Please use this identifier to cite or link to this item:
http://dspace.lib.uom.gr/handle/2159/15801
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Παντελίδης, Θεολόγος | el |
dc.contributor.author | Καραουλάνης, Δημήτριος | el |
dc.contributor.author | Karaoulanis, Dimitrios | en |
dc.date.accessioned | 2013-11-06T18:41:01Z | - |
dc.date.available | 2013-11-06T18:41:01Z | - |
dc.date.issued | 2013 | en |
dc.identifier.uri | http://dspace.lib.uom.gr/handle/2159/15801 | - |
dc.description | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2013. | el |
dc.description.abstract | This study evaluates the predictive power of various economic and financial variables for inflation and GDP growth. The research covers the 2003-2013 decade including the recent financial crisis. A simple AR model for the variables under scrutiny serves as a benchmark in our analysis. Our empirical findings suggest that the benchmark performs pretty well for short-term forecasts (up to three months). However, we observe significant improvement in the forecast accuracy of the model for long-term forecasts when the proper predictor augments the benchmark. Among the predictors considered in this study, the unemployment related variables (that is, the unemployment rate, the unemployment gap, the NAIRU and the jobless claims) and capacity utilization seem to be the optimal predictors for output growth and inflation respectively. | en |
dc.format.extent | 40 | en |
dc.format.extent | 1195876 bytes | - |
dc.format.extent | 543814 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/winzip | - |
dc.language.iso | en | en |
dc.publisher | Πανεπιστήμιο Μακεδονίας | el |
dc.subject | Forecast evaluation | en |
dc.subject | Out of sample | en |
dc.subject | Forecasting inflation | en |
dc.subject | Forecasting output | en |
dc.subject | US inflation growth forecasting | en |
dc.subject | Forecasting inflation rate and output growth | en |
dc.subject | Πρόβλεψη πληθωρισμού και ΑΕΠ | el |
dc.title | Forecasting inflation rate and output growth. | en |
dc.type | Electronic Thesis or Dissertation | en |
dc.type | Text | en |
dc.contributor.department | Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη | el |
Appears in Collections: | ΔΠΜΣ Οικονομική Επιστήμη (M) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
KaraoulanisDimitriosMsc2013extra.zip | Συνοδευτικό υλικό | 531.07 kB | zip | View/Open |
KaraoulanisDimitriosMsc2013.pdf | 1.16 MB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License