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1
Calmvik, Jonas. "Swedish Breakeven Inflation (BEI) - a market based measure of inflation expectations?" Thesis, Uppsala University, Department of Economics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8543.
Повний текст джерелаАнотація:
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the inflation expectations. In Sweden, where both nominal and inflation linked bonds exist the fisher equation implies that the yield spread could provide investors and policymakers with important information about markets inflation expectations. The aim of this thesis is therefore to estimate whether the yield spread between Swedish nominal and real interest rates - widely referred to as the Breakeven Inflation (BEI) - is a market based measure of inflation expectations. A sample based on historical bond prices between year 2000 and 2007 is used and adjusted for 3 distortions: i) The mismatch in cash flow structure arising from different bond characteristics. ii) The inflation indexation and bond finance implications (carry). iii) The seasonality in Consumer Price Index (CPI). In the absence of “true” inflation expectations, the benchmark used for the evaluation and comparison of the unadjusted and adjusted BEI series is the survey based, Prospera Money Market Players inflationary expectations, i.e. professional forecasters. The evaluation uses two statistical measures to estimate the errors, the Root Mean Squared Error (RMSE) to estimate the size of the forecast error and the Mean Error (ME) to measure the bias or the tendency for the forecast error to point in a particular direction. The general conclusion of the study is that both the unadjusted and the adjusted BEI series have improved significantly throughout the sample period as predictors of inflation expectations.
Further, in the first half of the sample, the MEs show that the BEI tends to underestimate inflation expectations, while in the second part of the sample the direction of the errors are less univocal. However, the carry adjusted and in some extent the carry and seasonality adjusted BEI seem to improve the BEI somewhat, although the conclusions are not very convincing. When using BEI to measure inflation expectations the conclusions should also be balanced against the possible bias associated with survey based expectations.
2
Кликунов, Н. Д. "Парадоксы проведения индексов измерения инфляции в РФ и попытки их объяснения". Thesis, Украинская академия банковского дела Национального банка Украины, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62980.
Повний текст джерела
3
Zucchini, Sara. "Primordial black holes in string inflation." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/17097/.
Повний текст джерелаАнотація:
In this thesis we consider the production of primordial black holes (PBH) in the context of single field inflation with the aim of describing a significant fraction of dark matter. In the models we consider, the inflaton is a string modulus and its potential is typical of type IIB fibre inflation. The potential presents a plateau at CMB scales and an extremely flat region on smaller scales. The background is analysed by solving the Friedmann's and the Klein-Gordon equations for the system. Perturbations are introduced through the usual Mukhanov-Sasaki equation for the gauge invariant curvature perturbations, whose solution allows us to find the primordial power spectrum which is then compared to observations. In the class of models considered there is an often occurring tension between the tilt of the scalar power spectrum and observations. We study this tension and propose mechanisms to minimise it. We modify the form of the fibre inflationary potential, modifying therefore the slope of the ultra slow-roll plateau. We find that a better agreement with the experimentally measured value of the spectral index can be reached. Therefore that tension between the value of the spectral index on CMB scale and the power spectrum enhancement on PBH scales can be explained as a consequence of the class of potential taken into account. This tension can be avoided in models that provide a different plateau form.
4
Swanepoel, C. V. "Stock returns as predictors of interest rates and inflation: The South African experience." University of the Western Cape, 1990. http://hdl.handle.net/11394/7892.
Повний текст джерелаАнотація:
Magister Commercii - MComThis study analyses the extent to which stock returns provide forecasts of changes in interest rates and inflation for the South African market. The period under investigation, January 1966 - February 1989, is characterised by structural changes in the South African economy, especially in the financial markets. The earnings yield on shares is used as a measure of the return on stocks. Stock returns of 10 specific industries are used in addition to the overall market return. Monthly inflation series were constructed by employing both the Consumer Price Index (CPI) and the Producer Price Index (PPI). Before examining that relationship, tests were done to examine the relationship between nominal stock returns and expected inflation. The relation between the stock market and expected inflation is estimated by using three measures of expected inflation. The results appear to suggest that the stock market reacted positively to expected inflation during the 1966 - 1982 period. Two proxies of expected inflation. Best results inflation are used to were obtained with measure future the Fama-Gibbons measure. In addition, the results suggest that stock returns provide additional information of future inflation to that contained in the Fama-Gibbons and interest rate models. Returns for specific industries, used in this study, appear to provide marginally better forecasts of inflation than the overall market return. The results also suggest that stock returns provide forecasts of changes in interest rates and inflation. There is no evidence that the specific industries used, provide consistent better forecasts of interest rate changes than the overall market.
