Ekonometrična analiza osebne potrošnje Slovenije, Belgije in Italije

delo diplomskega projekta

Katja Mohorko (Author), Darja Boršič (Mentor)

Abstract

Osebna potrošnja je ena izmed ključnih makroekonomskih dejavnikov, saj je leta 2018 v EU namreč predstavljala več kot polovico celotnega BDP. Poleg predstavitve osebne potrošnje v Sloveniji, Belgiji in Italiji med leti 2003 in 2018, identificiramo tudi vpliv njenih faktorjev s pomočjo ekonometrične analize. Študija temelji na različnih oblikah prilagojene Keynesianske potrošne funkcije in z ekonometrično metodo najmanjših kvadratov (MNK) preverja statistično značilnost in primernost izbranih neodvisnih spremenljvk, realnega BDP, realne obrestne mere in odložene potrošnje gospodinjstev vsake države. Kot najprimernejši se pri vsaki izmed njih izkaže multipli linearni regresijski model z odloženo odvisno spremenljivko, za katerega preverimo veljavnost predpostavk normalne porazdelitve, multikolinearnosti, heteroskedastičnosti in avtokorelacije.

Keywords

potrošnja;osebna potrošnja;potrošna funkcija;bruto domači proizvod;metoda najmanjših kvadratov;ekonometrična analiza;

Data

Language:	Slovenian
Year of publishing:	2019
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[K. Mohorko]
UDC:	330.567.22
COBISS:	13497884
Views:	714
Downloads:	91
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Econometric analysis of personal consumption in Slovenia, Belgium and Italy
Secondary abstract:	The personal consumption is one of the key macroeconomic factors as its share of gross domestic product (GDP) accounted for slightly more than half of the EU’s GDP last year. Besides presenting the household consumption in Slovenia, Belgium and Italy between year 2003 to 2018, the econometric analysis is carried out to identify the impact of consumption factors on household consumption. This study is based on different forms of modified Keynesian consumption function and employs econometric method Ordinary least squares (OLS) to determine the statistical significancy and accuracy of selected independent variables real GDP, real interest rate and lagged household consumption. To emphasize, multiple linear regression model with lagged independent variable shows as best to describe the personal consumption in each country. Furthermore normal distribution, multicollinearity, heteroskedasticity and autocorrelation are tested for each model.
Secondary keywords:	personal consumption;gross domestic product;consumer function;ordinary least squares;normaln distribution;multicollinearity;heteroskedasticity;autocorrelation;
Type (COBISS):	Diploma project paper
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	III, 64 str., 21 str. pril.
ID:	11213285