Dynamic inflation models

Thesis title: Dynamic inflation models
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
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
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
Date of submission: 1. 9. 2008
Date of defense: 16. 9. 2008
Identifier in the InSIS system: https://insis.vse.cz/zp/9087/podrobnosti

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