5
Baumann, Manuela. "Inflationsmessung." St. Gallen, 2004. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01648484001/$FILE/01648484001.pdf.
Повний текст джерела
6
Мордань, Євгенія Юріївна, Евгения Юрьевна Мордань, Yevheniia Yuriivna Mordan та Д. О. Кириченко. "Інфляційні процеси в Україні". Thesis, НО «Перспектива», 2017. http://essuir.sumdu.edu.ua/handle/123456789/50899.
Повний текст джерелаАнотація:
Інфляція є досить негативним процесом як для економіки окремої країни, так і для світу в цілому. Вважається, що інфляція виникла з появою паперових
грошей і стабільно розвивається до сьогодні. Вона породжує руйнівні наслідки
для економічного зростання, економічної рівноваги та стабільності, збільшення
обсягів виробництва, працевлаштування, соціальної рівності, добробуту
населення та рівня життя в країні. Інфляційні процеси призводять до знецінення
результатів праці, зменшення заощаджень фізичних та юридичних осіб;
перешкоджають притоку інвестицій та вкладень у новітні технологічні
розробки в країні; спричиняють соціальну нерівність, оскільки відбувається
перерозподіл капіталу, від бідних до заможних та багатих верств населення.
7
Maluleke, Tiyeselani Clara. "The relationship between poverty and inflation in Sharpeville / Tiyeselani Clara Maluleke." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10303.
Повний текст джерелаАнотація:
All over the world, the level of poverty is increasing. In South Africa it is mainly concentrated in rural areas and differs significantly from whether considering race, sex, provinces or community areas. This dissertation studies the relationship between poverty and inflation in Sharpeville by determining the impact of rising prices on the poor households in Sharpeville. The study focuses on three areas, namely the theoretical background of poverty and inflation, the impact of rising prices in expenditure patterns and the relationship
to poverty. There are different approaches in defining poverty. Poverty can either be
absolute or relative. For the purpose of this study, poverty is defined as absolute. Thus the study defines individuals as poor due to their inability to attain a minimum material standard of living. This minimal standard of living is normally referred to as the poverty line. Inflation may be defined in different ways. For the purpose of this dissertation, inflation is defined as the rise in the general price levels over a specific period of time. Changes in expenditure patterns are caused by an increase in inflation. This study uses the regression model to determine the impact of inflation on poverty in Sharpeville. According to the macroeconomic theory’s implication, the same level of inflation on the same basket of commodities has a different level of effect on each household. Accordingly, in this study, all households are
assumed to be faced with the same inflation rate. Household size is positively related to poverty gap squared. This means that the more members there were in a household in Sharpeville the poorer they were. Households with the highest number of members were poorer than those with few members. Statistically, the null hypothesis that there is no relationship between household size and poverty gap is rejected, even at the 1% level of significance. EXPINFL is negatively related to poverty gap. The correlation matrix confirms the results in the regression analysis. The correlation coefficient between The relationship between poverty and inflation in Sharpeville Page EXPINFL and PGAP is -0.34467. Although it is relatively weak, the fact that there is a negative correlation confirms that inflation negatively affects poverty. Finally, the study recommends that government provides more job opportunities for the individuals without any source of income in Sharpeville. The government could also provide business funding to the unemployed individuals to enable them to start their own businesses. This would enable those individuals to create additional employment. In addition, measures should be introduced to determine the effect of inflation on those households who are not employed (that is, not receiving any form of income, not even through any form of grant), but do benefit from some form of feeding scheme administered by either government or non-profit organisations.MCom, Economics, North-West University, Vaal Triangle Campus, 2012
8
Man, Mengying, and Meixuan Ren. "Wealth Inequality : Analysis based on 21 EU countries." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44333.
Повний текст джерелаАнотація:
The aim of this thesis is to examine how wealth inequality alters when macroeconomic factors such as housing price index, inflation rate, and minimum wage change. In the theoretical part, the potential connection between some macroeconomic factors and wealth inequality is described through the link of the Lorenz Curve and Pareto distribution. In the empirical part, we analyze the development of wealth inequality in 21 countries from the European Union from 2004 to 2015. The study presents significant evidence that the housing price index is negatively correlated with wealth inequality while similar conclusions cannot be made regarding inflation rate and minimum wage. In this paper, the Gini index is used as a proxy for wealth inequality.
