20.500.12556/RUL-190983 Analiza stabilnosti komponent slovenskega BDP Analysis of the Stability of the Components of Slovenia's GDP Ekonomska stabilnost gospodarstva je ključna za ustvarjanje predvidljivih pogojev za rast. Gospodarsko aktivnost najlažje merimo preko BDP. Kljub temu, da BDP ni popoln kazalnik stabilnosti gospodarstva, ugotovimo, da na dolgi rok dobro odraža tržni del gospodarstva, hkrati pa ugotovimo, da ima gibanje BDP realne implikacije na dogajanje na trgu. BDP modeliramo kot vsoto njegovih izdatkovnih komponent - zasebne potrošnje, potrošnje države, bruto investicij in trgovinske bilance. Pri komponentah imamo težave s stacionarnostjo, zato monetarno izražene vrednosti preračunamo v koeficiente rasti. Nestacionarne časovne vrste lahko namreč vodijo v napačne zaključke o povezanosti in kavzalnosti časovnih vrst. BDP modeliramo z modelom vektorske avtoregresije, ki nam omogoča modeliranje vsake komponente BDP kot linearne kombinacije lastnih preteklih vrednosti in preteklih vrednosti drugih komponent, v sistemu enačb. V primerjavi z univariatnimi modeli so VAR modeli bolj kompleksni, vendar omogočajo večjo mero fleksibilnosti, ki jo modeliranje med seboj močno povezanih pojavov zahteva. Najboljši VAR model dobimo, če krizna obdobja v podatkih zgladimo, saj ta nihanja močno otežujejo ocenjevanje modela, hkrati pa ne odražajo običajnega gibanja BDP. Ugotovimo, da slovensko gospodarstvo na šoke reagira močno, vendar ti večinoma hitro izzvenijo. Pri nekaterih komponentah imamo težave z zanesljivostjo ocen odziva komponent na šok, kar se odraža v širokih intervalih zaupanja. V prihodnje pričakujemo rast BDP na račun rasti zasebne potrošnje, potrošnje države in bruto investicij, pri trgovinski bilanci pa pričakujemo upad. Economic stability is crucial for creating a predictable environment needed for growth. Economic activity is commonly measured by GDP. Although GDP is not an ideal indicator of economic stability, we find that it reflects the market side of the economy in the long term. Furthermore, we find that GDP trends have real implications for economic activity. GDP is modelled as the sum of its expenditure components - private consumption, government spending, gross investment and net exports. Due to stationarity issues, we calculate growth rates of GDP components instead of working with monetary data, as working with non-stationary variables can lead to unreliable conclusions about correlations and causality of time series. We model GDP using a vector autoregressive model that allows us to model each GDP component as a linear combination of each GDP components' own lagged values as well as lagged values of other components. Compared to univariate models, VAR models allow us more flexibility that is needed for modelling interconnected time series. The best VAR model is achieved by smoothing crisis periods in our data, that complicate model assessment and do not reflect usual GDP trends. Slovenia's economy reacts strongly to shocks, but shocks fade quickly in most cases. The estimated responses of some components to shocks are not reliable due to wide confidence intervals. In the future, we expect long-term growth in Slovenia's GDP due to increased private consumption, government spending, and gross investment, but net exports are expected to decline. vektorska avtoregresija funkcija odziva na ortogonalne impulze komponente BDP ekonomska stabilnost analiza šokov vector autoregression impulse response function GDP components economic stability shock analysis true false false Slovenski jezik Angleški jezik Magistrsko delo/naloga 2026-11-09 15:59:21 2026-11-09 15:59:26 2026-11-10 04:10:05 0000-00-00 00:00:00 2026 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 1970-01-01 303069 64879.pdf 64879.pdf 1 04103A872256886AA25D8C428E2678C0 3a14277fe2832faa1a913063e92a217a545f425c3b9dcad0733cdfffbaf9d19a 107c7fc6-dc4e-11f1-aea2-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=252822 Biotehniška fakulteta 0 0 0