Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0601
K. Deręgowski, M. Krzyśko, W. Wołyński
The purpose of this paper is to describe the relationship between the structure of selected budget expenditure of Polish voivodships and their sustainable development. The extended analysis of the kernel principal components was used for this description when the Polish voivodships are characterised by many features observed in many time points. The division of Polish voivodships into homogeneous groups is proposed by the cluster analysis method. The selection of sustainability indicators most characteristic of the distiguished clusters takes place using the Mahalanonis distance.
{"title":"The Similarity of the Structure of Selected Budget Expenditures of Polish Voivodships and Their Sustainable Development: New Research Tools","authors":"K. Deręgowski, M. Krzyśko, W. Wołyński","doi":"10.5604/01.3001.0014.0601","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0601","url":null,"abstract":"The purpose of this paper is to describe the relationship between the structure of selected budget expenditure of Polish voivodships and their sustainable development. The extended analysis of the kernel principal components was used for this description when the Polish voivodships are characterised by many features observed in many time points. The division of Polish voivodships into homogeneous groups is proposed by the cluster analysis method. The selection of sustainability indicators most characteristic of the distiguished clusters takes place using the Mahalanonis distance.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128081375","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0529
Ivan Telega
The use of natural resources is an important factor for environmental degradation and biodiversity loss. This problem is reflected in EU strategic documents, including Europe 2020 strategy, where one of the main initiatives is ”resource efficient Europe”. Materials Flow Accounts (MFA) are currently being developed, allowing to estimate the aggregate measures of demand and consumption of materials by each country. The aim of the study is to determine the influence of selected factors on the amount of resources consumed in selected European countries using panel regression models. Due to the availability of data, the study is limited to 2000–2015 period and European countries. According to the results obtained, the combined share of the construction, industrial and agriculture sectors, GDP PPS and final energy consumption per capita increase the demand on materials. The impact of environmental policy instruments in the form of taxes and fees has not been confirmed. In developed countries GDP growth is possible with a relatively smaller increase in material demand. This may be due to structural changes in the economies of developed countries, technological change, the implementation of recycling, and the use of incentives, such as environmental taxes. Undoubtedly, further studies of factors determining the volume of material demand are needed.
{"title":"Factors of Material Consumption in EU Countries in 2000–2015","authors":"Ivan Telega","doi":"10.5604/01.3001.0014.0529","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0529","url":null,"abstract":"The use of natural resources is an important factor for environmental degradation and biodiversity loss. This problem is reflected in EU strategic documents, including Europe 2020 strategy, where one of the main initiatives is ”resource efficient Europe”. Materials Flow Accounts (MFA) are currently being developed, allowing to estimate the aggregate measures of demand and consumption of materials by each country. The aim of the study is to determine the influence of selected factors on the amount of resources consumed in selected European countries using panel regression models. Due to the availability of data, the study is limited to 2000–2015 period and European countries. According to the results obtained, the combined share of the construction, industrial and agriculture sectors, GDP PPS and final energy consumption per capita increase the demand on materials. The impact of environmental policy instruments in the form of taxes and fees has not been confirmed.\u0000In developed countries GDP growth is possible with a relatively smaller increase in material demand. This may be due to structural changes in the economies of developed countries, technological change, the implementation of recycling, and the use of incentives, such as environmental taxes. Undoubtedly, further studies of factors determining the volume of material demand are needed.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131068981","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0528
D. Kosiorowski, J. Rydlewski, Z. Zawadzki
Methods of functional outliers detection in functional setting have been discussed, i.e. shape outliers and magnitude outliers. Outliergram has been discussed, a tool for functional shape outliers detection. Robust adjusted functional boxplot has been discussed as well, a tool for functional magnitude outliers detection. „The elements of functional outliers analysis have been applied to air pollution data for Katowice and Kraków.”
{"title":"Functional Outliers Detection by the Example of Air Quality Monitoring","authors":"D. Kosiorowski, J. Rydlewski, Z. Zawadzki","doi":"10.5604/01.3001.0014.0528","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0528","url":null,"abstract":"Methods of functional outliers detection in functional setting have been discussed, i.e. shape outliers and magnitude outliers. Outliergram has been discussed, a tool for functional shape outliers detection. Robust adjusted functional boxplot has been discussed as well, a tool for functional magnitude outliers detection. „The elements of functional outliers analysis have been applied to air pollution data for Katowice and Kraków.”\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124549209","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The aim of the study was to assess the living conditions of the population of the West Pomeranian Voivodeship against the background of population changes. The study covered counties in the years 2002–2015. Linear ordering of objects with Weber median was used because of the asymmetry of most features. The linear ordering of counties was created in 2004, 2007 and 2015 years. The choice of years was related with the accession of Poland to the EU and the end of the first and second periods of EU funding. Based on the research conducted, it was found, that counties are strongly differentiated in terms of living conditions and population changes. In most of the poviats, the population has increased and living standards improved. Assessment of living conditions of the inhabitants of the West Pomeranian Voivodeship counties was presented in a dynamic way, considering population change. An original proposition of indicators measuring living conditions in a local approach was presented. Local authorities can take advantage of research results in decision making concerning improvement of social and economic development level in Voivodeship.