9
Yokie, Moses, and Bo Lemar. "Högriskfonder kontra aktieindex : En studie av makrovariablers påverkan på olika fondalternativ." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-11443.
Повний текст джерелаАнотація:
Abstract Title: High-Risk Funds vs. Mutual- Index Funds A study of macro -variables influence on different funds choice Level: Final assignment for Bachelor Degree in Business Administration Author: Moses Yokie & Bo Lemar Supervisor: Ogi Chun & Cheick Wagué Date: 2011-05-25 Aim: The purpose with this thesis is to compare two different types of mutual-index fond and a high-risk fund in relation to the macro variables. The purpose also includes an investigation about if an investor will receives a higher return on high-risk fund than on mutual-index fund in a 10 years period. Method: A quantitative method has been use in this study, where the information has been received from Morningstar. Microsoft Excel has been used to process the collected data in order to calculate the expected return and the risk measures. The result is presented in graphs and tables on the empirical capital, in order to analyse and compare it with the theories and the selected macro- variables to see if there will be any correlation. Conclusion: This research shows that there is no possibility that the macro-variable factors can benefit an investment on high-risk fund or on mutual-index fund in the short run. On the other hand there is a correlation between the high-risk fund and mutual-index fund with the macro-variables factors in the long run. Suggestion for future research: Base on the results on this thesis. It would be interesting to do a quantitative investigation on more fund category with other macro-variable factors that are not included in this study to compare if there will be any correlation between them. Key words: High-risk fund, BNP, Mutual-index, Arbitrage, Macro-variable, Inflation.Syfte: Syftet med denna uppsats är att jämföra två olika aktieindex och högriskfonder med avseende på makrovariabler. Syftet innefattar också att undersöka om en investerare kan få bättre avkastning på högriskfonder än aktieindexfonder på 10 år period. Metod: En kvantitativ metod har använts i uppsatsen, där data inhämtats från Morningstar. Det insamlade material har sedan bearbetats i Microsoft Excel för att beräkna fonderna avkastning och Sharpekvoten. Resultatet har redovisats i grafer och tabeller i empirikapitlet, för att sedan analyseras och jämföras med de teorierna som används. Resultatet har jämförts med de valda makrovariablerna för att hitta korrelationer. Slutsats: Det har inte gått att påvisa några möjligheter att utnyttja makrovariabler för att skapa kortsiktiga vinster i högriskfonder eller aktieindexfonder. Däremot finns det långsiktiga samband mellan de valda investeringarna och de valda makrovariablerna Förslag till fortsatta studier: Det kan vara intressant att gör en kvantitativ undersökning på fler former av fondkategorier för att få ytterligare information om tillämpbarhet. Dessutom att undersöka samband med andra makrovariabler som inte innefattas i denna undersökning.
10
Ribeiro, José Roberto [UNESP]. "Análise comparada do IGP e IPCs no período 1999-2005: impactos distributivos." Universidade Estadual Paulista (UNESP), 2006. http://hdl.handle.net/11449/90038.
Повний текст джерелаАнотація:
Made available in DSpace on 2014-06-11T19:24:17Z (GMT). No. of bitstreams: 0
Previous issue date: 2006Bitstream added on 2014-06-13T20:51:52Z : No. of bitstreams: 1
ribeiro_jr_me_arafcl.pdf: 397320 bytes, checksum: 6885b64c62fc96b02338f6d4c295c6ea (MD5)As análises apresentadas neste trabalho sobre o comportamento dos índices de preços da economia brasileira corroboram a hipótese de que, ao menos no período recente, o IGP, em suas várias modalidades, tornou-se um indicador enviesado da evolução dos preços. Entre 1999-2005, o IGP acusou variações de preços muito superiores às registradas pelos demais índices de preços apurados por diversas instituições brasileiras. Identifica-se o IPA - que tem peso de 60% na composição do IGP - como sendo o grande responsável por esse comportamento anômalo do IGP. A não convergência entre a inflação acumulada pelo IPA e o IPCA no período 1999-2005, evidenciada pelos testes de cointegração aqui aplicados, ratifica a hipótese acima, fortalecendo a tese de que o IGP teria deixado de cumprir o seu papel de medida síntese da inflação nacional. Os efeitos das flutuações cambiais têm sido acentuadamente mais fortes sobre o IGP do que em relação aos IPCs. Apesar das atualizações realizadas em seus componentes, a estrutura de ponderação do IGP, que remonta a década de 1940, mostrou-se ultrapassada e inadequada para uma economia que optou pelo regime de livre flutuação do câmbio e promoveu uma substancial liberalização comercial e financeira, como é o caso da economia brasileira. Conclui-se o presente trabalho explicitando alguns dos efeitos reais do comportamento do índice sobre a economia, indicando a necessidade de reformulação ou substituição do IGP como indexador de certos preços e contratos econômicofinanceiros.
