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4.1. Variabilele economice

4.2. ([SULPDUHDOHJ WXULORU

4.3. 2FODVLILFDUHDUHOD LLOR r

4.4. )RUPDPDWULFHDO

4.5. 6WUXFWXUDHFRQRPLF
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4.1. Variabilele economice

$QDOL]D FDQWLWDWLY  D SURFHVHORU HFRQRPLFH SUHVXSXQH GREkQGLUHD GH LQIRUPD LL

privind o serie de indicatori FDUH VD GHILQHDVF  VLVWHPXO VWXGLDW LQ WRW FHHD FH HO DUH
caracteristici. In acest sens vom face apel la indicatori statistici care :
a) SRWILREVHUYD LLQHYROX LDORUGH-a lungul unei perioade
de timp (seriile cronologice);
b) SRW IL FXOHi la un singur moment ei referindu-VH OD XQ QXP U GH XQLW L
REVHUYDWH  SHUVRDQH IDPLOLL VRFLHW L FRPHUFLDOH XQLW L DGPLQLVWUDWLYH UDPXUL

etc.
'H UHJXO  LQ DPEHOH FD]XUL PHQ LRQDWH DQWHULRU REVHUYD LLOH VXQW FXOHVH SHQWUX XQ

HDQWLRQ vQWUXFkW GLQWU R VHULH GH PRWLYD LL RE LQHUHD GH LQIRUPD LL SHQWUX vQWUHDJD
-
FROHFWLYLWDWH HVWH LPSRVLELO  VDX LQHILFLHQW  'REkQGLUHD DFHVWRU LQIRUPD LL HVWH

vQJUHXQDW  GH DEVHQ D GDWHORU SH SHULRDGH PDUL GH WLPS VDX GH LPSRVLELOLWDWHD REVHUY ULL

vQWUHJLLSRSXOD LL

IQIRUPD LLOH FXOHVH UHOHY  R VHULH GH YDULD LL DOH SURFHVXOXL VWXGLDW $FHVWH YDULD LL

apar:
a) de la o perioada la alta;
b) de la o unitate de observare la alta.
Raportndu-ne la nivel macro sau micro economic putem utiliza o puzderie de
indicatori: valoarea invHVWL LLORU QLYHOXO YHQLWXULORU FRQVXPXULOH WHKQRORJLFH SHQWUX XQ
SURGXVSURGXF LDDJULFRO DXQXLMXGH HWF

7R L DFHWL LQGLFDWRUL FDUH VH UHIHU  OD DVSHFWHOH HFRQRPLFH VWXGLDWH YRU SXUWD

denumirea de variabile.'HRDUHFHHOVHUHIHU ODSURFHVHVDXIenomene economice le vom

identifica drept variabile economice. Universul acestora poate fi clasificat :
A. 'XS QDWXUDORU
a) YDULDELOHHFRQRPLFHFDQWLWDWLYH3,%SURGXF LHSUH FRQVXPGHPXQF HWF
b) variabile economice calitative (categorie socio-profesionDO  FDOLILFDUH JUDG
de organizare, calitatea managementului etc.).
B. 'XS PRGXOGHSUH]HQWDUH
a) P ULPLFHUWH
b) P ULPLDOHDWRDUH
Pentru a putea fi introduse in modele econometrice, variabilele calitative presupun o
SUHOXFUDUHSUHDODELO DVRFLLQGX-li-se indicLVFDOHGHP VXUDUHVDXDOWHSURFHGHHVSHFLILFH

([SULPDUHDOHJ WXULORU

Q FHUFHW ULOH HFRQRPHWULFH SH FDUH OH vQWUHSULQGHP GH FHOH PDL PXOWH RUL XUP ULP

determinarea unei variabile dependente (y) in raport cu o serie de cauze (factori) care o
LQIOXHQ HD]  SH FDUH OH QXPLP variabile independente (xi, i=1,n). Este binecunoscuta

IXQF LHGHPDLPXOWHYDULDELOHGLQDQDOL]DPDWHPDWLF DGLF \ I[1, x2,..., xn).

