Pregled bibliografske jedinice broj: 228101
MACROECONOMIC MODELLING RELAXING THEORETIC ASSUMPTIONS IN THE CROATIAN FINANCIAL SPHERE
MACROECONOMIC MODELLING RELAXING THEORETIC ASSUMPTIONS IN THE CROATIAN FINANCIAL SPHERE // Proceedings of the 8th International Symposium on Operational Research SOR'05 / Zadnik Stirn, Lidija ; Drobne, Samo (ur.).
Ljubljana, 2005. str. 285-290 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
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Naslov
MACROECONOMIC MODELLING RELAXING THEORETIC ASSUMPTIONS IN THE CROATIAN FINANCIAL SPHERE
Autori
Jurun, Elza ; Pivac, Snježana
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the 8th International Symposium on Operational Research SOR'05
/ Zadnik Stirn, Lidija ; Drobne, Samo - Ljubljana, 2005, 285-290
Skup
The 8th International Symposium on Operational Research SOR'05
Mjesto i datum
Nova Gorica, Slovenija, 28.09.2005. - 30.09.2005
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
parameter estimation; relaxing theoretic assumptions; linear programming; multicollinearity; Croatian financial market
Sažetak
This paper establishes an approach to macroeconomic modelling under conditions of relaxing the assumptions of the classical model. Macroeconomic variables of the Croatian financial market are integrated in the same multiple linear regression model. After parameter estimation by the classic method the problem of multicolinearity appears. Based on the same database the same variables were modelled by mathematical programming. The comparative analysis of results confirms the advantages of linear programming especially when the problem of multicollinearity appears.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
