MIBE Vol. 14, No. 1

METODY ILOŚCIOWE W BADANIACH EKONOMICZNYCH QUANTITATIVE METHODS IN ECONOMICS Vol. XIV, No. 1 Warsaw University of Life Sciences – SGGW Faculty of Applied Informatics and Mathematics Department of Econometrics and Statistics METODY ILOŚCIOWE W BADANIACH EKONOMICZNYCH QUANTITATIVE METHODS IN ECONOMICS Volume XIV, No. 1 Warsaw 2013 EDITORIAL BOARD Zbigniew Binderman, Bolesław Borkowski – Editor-in-Chief Hanna Dudek – Managing Editor, Joanna Landmesser, Wojciech Zieliński SCIENTIFIC BOARD Zbigniew Binderman (Warsaw University of Life Sciences – SGGW, Poland) Paolo Gajo (University of Florence, Italy) Evgeny Grebenikov (Computing Centre of Russia Academy of Sciences, Moscow, Russia) Yuriy Kondratenko (Black Sea State University, Ukraine) Vassilis Kostoglou (Alexander Technological Educational Institute of Thessaloniki, Greece) Robert Kragler (University of Applied Sciences, Weingarten, Germany) Yochanan Shachmurove (The City College of The City University of New York, USA) Alexander N. Prokopenya (Brest University, Belarus) Ewa Marta Syczewska (Warsaw School of Economics, Poland) Andrzej Wiatrak (University of Warsaw, Poland) Dorota Witkowska (Warsaw University of Life Sciences – SGGW, Poland) Monika Krawiec – Secretary (Warsaw University of Life Sciences – SGGW, Poland) TECHNICAL EDITORS Jolanta Kotlarska, Elżbieta Saganowska LIST OF REVIEWERS Wiktor Adamus, Iwona Bąk, Aneta Becker, Jarosław Becker, Jacek Bednarz, Lucyna Błażejczyk–Majka, Ryszard Budziński, Ludosław Drelichowski, Szczepan Figiel, Paolo Gajo, Stanisław Gędek, Henryk Gurgul, Stanisław Kasiewicz, Joanna Kisielińska, Yuriy Kondratenko, Stanisław Kot, Vassilis Kostoglou, Barbara Kowalczyk, Leszek Kuchar, Tadeusz Kufel, Karol Kukuła, Ryszard Kutner, Tadeusz Kwater, Wacław Laskowski, Wanda Marcinkowska–Lewandowska, Kesra Nermend, Magdalena Osińska, Maria Parlińska, Marian Podstawka, Artur Prędki, Alexander N. Prokopenya, Włodzimierz Rembisz, Yochanan Shachmurove, Ewa Marta Syczewska, Stanisław Stańko, Jacek Strojny, Michał Świtłyk, Beata Pułaska–Turyna, Tadeusz Waściński, Andrzej Wiatrak, Antoni Wiliński, Bartosz Witkowski, Aldon Zalewski, Michał Zasada, Wojciech Ziętara Language Editor: Agata Kropiwiec Statistical Editor: Wojciech Zieliński Native speaker: Yochanan Shachmurove Subject Editors: Econometrics & Statistics – Bolesław Borkowski Financial Engineering – Dorota Witkowska Multidimensional Data Analysis – Wiesław Szczesny Mathematical Economy – Zbigniew Binderman ISSN 2082 – 792X © Copyright by Katedra Ekonometrii i Statystyki SGGW Warsaw 2013, Volume XIV, No. 1 The original version is the paper version Journal homepage: qme.sggw.pl Published by Warsaw University of Life Sciences Press QUANTITATIVE METHODS IN ECONOMICS Vol. XIV, No. 1, 2013 1 CONTENTS 2 Hanna G. Adamkiewicz-Drwiłło – Globalisation and world economic poverty: 3 the significance of hidden dimensions .................................................................... 7 4 Aneta Becker, Jarosław Becker – Human resources analysis 5 using a decision support system .............................................................................. 15 6 Agnieszka Bezat-Jarzębowska, Sebastian Jarzębowski – Productivity 7 changes over time – theoretical and methodological framework ............................ 27 8 Zbigniew Binderman, Bolesław Borkowski, Wiesław Szczesny – Synthetic 9 radar measures that factor in weights of features .................................................... 37 10 Ryszard Budziński, Jarosław Becker – Model of competence of experts 11 in the computer Decision Support System .............................................................. 53 12 Katarzyna Cheba – Polish technology parks and regional development: 13 are they effecive? .................................................................................................... 65 14 Ewa Chodakowska, Katarzyna Wardzińska – The attempt to create 15 an internal credit risk rating of production companies 16 with the use of Operational Research method ......................................................... 74 17 Bogusława Dobrowolska – Panel models as a tool for investigating 18 the effects of consumption VAT in Poland in the years 1995-2011 ....................... 84 19 Marcin Dudziński, Konrad Furmańczyk, Marek Kociński – Bayesian confidence 20 intervals for the number and the size of losses in the optimal 21 Bonus – Malus System ............................................................................................ 93 22 Anna Florek– Paszkowska, Piotr Cymanow – ANP application: 23 risk management in production operations ............................................................. 105 24 Maria Magdalena Grzelak – A synthetic evaluation of the innovativeness 25 of food industry branches in Poland ........................................................................ 