'XS  FH LGHQWLILF P YDULDELOHOH HFRQRPLFH SH FDUH OH YRP VWXGLD WUHEXLH V  IRORVLP

apRL SURFHGHH VSHFLILFH UHIHULWRDUH OD WHVWDUHD L P VXUDUHD OHJ WXULORU LQWHQVLW LL

UHOD LLORU

9HULILFDUHD OHJ WXULORU dintre variabilele economice calitative presupune utilizarea

2
XQRU WHVWH VWXGLDWH vQ VWDWLVWLFD PDWHPDWLF  ) , Pearson etc.), intenVLWDWHD OHJ WXULORU

SRDWHILP VXUDW SULQIRORVLUHDFRHILFLHQWXOXLGHFRQWLQJHQ 


 

  

 
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 'DF  vQ DQDOL]HOH SURSXVH YUHP V  IRORVLP GRDU variabile cantitative atunci vom
apela la :
a) DQDOL]DGLVSHUVLRQDO  SHQWUXWHVWDUHDOHJ WXULL
b) FRHILFLHQWXOGHFRUHOD LH pHQWUXP VXUDUHDLQWHQVLW LLOHJ WXULL

8WLOL]kQG IXQF LL UHDOH GH YDULDELO  UHDO  YRP DSHOD OD XQ PLF H[HPSOX FXQRVFXW vQ

manualele de economie.**6 SUHVXSXQHPF GHSHQGHQ DGLQWUHFHUHUHDGHFRQVXP&tL

venit (VtHVWHH[SULPDW SULQIXQF LD

Ct  1 2Vt 1 2 >0 (4.1-1)
2DVWIHOGHOHJ WXU HVWHSUHDVLPSO GHRDUHFHvQUHDOLWDWHDO WXULGHYHQLWLQWHUYLQL

DO L IDFWRUL PRGLILFDUHD SROLWLFLL ILVFDOH VFKLPEDUHD SXWHULL GH FXPS UDUH vQFOLQD LD VSUH

HFRQRPLVLUH HWF FDUH LQIOXHQ HD]  FRQVXPXO 'DF -i presupunem neidentificabili, atunci
LQIOXHQ D ORU HVWH FRQVLGHUDW  GH QDWXU  DOHDWRDUH 0 ULPHD DFHVWHL LQIOXHQ H YD JHQHUD o

abatereDYDORULORUUHDOHDOHOXLFID GHFHOHGHGXVHGLQPRGHOUHVSHFWLY $EDWHUHD

c-
HVWH GH DVHPHQHD R YDULDELO  DOHDWRDUH Q FHOH FH XUPHD]  R YRP VLPEROL]D FX t. Prin
XUPDUHUHOD LD 1) devine :
Ct   1 2Vt t (4.1.-2)
QVLWXD LDvQFDUHFXQRDWHPL DOWHFDX]HFHLQIOXHQ HD] YDULDELOD&GHH[HPSOX

FRQVXPXOGLQSHULRDGDDQWHULRDU &t-1VDXHFRQRPLLOHSRSXOD LHL6tUHOD LDGHGHSHQGHQ 

DSDUHFDRIXQF LHGHUHJUHVLHPXOWLSO 

Ct  1  2Vt 3Ct-1 4St t (4.1.-3)
'H UHJXO  vQWU XQ PRGHO HFRQRPHWULF F
- XW P V  H[SOLF P DQXPLWH YDULDELOH

HYHQWXDOV OHSUHYL]LRQ PHYROX LDFXDMXWRUXODOWRUYDULDELOHLQGHSHQGHQWHLVXVFHSWLELOH

de a exercita o anumLW  LQIOXHQ  DVXSUD YDULDELOHORU H[SOLFDWH Q FDGUXO UHOD LHL -3)
putem identifica :
Ct YDULDELO HQGRJHQ FXUHQW 

Vt, St = variabile exogene curente;

