| dc.contributor.author | Białowolski, Piotr | |
| dc.date.accessioned | 2015-12-09T13:40:53Z | |
| dc.date.available | 2015-12-09T13:40:53Z | |
| dc.date.issued | 2015 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/15314 | |
| dc.description.abstract | A novel approach to construction of a leading indicator for household demand for debt, i.e., consumer credit demand index is presented. In order to derive a proper set of indicators, a theoretical background for the dimensions of the index is first described. With all dimensions of the index available, indicators are then sought using the State of the Household and consumer finance surveys. The dimensions are aggregated into a single index with a generalized mean which does not allow full inter-dimensional compensation. Lead properties of the index were then tested. | pl_PL |
| dc.description.abstract | W tym artykule prezentujemy podejście do budowy wyprzedzającego wskaźnika popytu na kredyt gospodarstw domowych. W celu prawidłowego określenia wymiarowości wskaźnika podejmujemy analizę teoretyczną jego komponentów, a następnie dobieramy pytania z ankiety badania kondycji gospodarstw domowych i badania consumer finance celem oceny przebiegu zmian w wyselekcjonowanych obszarach. W kolejnym kroku dokonujemy agregacji wymiarów i dołączamy nowopowstały wskaźnik, jako zmienną objaśniającą do modelu ARIMA. Pokazujemy, że wskaźnik pozwala wyjaśnić istotną część wariancji zmian na rynku kredytu dla gospodarstw domowych. | pl_PL |
| dc.description.sponsorship | This work was financed by the research grant of the Polish National Centre of Science (grant no. UMO-2011/01/D/HS4/04051). | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;314 | |
| dc.subject | consumer credit demand | pl_PL |
| dc.subject | consumer tendency surveys | pl_PL |
| dc.subject | composite indicators | pl_PL |
| dc.subject | popyt na kredyt gospodarstw domowych | pl_PL |
| dc.subject | badania koniunktury konsumenckiej | pl_PL |
| dc.subject | wskaźniki złożone | pl_PL |
| dc.title | A Composite indicator for Household Debt Demand | pl_PL |
| dc.title.alternative | Konstrukcja wskaźnika złożonego popytu na kredyt gospodarstw domowych | pl_PL |
| dc.type | Article | pl_PL |
| dc.rights.holder | © Copyright by Uniwersytet Łódzki, Łódź 2015 | pl_PL |
| dc.page.number | [33]-40 | pl_PL |
| dc.contributor.authorAffiliation | Warsaw School of Economics, Institute of Statistics and Demography | pl_PL |
| dc.identifier.eissn | 2353-7663 | |
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| dc.identifier.doi | 10.18778/0208-6018.314.05 | |
| dc.relation.volume | 3 | pl_PL |