117 26 Urszula Grzybowska, Marek Karwański – Application of migration matrices 27 to risk evaluation and their Impact on portfolio value ............................................. 127 28 Henryk Gurgul, Łukasz Lach – Export diversification and economic growth 29 in transition: lessons from the 2008 financial crisis in CEE ................................... 137 30 Henryk Gurgul, Milena Suliga, Tomasz Wójtowicz– The reaction of intraday 31 WIG returns to the U.S. macroeconomic news announcements ............................. 150 6 Contents 1 Mariusz Hamulczuk – Structural breaks in farm and retail prices 2 of beef meat in Poland ............................................................................................ 160 3 Sebastian Jarzębowski – Parametric and non-parametric efficiency 4 measurement – the comparison of results ............................................................... 170 5 Stanisław Jaworski – Functional exploratory data analysis 6 of unemployment rate for various countries ............................................................ 180 7 Lidia Karbownik – The use of accrual-based and cash-based approach in 8 evaluating the operational financial threat of enterprises from the TSL sector 9 - example of application of the discriminant analysis ............................................. 190 10 Andrzej Karpio, Dorota Żebrowska-Suchodolska – The comparison 11 of rankings created for open-end equity mutual funds 12 with application of different effectiveness measures .............................................. 202 13 Beata Kasprzyk, Jolanta Wojnar – Application of logistic regression 14 in the subjective assessment of the quality of life of Poles ..................................... 212 15 Jarosław Kilon, Katarzyna Dębkowska – The use of correspondence analysis 16 for Delphi survey results interpretation ................................................................... 222 17 Joanna Kisielińska, Katarzyna Czech – The application of regression analysis 18 in testing uncovered interest rate parity .................................................................. 232 19 Tomasz Klimanek – An attempt at measuring the deagrarianisation 20 process of polish rural areas at NUTS4 level .......................................................... 243 21 Monika Köppl–Turyna, Stefan Köppl – Real options for agricultural investments ........ 253 22 Krzysztof Kompa, DorotaWitkowska – Application of classification trees 23 to analyze income distribution in Poland ................................................................ 265 24 Stanisław Maciej Kot – Stochastic equivalence scales 25 in log-normal distributions of expenditures ............................................................ 276 26 Barbara Kowalczyk – Estimation of population parameters using information 27 from previous period in the case of overlapping samples - simulation study ......... 283 28 Agnieszka Kozera, Joanna Stanisławska, Feliks Wysocki – A taxonomic 29 analysis of diversification in the consumption structure 30 in households in the EU countries ........................................................................... 293 31 Monika Krawiec – Historical and implied volatilities: 32 a review of methodology ......................................................................................... 304 33 Tadeusz Kwater – The application of Nash game for determine 34 of controlling multidimensional objects .................................................................. 317 35 Jarosław Lira – A comparison of the usefulness of Winters’ and SARIMA 36 models in forecasting of procurement prices of milk in Poland .............................. 325 37 Iga Lisicka – Assessment of the risk of monetary poverty 38 in Polish households ................................................................................................ 334 QUANTITATIVE METHODS IN ECONOMICS Vol. XIV, No. 1, 2013, pp. 7 – 14 1 GLOBALISATION AND WORLD ECONOMIC POVERTY: 2 THE SIGNIFICANCE OF HIDDEN DIMENSIONS 3 Hanna G. Adamkiewicz–Drwiłło 4 Department of Economic Sciences, Gdansk University of Technology 5 e-mail: [email protected] 6 Abstract: The aim of our research is to examine how individual dimensions 7 of globalization affect economic poverty in the World. For this, regression 8 models are estimated with FGT0 or FGT1 poverty measures as dependent 9 variables and KOF indices of globalization as dependent variables. The 10 poverty indices are estimated for 119 countries’ income distributions 11 assuming log-normality and using Gini estimates from the WID2 database 12 and GDP/capita from The World Bank database for the years 1990-2005. It 13 has turned out that the “partial” impact of selected

Load more