Zastosowanie metod statystycznych i ekonometrycznych do badania koniunktury gospodarczej
The Use of Statistical and Econometric Methods to Study Business Condition

Summary/Abstract: The article describes the statistical and econometric analysis tools which made possible to construct aggregate indicators characterizing economic situation. The analysis of these indicators is particularly important in the case of economic research – simultaneous observation of many economic information enables a deeper assessment of economic fluctuations and to reduce the number of false signals. The authors isolated variables having the character of simultaneous and leading for changes in economic conditions. They also present results of resistance testing for new information. Also confidence intervals for the aggregated business cycle indicators were estimated using Monte Carlo simulation.

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