Predicting GDP growth in the Euro Area
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/9837 |
Resumo: | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics |
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Predicting GDP growth in the Euro AreaForecastingLinear modelsGDP growthEuro AreaA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsPredicting GDP growth is a concern of several economic agents. The right way to model such variable is far from consensual. This paper’s goal is to compare different models for GDP growth forecasting in the euro area. For comparative purposes, an autoregressive model (which is used as benchmark) and two Autoregressive Distributed Models (ADL), which contain financial and non-financial variables, chosen based on the literature, are used. The main conclusion is that the ADL(2,1,1) considered has superior forecast performance in- and out-of-sample, although in this last case depending on the evaluation metric.NSBE - UNLRodrigues, Paulo Manuel MarquesRUNCampos, Claúdia Cristina Marinho2013-06-07T10:38:08Z2013-012013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/9837enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:43:10Zoai:run.unl.pt:10362/9837Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:19:04.221801Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Predicting GDP growth in the Euro Area |
title |
Predicting GDP growth in the Euro Area |
spellingShingle |
Predicting GDP growth in the Euro Area Campos, Claúdia Cristina Marinho Forecasting Linear models GDP growth Euro Area |
title_short |
Predicting GDP growth in the Euro Area |
title_full |
Predicting GDP growth in the Euro Area |
title_fullStr |
Predicting GDP growth in the Euro Area |
title_full_unstemmed |
Predicting GDP growth in the Euro Area |
title_sort |
Predicting GDP growth in the Euro Area |
author |
Campos, Claúdia Cristina Marinho |
author_facet |
Campos, Claúdia Cristina Marinho |
author_role |
author |
dc.contributor.none.fl_str_mv |
Rodrigues, Paulo Manuel Marques RUN |
dc.contributor.author.fl_str_mv |
Campos, Claúdia Cristina Marinho |
dc.subject.por.fl_str_mv |
Forecasting Linear models GDP growth Euro Area |
topic |
Forecasting Linear models GDP growth Euro Area |
description |
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics |
publishDate |
2013 |
dc.date.none.fl_str_mv |
2013-06-07T10:38:08Z 2013-01 2013-01-01T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/9837 |
url |
http://hdl.handle.net/10362/9837 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
NSBE - UNL |
publisher.none.fl_str_mv |
NSBE - UNL |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799137835081531392 |