{"title":"Living Conditions in the Countries of the Zachodniopomorskie Voivodeship in the Years 2002–2015 in the Light of Demographic Changes","authors":"Agnieszka Sompolska-Rzeczuła, Małgorzata Machowska-Szewczyk","doi":"10.5604/01.3001.0014.0530","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0530","url":null,"abstract":"The aim of the study was to assess the living conditions of the population of the West Pomeranian Voivodeship against the background of population changes. The study covered counties in the years 2002–2015. Linear ordering of objects with Weber median was used because of the asymmetry of most features. The linear ordering of counties was created in 2004, 2007 and 2015 years. The choice of years was related with the accession of Poland to the EU and the end of the first and second periods of EU funding. Based on the research conducted, it was found, that counties are strongly differentiated in terms of living conditions and population changes. In most of the poviats, the population has increased and living standards improved. Assessment of living conditions of the inhabitants of the West Pomeranian Voivodeship counties was presented in a dynamic way, considering population change. An original proposition of indicators measuring living conditions in a local approach was presented. Local authorities can take advantage of research results in decision making concerning improvement of social and economic development level in Voivodeship.","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133849362","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0522
W. Orzeszko
Nonparametric regression is an alternative to the parametric approach, which consists of applying parametric models, i.e. models of the certain functional form with a fixed number of parameters. As opposed to the parametric approach, nonparametric models have a general form, which can be approximated increasingly precisely when the sample size grows. Hereby they do not impose such restricted assumptions about the form of the modelling dependencies and in consequence, they are more flexible and let the data speak for themselves. That is why they are a promising tool for forecasting, especially in case of nonlinear time series. One of the most popular nonparametric regression method is the Nadaraya- Watson kernel smoothing. Nowadays, there are a number of variations of this method, like the local-linear kernel estimator, which combines the local linear approximation and the kernel estimator. In the paper a Monte Carlo study is conducted in order to assess the usefulness of the kernel smoothers to nonlinear time series forecasting and to compare them with the other techniques of forecasting.
{"title":"Several Aspects of Nonparametric Prediction of Nonlinear Time Series","authors":"W. Orzeszko","doi":"10.5604/01.3001.0014.0522","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0522","url":null,"abstract":"Nonparametric regression is an alternative to the parametric approach, which consists of applying parametric models, i.e. models of the certain functional form with a fixed number of parameters. As opposed to the parametric approach, nonparametric models have a general form, which can be approximated increasingly precisely when the sample size grows. Hereby they do not impose such restricted assumptions about the form of the modelling dependencies and in consequence, they are more flexible and let the data speak for themselves. That is why they are a promising tool for forecasting, especially in case of nonlinear time series.\u0000One of the most popular nonparametric regression method is the Nadaraya- Watson kernel smoothing. Nowadays, there are a number of variations of this method, like the local-linear kernel estimator, which combines the local linear approximation and the kernel estimator. In the paper a Monte Carlo study is conducted in order to assess the usefulness of the kernel smoothers to nonlinear time series forecasting and to compare them with the other techniques of forecasting.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121133194","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0533
Piotr Kębłowski
Small-sample properties of bootstrap cointegration rank tests for unrestricted panel VAR process are considered when long-run cross-sectional dependencies occur. It is shown that the bootstrap cointegration rank tests for the panel VAR model based on levels canonical correlation analysis are oversized, whereas the bootstrap cointegration rank tests based on maximum likelihood framework are undersized. Moreover, the former tests are in general outperformed by the latter in terms of performance. The results of the investigation indicate that the ML-based bootstrap cointegration rank tests perform well in small samples for small-sized panel VAR models with a few cross-sections.
{"title":"Monte Carlo comparison of LCCA- and ML-based cointegration tests for panel var process with cross-sectional cointegrating vectors","authors":"Piotr Kębłowski","doi":"10.5604/01.3001.0014.0533","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0533","url":null,"abstract":"Small-sample properties of bootstrap cointegration rank tests for unrestricted panel VAR process are considered when long-run cross-sectional dependencies occur. It is shown that the bootstrap cointegration rank tests for the panel VAR model based on levels canonical correlation analysis are oversized, whereas the bootstrap cointegration rank tests based on maximum likelihood framework are undersized. Moreover, the former tests are in general outperformed by the latter in terms of performance. The results of the investigation indicate that the ML-based bootstrap cointegration rank tests perform well in small samples for small-sized panel VAR models with a few cross-sections.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"4691 3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117060333","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0525
P. Dudziński
The article considers the impact of nonmonetary factors (health) on insurance and self-insurance (against material damage) decisions. Using a two-argument utility function, we prove that the health deterioration leads to increased demand for insurance if the decision-maker is cross-prudent in health and if wealth and health are complements. Those conditions are equivalent to positivity of second and third order degree cross-derivatives of the utility function. Second part of the article considers analogous effect of health deterioration on self-insurance. In this case the result depends additionally on effectivity of self-insurance as a function of the state of the world.
