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001-es BibID:BIBFORM001026
Első szerző:Baran Sándor (matematikus, informatikus)
Cím:Forecasting Hungarian mortality rates using the Lee-Carter method / Sándor Baran, József Gáll, Márton Ispány, Gyula Pap
Dátum:2007
ISSN:0001-6373 1588-2659
Megjegyzések:A modified version of the popular Lee-Carter method (Lee - Carter 1992) is applied to forecast mortality rates in Hungary for the period 2004?2040 on the basis of mortality data between 1949 and 2003 both for men and women. Another case is also considered based on a restricted data set corresponding to the period 1989-2003. The model fitted to the data of the period 1949-2003 forecasts increasing mortality rates for men between ages 45 and 55, pointing out that the Lee?Carter method is hardly applicable for countries where mortality rates exhibit trends as peculiar as in Hungary. However, models fitted to the data for the last 15 years both for men and women forecast decreasing trends similarly to the case of countries where the method was successfully applied. Hence one gets a better fit in this way, however, further concerns suggest that the Lee-Carter model, which is celebrated and widely used in actuarial practice does not necessarily give sufficiently good prediction.
Tárgyszavak:Természettudományok Matematika- és számítástudományok idegen nyelvű folyóiratközlemény hazai lapban
mortality
Lee Carter method
time series
ARIMA
SVD
Megjelenés:Acta Oeconomica : the periodical of the Hungarian Academy of Sciences. - 57 : 1 (2007), p. 21-34. -
További szerzők:Gáll József (1972-) (matematikus, közgazdász) Ispány Márton (1966-) (informatikus, matematikus) Pap Gyula (1954-) (matematikus)
Internet cím:DOI
Elektronikus valtozat
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2.

001-es BibID:BIBFORM007709
Első szerző:Erdey László (közgazdász)
Cím:Do purchasing power and interest rate parities hold for the EUR/HUF exchange rate? : a time-series analysis / L. Erdey, P. Földvári
Dátum:2009
ISSN:0001-6373 1588-2659
Megjegyzések:In this article we carry out a time-series analysis on monthly HUF-EUR exchange rate data using both the Engle-Granger and Johansen methodology in order to find evidence for Purchasing Power and Uncovered Interest Rate Parities. Our results confirm that the producer price indices and the exchange rates are co-integrated with two co-integration vectors. Unlike the bulk of empirical literature that finds a quite sluggish adjustment of exchange rates, our estimate of the half-life from the Hungarian data is around 5 months only. Additionally, we find that when both PPP and UIP are included in the model, we cannot reject the hypotheses of proportionality and symmetry at 10%, while rejection is possible at 5%.
Tárgyszavak:Társadalomtudományok Közgazdaságtudományok idegen nyelvű folyóiratközlemény hazai lapban
purchasing power parity
uncovered interest rate parity
exchange rate
cointegration
Hungary
Megjelenés:Acta oeconomica : the periodical of the Hungarian Academy of Sciences. - 59 : 3 (2009), p. 289-306. -
További szerzők:Földvári Péter (1976-) (közgazdász, történész)
Internet cím:DOI
elektronikus változat
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3.

001-es BibID:BIBFORM017119
Első szerző:Leeuwen, Bas van
Cím:Capital accumulation and growth in Hungary, 1924?2006 / Leeuwen, B., Földvári, P.
Dátum:2011
ISSN:0001-6373
Megjegyzések:The objective of this paper is to analyse the role of both human and physical capital in economicgrowth in Hungary during the 20th century by extending the already available data on physical andhuman capital. Besides the standard measure for the volume of human capital, we develop a simplemethod to estimate the value of the human capital stock in Hungary between 1924 and 2006. Whilethe volume index slowly grows over time, the value of human capital shows a decline during the latesocialist period. Applying the value of human capital in a growth accounting analysis, we find thatthe Solow residual has no long-run effect on economic growth anymore.
Tárgyszavak:Társadalomtudományok Közgazdaságtudományok idegen nyelvű folyóiratközlemény hazai lapban
physical capital
human capital,
economic growth
Hungary
Megjelenés:Acta oeconomica : periodical of the Hungarian Academy of Sciences. - 61 : 2 (2011), p. 143-164. -
További szerzők:Földvári Péter (1976-) (közgazdász, történész)
Internet cím:Szerző által megadott URL
DOI
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