The analyses presented in this article about the performance of the prices indexes of the Brazilian economy corroborate to the hypothesis that the General Index of Price (IGP), considering its all modalities, became a biased index of prices. In the period 1999-2005, the prices changes measured by the IGP were well above those accused by the other indexes of prices provided by several Brazilian institutions. The Index of Wholesale Prices (IPA) - responsible for 60% of the IGP - is identified as the main responsible for this anomalous performance of the IGP. The non convergence between the inflation measured by the IPA and the inflation measured by the Index of Amplified Consumer Prices (IPCA) in the period 1999- 2005, confirmed by the econometric tests applied here, ratifies the above hypothesis, reinforcing the thesis that the IGP would have failed to perform as an index-synthesis of the national inflation. The effects of the exchange rate floating have been much stronger on the IGP than on the Indexes of Consumer Prices. Despite of the updating of its components, the weighting pattern of the IGP, formulated in the decade of 1940, became old-fashioned and inadequate to an economy that adopted the floating exchange rate system and promoted a substantial trade and financial liberalization, as it is the case of the Brazilian economy.
11
Ribeiro, José Roberto. "Análise comparada do IGP e IPCs no período 1999-2005 : impactos distributivos /." Araraquara : [s.n.], 2006. http://hdl.handle.net/11449/90038.
Повний текст джерелаАнотація:
Resumo: As análises apresentadas neste trabalho sobre o comportamento dos índices de preços da economia brasileira corroboram a hipótese de que, ao menos no período recente, o IGP, em suas várias modalidades, tornou-se um indicador enviesado da evolução dos preços. Entre 1999-2005, o IGP acusou variações de preços muito superiores às registradas pelos demais índices de preços apurados por diversas instituições brasileiras. Identifica-se o IPA - que tem peso de 60% na composição do IGP - como sendo o grande responsável por esse comportamento anômalo do IGP. A não convergência entre a inflação acumulada pelo IPA e o IPCA no período 1999-2005, evidenciada pelos testes de cointegração aqui aplicados, ratifica a hipótese acima, fortalecendo a tese de que o IGP teria deixado de cumprir o seu papel de "medida síntese da inflação nacional". Os efeitos das flutuações cambiais têm sido acentuadamente mais fortes sobre o IGP do que em relação aos IPCs. Apesar das atualizações realizadas em seus componentes, a estrutura de ponderação do IGP, que remonta a década de 1940, mostrou-se ultrapassada e inadequada para uma economia que optou pelo regime de livre flutuação do câmbio e promoveu uma substancial liberalização comercial e financeira, como é o caso da economia brasileira. Conclui-se o presente trabalho explicitando alguns dos efeitos reais do comportamento do índice sobre a economia, indicando a necessidade de reformulação ou substituição do IGP como indexador de certos preços e contratos econômicofinanceiros.Abstract: The analyses presented in this article about the performance of the prices indexes of the Brazilian economy corroborate to the hypothesis that the General Index of Price (IGP), considering its all modalities, became a biased index of prices. In the period 1999-2005, the prices changes measured by the IGP were well above those accused by the other indexes of prices provided by several Brazilian institutions. The Index of Wholesale Prices (IPA) - responsible for 60% of the IGP - is identified as the main responsible for this anomalous performance of the IGP. The non convergence between the inflation measured by the IPA and the inflation measured by the Index of Amplified Consumer Prices (IPCA) in the period 1999- 2005, confirmed by the econometric tests applied here, ratifies the above hypothesis, reinforcing the thesis that the IGP would have failed to perform as an "index-synthesis of the national inflation". The effects of the exchange rate floating have been much stronger on the IGP than on the Indexes of Consumer Prices. Despite of the updating of its components, the weighting pattern of the IGP, formulated in the decade of 1940, became old-fashioned and inadequate to an economy that adopted the floating exchange rate system and promoted a substantial trade and financial liberalization, as it is the case of the Brazilian economy.
