Predicting GDP growth in the Euro Area

Detalhes bibliográficos
Autor(a) principal: Campos, Claúdia Cristina Marinho
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
id RCAP_2ad42cbae701fa6fbcfd37519427ae7d
oai_identifier_str oai:run.unl.pt:10362/9837
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling 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
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv 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
_version_ 1799137835081531392

Registros relacionados