{"id":1950,"date":"2021-01-15T16:05:03","date_gmt":"2021-01-15T15:05:03","guid":{"rendered":"http:\/\/katfin.ue.wroc.pl\/?p=1950"},"modified":"2021-01-15T16:10:41","modified_gmt":"2021-01-15T15:10:41","slug":"jak-ustalic-czy-zbliza-sie-kryzys","status":"publish","type":"post","link":"https:\/\/katfin.ue.wroc.pl\/index.php\/2021\/01\/jak-ustalic-czy-zbliza-sie-kryzys\/","title":{"rendered":"Jak ustali\u0107, czy zbli\u017ca si\u0119 kryzys? … zapraszamy do lektury artyku\u0142u pracownik\u00f3w Katedry Finans\u00f3w"},"content":{"rendered":"\n

W fascynuj\u0105c\u0105 podr\u00f3\u017c po wska\u017anikach, na podstawie kt\u00f3rych podj\u0119to w Komisji Europejskiej pr\u00f3b\u0119 ustalenia sytuacji gospodarczej w krajach Unii Europejskiej, zapraszaj\u0105 nas w swoim artykule prof. Jacek Karwowski i dr Krzysztof Biegun.<\/p>\n\n\n\n

link do pdf<\/a><\/p>\n\n\n\n

Tytu\u0142<\/strong>: Macroeconomic imbalance procedure (MIP) scoreboard indicators and their predictive strength of \u201cmultidimensional crises\u201d <\/p>\n\n\n\n

JEL Classification<\/strong>: E02; E61; C25<\/p>\n\n\n\n

Keywords<\/strong>: macroeconomic imbalance procedure; economic crisis; multidimensional crisis; ordered probit model<\/em><\/p>\n\n\n\n

Abstract <\/strong>
Research background<\/strong>:
The evaluation of the predictive strength of MIP indicators in relation to crises is extremely important for the process of coordinating the economic policies of the EU countries. MIP is one of the pillars of the economic crisis prevention procedure. Predictive power of individual indicators has not been tested before their introduction. <\/p>\n\n\n\n

Purpose of the article<\/strong>:
Evaluation of the predictive strength of fourteen MIP indicators in rela-tion to multidimensional crises in the EU countries.Methods: We used ordered probit model to test the ability of MIP indicators to correctly predict episodes of \u201cmultidimensional crises\u201d (as defined by the authors) in the period between 2008 and 2017 in all EU Member States. <\/p>\n\n\n\n

Findings & Value added<\/strong>:
We defined \u201cmultidimensional crises\u201d, combining several negative phenomena into one limited dependent variable. This work is also novel in its application of probit regression to test the predictive strength of MIP indicators with an ordered probit model. We identified five MIP variables which were statistically significant in predicting \u201cmultidimen-sional crises\u201d for all EU countries: net international investment position, nominal unit labour cost index, house price index, private sector credit flow and general government gross debt. Other variables turned out to be less important or not effective in crises prediction.
<\/p>\n","protected":false},"excerpt":{"rendered":"

W fascynuj\u0105c\u0105 podr\u00f3\u017c po wska\u017anikach, na podstawie kt\u00f3rych podj\u0119to w Komisji Europejskiej pr\u00f3b\u0119 ustalenia sytuacji gospodarczej w krajach Unii Europejskiej, zapraszaj\u0105 nas w swoim artykule prof. Jacek Karwowski i dr Krzysztof Biegun. link do pdf Tytu\u0142: Macroeconomic imbalance procedure (MIP) scoreboard indicators and their predictive strength of \u201cmultidimensional crises\u201d JEL Classification: E02; E61; C25 Keywords: […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[75,58,94,18],"tags":[77,205,206],"class_list":["post-1950","post","type-post","status-publish","format-standard","hentry","category-artykul-naukowy","category-nauka","category-pomysl-na-badania","category-seminarium-naukowe","tag-artykul-naukowy","tag-kryzys","tag-wskazniki-markoekonomiczne"],"_links":{"self":[{"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/posts\/1950","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/comments?post=1950"}],"version-history":[{"count":3,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/posts\/1950\/revisions"}],"predecessor-version":[{"id":1953,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/posts\/1950\/revisions\/1953"}],"wp:attachment":[{"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/media?parent=1950"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/categories?post=1950"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/katfin.ue.wroc.pl\/index.php\/wp-json\/wp\/v2\/tags?post=1950"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}