Orientador: Luciana Togeito de Almeida
Coorientador: Mário Ferreira Presser
Banca: Heron Carlos Esvael do Carmo
Banca: Alexandre Sartoris Neto
Mestre
12
Кремень, О. І. "Оцінювання інфляції як фінансово-статистична проблема". Thesis, Українська академія банківської справи Національного банку України, 2012. https://er.knutd.edu.ua/handle/123456789/13253.
Повний текст джерела
13
Бойко, К. О. "Інфляційне таргетування як чинник підвищення ефективності грошово-кредитної політики в Україні". Thesis, Сумський державний університет, 2017. http://essuir.sumdu.edu.ua/handle/123456789/64256.
Повний текст джерелаАнотація:
Разом зі здобуттям незалежності Україна також була представлена як
країна з ринковою економікою, саме тому макроекономічна стабільність та
ефективність впливу ринкових механізмів залежить від запровадження нових
підходів, одним із яких є застосування політики інфляційного таргетування.
Інфляційне таргетування являє собою ефективний інструмент монетарної
політики, який використовують для регулювання рівня інфляції та
стабілізації економіки в довгостроковому періоді.
14
Moyo, Solomon Simbarashe. "A comparative analysis of the divisia index and the simple sum monetary aggregates for South Africa." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002679.
Повний текст джерелаАнотація:
The effectiveness of monetary policy in achieving its macroeconomic objectives such as price stability and economic growth depend on the monetary policy tools that are implemented by the Central Bank. Monetary aggregates are one of the tools that have been used as indicators of economic activity and as intermediate targets to achieve these economic objectives. Until recently, monetary aggregates have been questioned and criticised on their usefulness in monetary policy. This has been attributed to the economic, financial and technological developments that have distorted the relationship between monetary aggregates and major macroeconomic variables. This study investigates the relevance of monetary aggregation by comparing the traditional simple sum and Divisia index monetary aggregates which was constructed for the first time for South Africa using the Tornquist-Theil method. The Polynomial Distributed Lag model is employed to compare the performance of these monetary aggregates using their relationship with inflation and manufacturing index. Furthermore, the aggregates are compared in terms of their controllability and information content. Overall, the study found a very strong relationship between inflation and all the monetary aggregates. However, more specifically the results suggested that the Divisia indices are superior to the simple sum in terms of predicting inflation. The evidence further suggests that the Divisia aggregates provide higher information about inflation than the simple sum aggregates. Regarding the controllability of the monetary aggregates, the findings suggest that the monetary authorities can hardly control the monetary aggregates using monetary base. Finally, the relationship between manufacturing index and all the monetary aggregates was very weak.
15
Kim, Insu. "Essays on inflation and wage dynamics theory and evidence /." Diss., [Riverside, Calif.] : University of California, Riverside, 2010. http://proquest.umi.com/pqdweb?index=0&did=2019836991&SrchMode=2&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1274718054&clientId=48051.
Повний текст джерелаАнотація:
Thesis (Ph. D.)--University of California, Riverside, 2010.Includes abstract. Title from first page of PDF file (viewed May 19, 2010). Includes bibliographical references. Issued in print and online. Available via ProQuest Digital Dissertations.
16
Rodríguez, Gabriel, and Dionisio Ramírez. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116900.
Повний текст джерелаАнотація:
This note analyzes the empirical size of the augmented Dickey and Fuller (ADF) statistic proposedby Perron and Rodríguez (2003) when the errors are fractional. This ADF is based on a searching procedure for additive outliers based on first-differences of the data named td. Simulations show that empirical size of the ADF is not affected by fractional errors confirming the claim of Perron and Rodríguez (2003) that the procedure td is robust to departures of the unit root framework. In particular the results show low sensitivity of the size of the ADF statistic respect to the fractional parameter (d). However, as expected, when there is strong negative moving average autocorrelation or negative autoregressive autocorrelation, the ADF statistic is oversized. These difficulties are fixed when sample increases (from T = 100 to T = 200). Empirical application to eight quarterly Latin American inflation series is also provided showing the importance of taking into account dummy variables for the detected additive outliers.En esta nota se analiza el tamaño empírico del estadístico Dickey y Fuller aumentado (ADF), propuesto por Perron y Rodríguez (2003), cuando los errores son fraccionales. Este estadístico se basa en un procedimiento de búsqueda de valores atípicos aditivos basado en las primeras diferencias de los datos denominado td. Las simulaciones muestran que el tamaño empírico del estadístico ADF no es afectado por los errores fraccionales confirmando el argumento de Perron y Rodríguez (2003) que el procedimiento td es robusto a las desviaciones del marco de raíz unitaria. En particular, los resultados muestran una baja sensibilidad del tamaño del estadístico ADF respecto al parámetro fraccional (d). Sin embargo, como es de esperar, cuando hay una fuerte autocorrelación negativa de tipo promedio móvil o autocorrelación autorregresiva negativa, el estadístico ADF tiene un tamaño exacto mayor que el nominal. Estas dificultades desaparecen cuando aumenta la muestra (a partir de T = 100 a T = 200). La aplicación empírica a ocho series de inflación latinoamericana trimestral proporciona evidencia de la importancia de tener en cuenta las variables ficticias para controlar por los outliers aditivos detectados.
