometrično ocenimo funkcije ter testiramo stabilnost regresijskih parametrov vsakega modela in ustreznost njegove specifikacije. Testirali smo Keynesovo potrošno funkcijo in njeno razširjeno različico z vključeno dodatno pojasnjevalno spremenljivko obrestno mero, Friedmanovo potrošno funkcijo permanentnega dohodka ter Modiglianijevo potrošno funkcijo življenjskega cikla. Modele proučimo v linearni obliki, z izjemo Keynesovega razširjenega modela, ki je v dvojnologaritemski obliki, saj na tak način tudi pri tem dosežemo statistično značilnost vseh koeficientov. Z ustreznimi ekonometričnimi testi na izbranih modelih preverimo veljavnost nekaterih predpostavk metode najmanjših kvadratov, in sicer prisotnost normalne porazdelitve slučajne spremenljivke, multikolinearnosti, heteroskedastičnosti in avtokorelacije. Pri izbranih ekonometričnih modelih se je izkazalo, da je v vseh primerih predpostavka o normalni porazdelitvi slučajne spremenljivke izpolnjena, medtem ko preostale predpostavke niso.

Keywords

potrošnja;potrošna funkcija;osebna potrošnja;ekonometrična analiza;metoda najmanjših kvadratov;Francija;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UM EPF - Faculty of Economics and Business
Publisher: [E. Volmajer]
UDC: 330.567.22(44)
COBISS: 13477916 Link will open in a new window
Views: 561
Downloads: 71
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Personal consumption in France
Secondary abstract: Personal consumption is one of its essential components of macroeconomics and a part of each national economy. The graduation thesis focuses on consumption functions for France. The independent variables were defined on the basis of theoretical background and data gathered. The theoretical part defines consumption and the conditions in the French economy and presents the basic types of consumption functions. This is followed by the empirical part, which defines the variables, econometrically estimated the functions and tests the stability of regression parameters of each model and the adequacy of its specification. The thesis tests Keynes’ consumption function and its extended version with the added explanatory variable of interest rate, Friedman’s permanent income consumption function and Modigliani’s life cycle consumption function. The models are estimated in linear form with the exception of Keynes’ extented model which is in form of a doublelogarithmic function. In order to achieve the statisticallysignificant estimates of regression coefficients. Appropriate econometric tests are applied on chosen models to test the validity of some of the assumptions of the method of ordinary least squares, namely the presence of normal distribution of the random variable, multicollinearity, heteroscedasticity and autocorrelation. The chosen econometric tests have shown that the assumption about normal distribution of the random variable and the assumption of homoscedasticity are met in all cases whereas other assumptions are not.
Secondary keywords: personal consumption;consumption function;France;econometric analysis;ordinary least squares;
Type (COBISS): Diploma project paper
Thesis comment: Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages: IV, 53 str., 16 str. pril.
ID: 11163611