Ct-1 YDULDELO HQGRJHQ vQWkU]LDW 

t YDULDELO DOHDWRDUHFXUHQW 

Variabilele exogene (Vt, St L FHOH HQGRJHQH vQWkU]LDWH &t-1) vor fi denumite

variabile predeterminate.$FHDVW JUXSDUHSRDWHILLOXVWUDW SULQXUP WRDUHDVFKHP 

variabile
Ct
endogene
ntrziate

variabile variabile Vt St
predeterminate exogene

variabile Ct
endogene

Q IXQF LLOH  -1- 4.1- YDORULOH FRQVWDQWHORU j M Q UHSUH]LQW  SDUDPHWULL

PRGHOXOXL UHVSHFWLY 3DUDPHWULL j XUPHD]  D IL GHWHUPLQD L HVWLPD L  vQWUXFkW VH DUH vQ

** 4!+ "5#   "16 7+8$

  /0  ( 5#  
  "/092(:

";5*$%+ %
 "=<!>>?

YHGHUH GDWHOH REVHUYDWH DVXSUD XQXL HDQWLRQ (VWLParea acestor parametrii constituie
unul dintre obiective la cele mai importante ale economiei. YH]L &DS  2 vQVHPQ WDWH
GHRVHELWDRFRQVWLWXLHLQWHUSUHWDUHDHFRQRPLF DSDUDPHWULORUHVWLPD L j ). Cu ajutorul lor

putem determina valorile variabilei euclogene Ci  SHQWUX ILHFDUH PRPHQW W RE LQkQG
VLVWHPXOGHHFXD LLVLPXOWDQ

i 1  2Vi  3Ci-1  4Si  i ( 4.1.-4)

cu: i = 1, n.

2FODVLILFDUHDUHOD LLORU

n cadrul modelelor econometrice putem identifica diverse tipXULGHUHOD LLSHFDUHOH

H[SULP HFXD LLOHQDFHVWVHQVGHRVHELP

a)UHOD LL GH LGHQWLWDWH  DGHVHD DYkQG FDUDFWHUXO XQRU HFXD LL GH EDODQ  ce
FRUHVSXQG XQRU IRUPXO UL ORJLFH FX SULYLUH OD SURFHVXO HFRQRPLF GHVFULV Q PRGHOXO

respectiv, aceste ecuD LL SUH]LQW  LQWHUHV L SHQWUX IDSWXO F  SHUPLW HIHFWXDUHD XQRU

VXEVWLWXLUL GH YDULDELOH FX VFRSXO GH D VH DMXQJH OD R IRUP  H[SOLFLW  L FRQFHQWUDW  D

PRGHOXOXLQXPLW LIRUPDUHGXV 2DVWIHOGHIRUP DSDUHvQ

b) UHOD LL WHKQRORJLFH ce se UHIHU  OD UHVWULF LLOH LPSXVH SURGXF LHL RXW-put-urile) n
raport de in-put-XULOHEXQXULGHFDSLWDOGLVSRQLELOHUHVXUVHGHPXQF HWF
Un exemplu n acest sens s-DU SXWHD FRQVWLWXL SRUQLQG GH OD WHRULD IXQF LLORU GH
SURGXF LHHYHQWXDOGHWLSXO&REb-'RXJODVIRORVLQGVFKHPDXUP WRDUH

I ),50

L () Q

([SUHVLDDQDOLWLF DIXQF LHLGHSURGXF LHHVWHGHIRUPD

Q = x I x L 1- ; o < < 1 (4.1.-5)

unde: Q - nivelul maximal al proGXF LHL  DQXDOH ,  YROXPXO GH LQYHVWL LL / volumul total
de ore RPFRQVXPDWHvQSURGXF LHL- constante .
5HOD LD -  GHVFULH vQ FH P VXU  R DQXPLW  FDQWLWDWH GH SURGXF LH 4

reprezentnd output-urile din sistem  HVWH GDW  GH R DQXPLW  SURSRU LH D IRQGXULORU
LQYHVWLWH,LIRU HLGHPXQF XWLOL]DWH/- reprezentnd input-urile sistemului ( ).