17
Bullard, González Alfredo, and Requena Julio Gamero. "The minimum living wage and its impact on workers." THĒMIS-Revista de Derecho, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/108398.
Повний текст джерелаАнотація:
The diverse discussions around the Minimum Living Wage have been very controversial and constant over the past decades due to the economic, social and political context inwhich Peru was immersed. However, these discussions have reduced its recurrence overthe past years as a result of various factors, such as the development of labor rights andimprovement of the economic situation.However, it is extremely relevant to understand the importance of the role of the Minimum Living Wage and the implications it may have over the workers. That is why in the present exposition there will be a presentation of the opposing positions regarding the impact–positive or negative– of the existence of a Minimum Living Wage on workers.Las discusiones alrededor de la Remuneración Mínima Vital han sido muy polémicas yconstantes en las décadas pasadas debido alcontexto económico, social y político en el queel Perú se encontraba inmerso. Sin embargo, esas discusiones son cada vez menos recurrentes en la actualidad como resultado de la interacción de diversos factores, tales como eldesarrollo de los derechos laborales y la mejora de la situación económica.No obstante, es sumamente relevante entender la importancia del rol que tiene la Remuneración Mínima Vital y las implicancias de su fijación para los trabajadores. Es por ello que, en la presente exposición, se presentarán posiciones encontradas respecto al impacto –positivo o negativo– que la determinación de un salario mínimo puede tener en los trabajadores.
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Яковенко, Р. В., R. Yakovenko, О. О. Степанов та O. Stepanov. "Внутрішні та зовнішні причини та наслідки інфляції". Thesis, м. Ірпінь : Університет ДФС України, 2017. http://dspace.kntu.kr.ua/jspui/handle/123456789/7390.
Повний текст джерелаАнотація:
Розглянуто специфіку формування економічного світогляду в умовах економіки регіону, яка демонструє гірші показники розвитку.
The peculiarity of the formation of an economic outlook in the conditions of the region's economy, which shows the worst indicators of development, is considered.
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Braz, André Furtado. "Núcleos de inflação: avaliação das atuais medidas e sugestão de novos indicadores para o Brasil." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9813.
Повний текст джерелаАнотація:
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Desde a implantação do sistema de metas de inflação em julho de 1999, o Banco Central (BC) tem utilizado para monitorar a política monetária um número crescente de indicadores, dentre os quais, incluem-se as medidas de núcleo de inflação. O objetivo é obter uma informação mais precisa sobre o curso da inflação no país e, consequentemente, sobre o futuro da política monetária. Além do Banco Central, muitas instituições financeiras utilizam medidas de núcleo para orientar suas estimativas em relação ao comportamento da inflação no país. Deste modo, esta dissertação faz uma avaliação dos núcleos de inflação utilizando os principais testes estatísticos e econométricos sugeridos pela literatura econômica e propõe ainda novos indicadores para o Brasil.
Since the implementation of inflation targeting system in July 1999, the Central Bank (BC) is used to monitor the monetary policy of a growing number of indicators, among which include measures of core inflation. The goal is to obtain more precise information about the course of inflation in the country and hence on the future of monetary policy. In addition to the Central Bank, many financial institutions use core measures to guide their expectations regarding the behavior of inflation in the country. Thus, this paper makes an assessment of core inflation using the main statistical and econometric tests suggested in the literature and proposes new economic indicators for Brazil.
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Tostes, Felipe Santos. "Regime de metas de inflação no Brasil : uma análise dos efeitos transmissores da política monetária sobre a inflação e o produto." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2010. http://hdl.handle.net/10183/25788.
