Утицај макроекономских детерминанти и пореског облика на инфлацију у појединим балканским земљама

  • Nada Milenković
  • Branimir Kalaš
  • Vera Mirović
  • Jelena Andrašić
Ključne reči: инфлација, макроекономске детерминанте, панел модел, балканске земље

Sažetak


Циљ истраживања је да се прикаже како бруто домаћи производ, незапосленост, реална каматна стопа, штедња, државни расходи и порез на додату вредност утичу на инфлацију у посматраним балканским земљама за период 2008-2016. године. Истраживање испитује утицај макроекономских детерминанти на кретање цена на општем нивоу, мерено годишњом стопом инфлације. Посматране земље су Албанија, Босна и Херцеговина, Хрватска, Црна Гора, Северна Македонија, Србија и Словенија. Овај рад укључује модел где је инфлација зависна промењива, док бруто домаћи производ, незапосленост, реална каматна стопа, штедња, државни расходи и порез на додату вредност представљају независне промењиве. Аутори су користили LLC тест и VIF тест за стационарност и мултиколинеарност, где је потврђено да је модел адекватно дизајниран. Путем Hausman тест-а, изабран је модел фиксног ефекта где је потврђено да бруто домаћи производ, незапосленост и порез на додату вредност имају статистички значајан утицај на инфлацију у поређењу са осталим посматраним варијаблама у моделу.

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2019/12/03
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