c) UHOD LL LQVWLWX LRQDOH - FDUH SUHVXSXQ DQXPLWH UHJOHPHQW UL  VSHFLILFH SULQ OHJH
( spre exemplu, impozitul pe profit sau pe salarii , amortizarea , etc. ).
d) UHOD LL GH FRPSRUWDPHQW  FH DX vQ YHGHUH XQHOH PRGLILF UL DOH WUDGL LLORU
DWLWXGLQLORU vQFOLQD LLORU VXE LPSXOVXO XQHL YL]LXQL KHGRQLVWH DGLF   D UDSRUWXOXL VDWLVIDF LH 

efort ).
Referindu-se la consumul de detergHQ L vQWU-R DQXPLW  SHULRDG  W QRWDW FX &t )
DFHVWDSRDWHILLQIOXHQ DWGHYHQLWXO9tLGHFKHOWXLHOLOHILUPHLSHQWUXSXEOLFLWDWHUt ). Cu
alte cuvinte :
ln Ct   o 1 ln Vt 2 ln rt (4.1.-6)

XQGH o 1 2

-UHSUH]LQW constante ( parametri).
2EVHUY PF UHOD LD-DUHRIRUP WUDQVIRUPDW (DH[SULPDFRPSRUWDPHQWXO

XQXL FRQVXPDWRU   R IDPLOLH  vQ FH SULYHWH DFKL]L LRQDUHD GH GHWHUJHQ L v1 FRQGL LLOH XQXL

anumit venit (VtLXQHLLQVLVWHQ HSXEOLFLWDUHUt).

 4.4 /LQLDUL]DUHLIRUPHGHSUH]HQWDUH

Cercetnd (4.1-   UH]XOW F  QX vQWRWGHDXQD OHJ WXUD GLQWUH YDULDELOH VH SUH]LQW 

VXE IRUP  OLQLDU  Q HFRQRPHWULH VH UHFXUJH DGHVHD OD HIHFWXDUHD XQHL WUDQVIRUP UL D

HFXD LHL RULJLQDOH FX VFRSXO GH D VH  OLQLDUL]D  IRUPD GH H[SULPDUH D OHJ WXULL 'LQWUH FHOH

PDLGHVIRORVLWHWUDQVIRUP ULDPSXWHDPHQ LRQD

i=1,n
(&8$ ,$25,*,1$/ 75$16)250$7 (&8$ ,$/,1,$5,=$7

Yi = + ( 1/ Xi ) + i Zi = 1/ Xi Yi = + Zi + i
(4.1.-7 )
Yi = eXi i Wi = ln Yi Wi = A + Xi + Vi
A = ln (4.1.-8 )
Vi = ln i
Yi = Xi i Wi = ln Yi Wi = A + Xi + Vi
Zi = ln Xi (4.1.-9 )
Vi = ln i
A = ln

Q HFRQRPHWULH SXWHP FODVLILFD UHOD LLOH vQWUH YDULDELOHOH HFRQRPLFH GXS  GLYHUVH

FULWHULL 3kQ  DFXP OH DP HYLGHQ LDW SH FHOH PDL LPSRUWDQWH D G Q HOHJHUHD ORU HVWH
- -
IRDUWHLPSRUWDQW SHQWUXDLQWHUSUHWDFRUHFWUH]XOWDWHOHRE LQXWH

Pentru a reprezenta ntr-DGHY U IRUPXO UL FDOLWDWLYH H[SOLFLWH HFXD LLO e modelului
HFRQRPHWULFWUHEXLHV vQGHSOLQHDVF XQHOHFRQGL LL

LV ILHUHYHODWRDUHvQFHHDFHSULYHWHDVSHFWXOHFRQRPLFGHVFULVYH]L

LLV UHSUH]LQWH RFRQVWUXF LHVLPSO SHQWUXDQXFUHDGLILFXOW LGH vQ HOHJHUHVDX

calcul);
LLLV ILHSODX]LELO GLQSXQFWXOGHYHGHUHDOWHRULHLHFRQRPLFH

LYV VHED]H]HSHXQQXP UVXILFLHQWGHPDUHGHREVHUYD LLFXOHVHFXULJXUR]LWDWH

v) parametrii j M  P V  ILH HVWLPD L FRUHFW  vQ VHQVXO UHVSHFW ULL ULJRULORU WHRULHL

statisticii;
YLV SUH]LQWHFHUWHSRVLELOLW LGHH[SRODUH

'LQ SUH]HQWDUHDDQWHULRDU  REVHUY PF PRGHOHOHH[SULPDWHVH SUH]LQW VXE IRUPD

unei HFXD LL GH UHJUHVLH  VLPSO      VDX PXOWLSO  -3), sau a unui sistem de
HFXD LL VLPXOWDQH 2 SRVLELOLWDWH PDL HOHJDQW de prezentare a modelelor descrise o
constituie IRUPDPDWULFHDO .