Повний текст джерелаАнотація:
A presente dissertação tem por objetivo estimar o grau de impacto da política monetária sobre alguns agregados monetários, tendo foco principalmente na evolução das taxas de inflação e no produto agregado. Para tanto, é discutida a estrutura teórica do Novo Consenso Macroeconômico, que fundamenta o Regime de Metas de Inflação (RMI), e apresentadas as características deste regime. Com o objetivo de elucidar o RMI no Brasil, é exposto o ambiente macroeconômico em que ele foi implantado e as suas características. Sobre o debate da conveniência da adoção do RMI, adotamos uma perspectiva pós-keynesiana, apresentando as críticas desta escola do pensamento econômico a este regime monetário. Para o caso brasileiro, estas críticas vão em direção à concepção de inflação que fundamenta esse regime monetário, à forma institucional adotada e à política monetária. Com o objetivo de esclarecer melhor as origens e fundamentos do RMI e suas críticas, apresentam-se as principais teorias de inflação existentes dentro do debate econômico e os principais regimes monetários. Com respeito aos aspectos quantitativos relacionados ao objetivo principal, apresenta-se um breve histórico da inflação brasileira pós-1999, faz-se uma análise do comportamento dos principais índices de inflação, apresentam-se os índices de referência para a meta inflacionária utilizados pelos países que adotaram o RMI e, por fim, expõe-se o efeito passthrough. Em relação ao crescimento econômico brasileiro pós-adoção do RMI, apresentam-se dados comparativos da evolução do PIB e da inflação brasileira com a de outros países, que adotaram ou não este regime monetário. Também é descrito o mecanismo de transmissão da política monetária na economia brasileira. Por fim, mostra-se a evidência do canal da taxa de juros da política monetária para a economia brasileira, por meio de um modelo de correção de erros, Vector Error Correction (VEC).This dissertation aims to estimate the impact of monetary policy on some monetary aggregates, and focus mainly on the development of inflation and aggregate output. To this end, we discuss the theoretical framework of the New Macroeconomic Consensus, who moved the inflation targeting regime (RMI), and presented the characteristics of this regime. In order to elucidate the minimum wage in Brazil is exposed to the macroeconomic environment in which it was implemented and its characteristics. Debate on the desirability of the adoption of the RMI has adopted a post-Keynesian perspective, presenting the criticism of this school of economic thought in this monetary regime. For the Brazilian case, these criticisms go toward the design of inflation that underlies the monetary regime, the institutional form adopted and monetary policy. In order to clarify the origins and rationale of the RMI and its critics, presents the main existing theories of inflation in the economic debate and the main monetary regimes. With respect to quantitative aspects related to the main objective, we present a brief history of the Brazilian inflation after 1999, it is an analysis of the behavior of core inflation indices, we present the benchmarks for the inflation target used by countries that adopted the RMI, and finally, it exposes the passthrough effect. For the Brazilian economic growth after adoption of the RMI presents comparative data on GDP development and inflation in Brazil with other countries that have adopted or not this monetary regime. Also described the transmission mechanism of monetary policy in the Brazilian economy. Finally, it shows evidence of channel interest rate monetary policy for the Brazilian economy by means of a model error correction, Vector Error Correction (VEC).
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Santos, Felipe Tostes. "Regime de metas de inflação no Brasil : uma análise dos efeitos transmissores da política monetária sobre a inflação e o produto." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2010. http://hdl.handle.net/10183/25788.