{"title":"The Effect of Nonmonetary Factors on the Demand for Insurance and Self-Insurance","authors":"P. Dudziński","doi":"10.5604/01.3001.0014.0525","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0525","url":null,"abstract":"The article considers the impact of nonmonetary factors (health) on insurance and self-insurance (against material damage) decisions. Using a two-argument utility function, we prove that the health deterioration leads to increased demand for insurance if the decision-maker is cross-prudent in health and if wealth and health are complements. Those conditions are equivalent to positivity of second and third order degree cross-derivatives of the utility function. Second part of the article considers analogous effect of health deterioration on self-insurance. In this case the result depends additionally on effectivity of self-insurance as a function of the state of the world.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115799530","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0599
A. Krawiec, A. Stachowski, M. Szydłowski
We consider economic growth models in the form of dynamical systems. We show a method of determining trajectories in a neighbourhood of a long-run equilibrium in some neoclassical models of exogenous economic growth. This method is applied primarily to these models which in general have no analytical solution. We propose the general method of finding solutions of arbitrarily dimensional dynamical system in the form of power series. We expand the state function in Taylor's series in the neighbourhood of the initial state. The coefficients of expansion represent the parameters of the variation of the state of the system and are calculated algebraically in Mathematica. We present the method of finding solutions for the Solow-Swan model and the Mankiw-Romer-Weil model. We use also the Padé aproximant method to obtain a better convergence of the power series. This method allows to obtain a solution in the form of a series for trajectories in a neighbourhood of a long-run equilibrium in two models of exogenous economic growth. We show that obtained solutions are a good approximation of time paths, along which the long-run equilibrium is reached. We show a possibility of estimation of model parameters for which solutions in the form of series are known.
{"title":"Method of Determining Trajectories in a Neighbourhood of Long-Run Equilibrium in Neoclassical Models of Exogenous Economic Growth","authors":"A. Krawiec, A. Stachowski, M. Szydłowski","doi":"10.5604/01.3001.0014.0599","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0599","url":null,"abstract":"We consider economic growth models in the form of dynamical systems. We show a method of determining trajectories in a neighbourhood of a long-run equilibrium in some neoclassical models of exogenous economic growth. This method is applied primarily to these models which in general have no analytical solution. We propose the general method of finding solutions of arbitrarily dimensional dynamical system in the form of power series. We expand the state function in Taylor's series in the neighbourhood of the initial state. The coefficients of expansion represent the parameters of the variation of the state of the system and are calculated algebraically in Mathematica. We present the method of finding solutions for the Solow-Swan model and the Mankiw-Romer-Weil model. We use also the Padé aproximant method to obtain a better convergence of the power series. This method allows to obtain a solution in the form of a series for trajectories in a neighbourhood of a long-run equilibrium in two models of exogenous economic growth. We show that obtained solutions are a good approximation of time paths, along which the long-run equilibrium is reached. We show a possibility of estimation of model parameters for which solutions in the form of series are known.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122530163","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0535
Krzysztof Piasecki, J. Siwek
The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.
{"title":"Multi-asset portfolio with trapezoidal fuzzy present values","authors":"Krzysztof Piasecki, J. Siwek","doi":"10.5604/01.3001.0014.0535","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0535","url":null,"abstract":"The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130048355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-30DOI: 10.5604/01.3001.0014.0607
Łuksz Brzezicki, A. Prędki
The article estimates the efficiency of 59 public higher education institutions in Poland in rising of funds for didactic and scientific activity in 2015 using nonparametric DEA method. We used output-oriented BCC model. The work also uses the subsampling procedure to assess the accuracy of the previously performed efficiency measurement. Twelve universities turned out to be fully efficient in the above-mentioned scope, while the average efficiency is quite high and close to the median.
{"title":"Efficiency of Raising of the Funds for the Didactic and Scientific Activity in Public Higher Education in Poland","authors":"Łuksz Brzezicki, A. Prędki","doi":"10.5604/01.3001.0014.0607","DOIUrl":"https://doi.org/10.5604/01.3001.0014.0607","url":null,"abstract":"The article estimates the efficiency of 59 public higher education institutions in Poland in rising of funds for didactic and scientific activity in 2015 using nonparametric DEA method. We used output-oriented BCC model. The work also uses the subsampling procedure to assess the accuracy of the previously performed efficiency measurement. Twelve universities turned out to be fully efficient in the above-mentioned scope, while the average efficiency is quite high and close to the median.\u0000\u0000","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130732780","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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