)RUPDPDWULFHDO

(FXD LD UHJUHVLHL PXOWLSOH GH JHQXO    SRDWH IL JHQHUDOL]DW
-  vQ VSD LXO Q -
GLPHQVLRQDORE LQkQG

Y=XB+U (4.1.10 )
unde: Y YDULDELODHQGRJHQ H[SULPDW
SULQWU-un vector de dimensiune ( n, 1 ).

Y1
Y2
Y= :
Yn
U  YDULDELOD DOHDWRDUH SHUWXUED LLOH H[SULPDWH SULQWU-XQ YHFWRU GH DFHHDL GLPHQVLXQH
( n, 1 ).
1
2
U= :
n
B vectorul parametrilor de regresie j ( j= 1, m )
cu:
1
2
B= :
m

X  PDWULFHD YDULDELOHORU H[RJHQH GH GLPHQVLXQH   Q P  'HRDUHFH DYHP L XQ WHUPHQ
liber 1 , vom introduce suplimentar coloana 1, pentru a-l putea estima. Deci :

1X21--- Xm1
1 X22---Xm2
X= ---------------
1 X2n---Xmn
ntr-un sistem economic (VHFXQRVFRVHULHGHIHQRPHQHFDUHVXIHU YDULD LLvQ

FDGUXO XQHL SHULRDGH GH WLPS )LLQG P VXUDW  SULQ LQGLFDWRUL HFRQRPLFL DFHVWH YDULD LL VWDX
*
OD ED]D WHRULHL IOXFWXD LLORU Q FDGUXO FXUVXOXL GH (FRQRPLH ,9 , s-DX SXV vQ HYLGHQ 

IOXFWXD LL DOH FKHOWXLHOLORU GH FRQVXP QLYHOXOXL RPDMXOXL PDVHL PRQHWDUH YROXPXOXL

SURGXF LHLHWF7RDWHDFHVWHDDDFXPDPY ]XWODvQFHSXWXOSDUDJUDIXOXLIRUPHD]  setul

de variabile economice.

4.6. 6WUXFWXUDHFRQRPLF

([LVW  vQV  FRPSRQHQWH DOH VLVWHPXOXL HFRQRPLF  FDUH QX VXIHU  VFKLPE UL GH -a
OXQJXO SHULRDGHL GH WLPS W $FHVW FRPSOH[ GH IDFWRUL LQYDULDELOL QXPL L L LQYDULDQ L

IRUPHD]  DD QXPLWD VWUXFWXU  HFRQRPLF sau simplu, structura sistemului (pe care o
vom nota cu ( )).
(DSRDWHILH[SULPDW DVWIHO

( ) = {1, 2,... s}
unde kN VUHSUH]LQW LQYDULDQ LL
sistemului.
&RHILFLHQ LL QXPHULFL k, ce cDUDFWHUL]HD]  VWUXFWXUD VLVWHPXOXL  VXQW QXPL L

parametrii structurali.
3HQWUXDH[HPSOLILFDPRGXOUHIOHFW ULLXQHLVWUXFWXULV DQDOL] PLQWHUDF LXQHDFHUHULL

L RIHUWHL SHQWUX EXQXUL HOHFWURFDVQLFH &DQWLWDWHD RIHULW  GLQ DFHVWH EXQXUL 6 YD IL

depeQGHQW GHYROXPXOvQ]HVWU ULL<LGHUDWDvQORFXLULLORU=FDXUPDUHDJUDGXOXL

DYDQVDWGHX]XU 

S = 1+ 2 ( Y- Z ) + s (4.1.-11)
/DUkQGXOV XFHUHUHD'SHQWUXDVWIHOGHEXQXULHVWHGHSHQGHQW GHvQ]HVWUDUHD

<LGHYHQLW (V).

