Ekonometrija

Ekonometrija se bavi primjenom statističkih metoda na ekonomske podatke. Ekonomisti koriste statistiku za testiranje svojih teorija ili pravljenje predviđanja budućih kretanja u ekonomiji. Pošto ekonomski podaci nisu eksperimentalne prirode, a nerijetko se javljaju i slučajnosti, u ekonometriji se koriste stohastički umjesto determinističkih modela.

Istorija

Prednosti primjene matematike i statistike na oblast ekonomije su uočene vrlo brzo. U drugom dijelu 17. vijeka, Sir Vilijam Piti je 1676. godine objavio jedan veoma važan članak o metodološkim osnovama ekonometrije. Po DŽejfiju Lion Valras, profesor na Univerzitetu Luizijane je prepoznat kao začetnik ekonomske teorije opšte ravnoteže koja se smatra teorijskom osnovom moderne ekonomije.

29. decembra 1930. godine u Klivlendu, grupa ekonomista, statističara i matematičara je osnovala „Društvo ekonometrije“ s ciljem promovisanja matematičkih i statističkih teorija u vezi s ekonomijom. Tada je osnovan dvomjesečni časopis „Econometrica“ koji se prvi put pojavio u januaru 1933. godine. Razvoj simultanih modela jednačina koje bi se mogle koristiti u vremenskim serijama za ekonomska predviđanja, bio je momenat kada je ekonometrija postala posebna oblast ekonomije. Simultani modeli su i danas veoma bitan dio ekonometrije.

Literatura

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(2007) v. 1: Econometric Theoryv. 1. Links Arhivirano 2012-10-12 na Wayback Machine-u to description and contents.

(2009) v. 2, Applied Econometrics. Palgrave Macmillan. ISBN 978-1-4039-1799-7 Links Arhivirano 2013-12-09 na Wayback Machine-u to description and contents.

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• Ludwig von Auer: Ökonometrie. 4. Auflage, Springer, Berlin 2007, ISBN 3-540-70827-8
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• Peter Hackl: Einführung in die Ökonometrie. Pearson Studium, München 2004, ISBN 3-8273-7118-X
• Ullrich Heilemann, Werner Gaab, Jürgen Wolters: Arbeiten mit ökonometrischen Modellen. Physica-Verlag, 2004, ISBN 3-7908-0154-2
• Volker Oppitz und Volker Nollau: Taschenbuch Wirtschaftlichkeitsrechnung. Carl Hanser Verlag, 2003, ISBN 3-446-22463-7

Vanjske veze

• Journal of Financial Econometrics
• Econometric Society
• The Econometrics Journal
• Econometric Links Arhivirano 2019-05-01 na Wayback Machine-u
• Teaching Econometrics (Index by the Economics Network (UK))
• Applied Econometric Association Arhivirano 2007-10-14 na Wayback Machine-u
• The Society for Financial Econometrics
• The interview with Clive Granger - Nobel winner in 2003, about econometrics