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Title:Analiza učinka gospodarske krize na proizvodno funkcijo ključnih sektorjev narodnega gospodarstva
Authors:Rakovec, Aleš (Author)
Jagrič, Timotej (Mentor) More about this mentor... New window
Benkovič, Dominik (Co-mentor)
Files:.pdf MAG_Rakovec_Ales_2015.pdf (6,19 MB)
 
Language:Slovenian
Work type:Master's thesis/paper (mb22)
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V magistrskem delu obravnavamo proizvodno funkcijo in vpliv gospodarske krize na njene parametre. Analiziramo sedem slovenskih sektorjev za leta 2002, 2007 in 2012 ter na presečnih podatkih ocenjujemo linearni, Cobb-Douglasov in CES regresijski model. V delu opišemo teoretična izhodišča, lastnosti in temeljne oblike proizvodne funkcije. Predstavimo izbiro sektorjev in poslovanje vseh sektorjev med leti 2002 in 2012. Podrobneje predstavimo podatkovno bazo, opravimo grafično analizo in osnovno statistično analizo. V glavnem poglavju magistrskega dela opravimo ekonometrično analizo. V začetku opišemo model multiple regresije in podrobneje predstavimo oceno linearne proizvodne funkcije za sektor predelovalnih dejavnosti. Ostale proizvodne funkcije ocenimo s programom EViews. Ugotovimo, da CES model ni primeren za analizo, zato ga v nadaljevanju izločimo iz obravnave. Izvedemo primerjalni kriterij, Box-Coxov test in Ramsey Reset test. Na najprimernejšem modelu preverimo prisotnost multikolinearnosti in heteroskedastičnosti. Za konec predstavimo rezultate v tabelah in dodatne izračune v prilogah.
Keywords:Ekonometrična analiza, linearna proizvodna funkcija, Cobb-Douglasova proizvodna funkcija, CES proizvodna funkcija.
Year of publishing:2015
Publisher:[A. Rakovec]
Source:Maribor
UDC:519.862:338.32(043.2)
URN:URN:SI:UM:DK:9PHNOIPH
COBISS_ID:21409032 Link is opened in a new window
Views:1212
Downloads:70
Metadata:XML RDF-CHPDL DC-XML DC-RDF
Categories:FNM
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Secondary language

Language:English
Title:Analysis of the impact of economics crisis on production function of key sectors of national economics
Abstract:The master's thesis deals with the production function and the impact of the economic crisis on its parameters. Seven Slovenian sectors for the years 2002, 2007, and 2012 are analysed, and on the cross-sectional data are estimated the linear, Cobb-Douglas and CES regression model. In the thesis the theoretical principles, characteristics and basic forms of production function are described. Introduced are a selection of sectors and the performance of all sectors between 2002 and 2012. The database is described in detail, and the graphic analysis and basic statistical analysis are performed. In the main chapter of the master's thesis the econometric analysis is made. In the beginning the model of multiple regression is described and the assessment of linear production functions for the manufacturing sector is presented in detail. Other production functions are estimated with EViews program. Discovered is that the CES model is not suitable for analysis, so in the continuation it is excluded from the treatment. We carry out the comparative criterion, Box-Cox test and Ramsey Reset test. The most appropriate model is checked out for the presence of multicollinearity and heteroskedasticity. In the conclusion the results in tables and additional calculations in the attachments are presented.
Keywords:Econometric analysis, linear production function, Cobb–Douglas production function, CES production function.


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