Deci:
D = 1+ 2 Y + 3 V + D (4.1.-12)
QLSRWH]DHFKLOLEUXOXLSHSLD DEXQXULORUHOHFWURFDVQLFHDYHP

S =D (4.1.-13)
**
3HQWUXH[HPSOXOQRVWUX6'L< sunt variabile endogeneLDU=L9 variabile
exogene.
5HOD LLOH -11 4.1.-UHSUH]LQW HFXD LLDXWRQRPH care descriu un ansamblu
GH WU V WXUL DOH SLH HL EXQXULORU HOHFWURFDVQLFH  D F URU FHUHUH L RIHUW   VH FRQVLGHU 

LQYDULDELOHSHQWUXRSHULRDG GHWLPS

*
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**
Y,IZBGFEA D=A BGD\[ ]-
^ @MGDE B:QKRMGIFK CBNA DE _KBGDTHI\A BZGHL E DEGD=LK IE BNA DR K HIK KRBNA BJA B MQ BJA E X
 $FHVWH HFXD LL DVRFLDWH VWUXFWXULL  SLH HL  QXPLWH L ecua LL  VWUXFWXUDOH) o definesc
din momentul n care parametrii 1, 2  L 1, 2   VXQW HVWLPD L L GHFL YRU GHYHQL

FXQRVFX L

Q VHQV HFRQRPHWULF R VWUXFWXU  UHSUH]LQW  XQ VHW GH UHOD LL autonome (reprezentat
VXE IRUP  GH HFXD LL $FHVWH UHOD LL VXQW VXILFLHQWH SHQWUX D GHWHUPLQD YDORULOH YDULDELOHORU

endogene, cnd se dau variabilele exogene.

Prin urmare, un model econometric vQ IRUPD VD VWUXFWXUDO  SUHVXSXQH R VHULH GH

HFXD LL FDUH GHVFULX FRPSOH[LWDWHD GH UHOD LL LQWHUGHSHQGHQWH L LQIOXHQ H FRQMXJDWH  SH

FDUHOHUHSUH]LQW SURFHVXOIHQRPHQXOHFRQRPLFVWXGLDW

3DVXO XUP WRU IRUPXO ULL PRGHOXOXL SUHVXSXQH LGHQWLILFDUHD XQHL forme explicite n
FDUHYDULDELODHQGRJHQ V ILHH[SULPDW GRDUvQWHUPHQLLYDULDELOHORUH[RJHQH

Pornind de lD FRQGL LD  

- FH H[SULP  HFKLOLEUXO SH SLD D EXQXULORU

electrocasnice, avem :
1+ 2 + (Y- Z ) + s = 1+ 2 Y + 3 V + D
GHXQGHL]ROkQGSHGHXQGHL]ROkQGSH<RE LQHP

Y=(1 - 1 / 2 - 2 ) + 2 /(2 - 2 ) Z +( 3 / 2 - 2)V (4.1-14)

$FHDVW  H[SUHVLH GHULYDW  GLQ UHOD LLOH  -11 4.1.- QH SHUPLWH HYLGHQ LHUHD
YDULDELOHL HQGRJHQH 4 9D UH]XOWD R HFXD LH DXWRQRP  L DQXPH IRUPD UHGXV  D

PRGHOXOXLFDQWLW LLGHHFKLOLEUX :
Q=1+2{ [(1-1)/(2- 2) + 2 /(2-2)Z+(3/2-2)V]Z} (4.1-15)
Pentru a se ajunge la IRUPD VWUXFWXUDO sau UHGXV a modelului econometric este
QHFHVDU SDUFXUJHUHDXUP WRDUHORUHWDSH

a) fundamentarea modelului n sensul teoriei economice;

b) IXQGDPHQWDUHDSRVLELOLW LORUGHHVWLPDUHDOHSarametrilor.