Dynamic inflation models
Thesis title: | Dynamic inflation models |
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Author: | Sodoma, Jan |
Thesis type: | Bachelor thesis |
Supervisor: | Hušek, Roman |
Opponents: | Lejnarová, Šárka |
Thesis language: | English |
Abstract: | In the first part, inflation is desribed theoretically. This part is about cost-push inflation, demand-pull inflation, galloping inflation, hyperinflation, monetarist and keneynesian view on inflation, issues in measuring inflation, effects of inflation and controlling inflation. Second part is empiric research. Inflation is endogenous variable. Price of petrol natural95 and monetary aggregate M2 are delayed exogenous variables. Object of analyse are relations between these variables: Correlation coefficient, F-test, t-tests, multicollinearity, autocorrelation. |
Keywords: | Multicollinearity; Autocorrelation ; Econometrics; Inflation |
Thesis title: | Dynamické modely inflace |
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Author: | Sodoma, Jan |
Thesis type: | Bakalářská práce |
Supervisor: | Hušek, Roman |
Opponents: | Lejnarová, Šárka |
Thesis language: | English |
Abstract: | Analýza závislosti inflace na zpožděných hodnotách peněžní zásoby M2 a ceny benzínu Natural 95. Dále vytvoření prognózy modelu inflace na druhé čtvrtletí roku 2008 v ČR oproti prvnímu čtvrtletí roku 2008. Empirické výsledky regresního modelu, jejich interpretace a teoretické řešení problémů multikolinearity a autokorelace. |
Keywords: | Multikolinearita; Inflace; Autokorelace; Ekonometrie |
Information about study
Study programme: | Kvantitativní metody v ekonomice/Statistika a ekonometrie |
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Type of study programme: | Bakalářský studijní program |
Assigned degree: | Bc. |
Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
Faculty: | Faculty of Informatics and Statistics |
Department: | Department of Econometrics |
Information on submission and defense
Date of assignment: | 14. 5. 2008 |
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Date of submission: | 1. 9. 2008 |
Date of defense: | 16. 9. 2008 |
Identifier in the InSIS system: | https://insis.vse.cz/zp/9087/podrobnosti |