Klasyczne i nieklasyczne podejście w ekonometrii

Abstract

The article characterises two basic approaches to econometric modelling and prognosing: a classical and non-classical approach. The former assumes that the relation between an explained variable and explanatory variables is stable in a class of possible values of analysed variables. In turn, according to the latter approach the change of this relation may take place "every now and then" (a so-called segment hypothesis) or 'at every moment" (a sol-called local hypothesis). On the background of advantages and disadvantages of the classical approach the author characterises main advantages of non classical approach. The author undertakes to determine circumstances responsible for the emergence of a segment course of socio-economic phenomena and gives adequate empirical examples concerning the Polish economy. The main thesis of the article is the following: relations in the sphere of socio-economic phenomena are very often nonclassical. Therefore, it is necessary to give up a traditional and convenient classical approach and to turn to a non- -classical approach, and especially to a segment approach.