Повний текст джерелаАнотація:
A presente dissertação tem por objetivo estimar o grau de impacto da política monetária sobre alguns agregados monetários, tendo foco principalmente na evolução das taxas de inflação e no produto agregado. Para tanto, é discutida a estrutura teórica do Novo Consenso Macroeconômico, que fundamenta o Regime de Metas de Inflação (RMI), e apresentadas as características deste regime. Com o objetivo de elucidar o RMI no Brasil, é exposto o ambiente macroeconômico em que ele foi implantado e as suas características. Sobre o debate da conveniência da adoção do RMI, adotamos uma perspectiva pós-keynesiana, apresentando as críticas desta escola do pensamento econômico a este regime monetário. Para o caso brasileiro, estas críticas vão em direção à concepção de inflação que fundamenta esse regime monetário, à forma institucional adotada e à política monetária. Com o objetivo de esclarecer melhor as origens e fundamentos do RMI e suas críticas, apresentam-se as principais teorias de inflação existentes dentro do debate econômico e os principais regimes monetários. Com respeito aos aspectos quantitativos relacionados ao objetivo principal, apresenta-se um breve histórico da inflação brasileira pós-1999, faz-se uma análise do comportamento dos principais índices de inflação, apresentam-se os índices de referência para a meta inflacionária utilizados pelos países que adotaram o RMI e, por fim, expõe-se o efeito passthrough. Em relação ao crescimento econômico brasileiro pós-adoção do RMI, apresentam-se dados comparativos da evolução do PIB e da inflação brasileira com a de outros países, que adotaram ou não este regime monetário. Também é descrito o mecanismo de transmissão da política monetária na economia brasileira. Por fim, mostra-se a evidência do canal da taxa de juros da política monetária para a economia brasileira, por meio de um modelo de correção de erros, Vector Error Correction (VEC).This dissertation aims to estimate the impact of monetary policy on some monetary aggregates, and focus mainly on the development of inflation and aggregate output. To this end, we discuss the theoretical framework of the New Macroeconomic Consensus, who moved the inflation targeting regime (RMI), and presented the characteristics of this regime. In order to elucidate the minimum wage in Brazil is exposed to the macroeconomic environment in which it was implemented and its characteristics. Debate on the desirability of the adoption of the RMI has adopted a post-Keynesian perspective, presenting the criticism of this school of economic thought in this monetary regime. For the Brazilian case, these criticisms go toward the design of inflation that underlies the monetary regime, the institutional form adopted and monetary policy. In order to clarify the origins and rationale of the RMI and its critics, presents the main existing theories of inflation in the economic debate and the main monetary regimes. With respect to quantitative aspects related to the main objective, we present a brief history of the Brazilian inflation after 1999, it is an analysis of the behavior of core inflation indices, we present the benchmarks for the inflation target used by countries that adopted the RMI, and finally, it exposes the passthrough effect. For the Brazilian economic growth after adoption of the RMI presents comparative data on GDP development and inflation in Brazil with other countries that have adopted or not this monetary regime. Also described the transmission mechanism of monetary policy in the Brazilian economy. Finally, it shows evidence of channel interest rate monetary policy for the Brazilian economy by means of a model error correction, Vector Error Correction (VEC).
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Tipoe, Eileen Liong. "Revealed preference and welfare analysis." Thesis, University of Oxford, 2017. https://ora.ox.ac.uk/objects/uuid:54568d73-df3b-454d-a002-519af53f4e34.
Повний текст джерелаАнотація:
This thesis uses nonparametric revealed preference methods to derive new tests for consistency with models of consumer behaviour, and discuss the implications for welfare analysis. Chapter 1 demonstrates how to conduct revealed preference analysis when prices, and hence budget constraints, are only partially observed. This chapter extends the revealed preference results of Crawford and Polisson (2015), derived for the static case, to dynamic settings, allowing for storability of goods. Necessary and sufficient conditions for consistency with intertemporal models are derived, which do not require the researcher to distinguish between corner solutions and unavailability of the good, or to impute prices. Chapter 2 discusses the validity of using reported happiness measures as proxies of utility or social welfare, by testing for consistency between revealed and reported preference orderings in Japanese household survey data. Although the expenditure behaviour of most households is consistent with standard models of utility maximisation, it is generally inconsistent with the preference ordering given by their reported happiness. This inconsistency is likely due to reporting error in the happiness measure, and suggests that happiness and utility are empirically distinct and noninterchangeable. Chapter 3 investigates the effect of price inattention on inflation misperceptions and cost-of-living indices, by developing a behavioural model in which consumers only notice price changes above a certain threshold. A data application, using supermarket scanner data, demonstrates that this model generates plausible results; in particular, consumers have more accurate perceptions of inflation during periods of high or volatile inflation, but may substantially misperceive inflation when it is low. These results have important implications for conducting welfare analysis when consumers are not fully attentive to price changes.
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Lavanda, Guillermo, and Gabriel Rodríguez. "Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta." Economía, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/117560.
Повний текст джерелаАнотація:
This paper analyzes and distinguishes the role and importance of the shocks related to the aggregate demand and aggregate supply on the behavior of the Peruvian inflation during the period 1997:1-2009:2. We use the methodology based on structural vector autoregressive (SVAR) models using a long-run identification based on Blanchard and Quah (1989) which allows to obtain the historical decomposition of the annual inflation. Unlike Salas (2009), this paper uses a more simple model of aggregate demand and aggregate supply, and a larger sample. The results show that the behavior of inflation was largely explained for shocks related to the aggregate demand side in comparison with aggregate supply shocks. Furthermore, the results of the variance decomposition of the prediction error show that in the short and long term, the shocks of the demand side explain around 70% and 60% of the movements of the inflation. The results are robust to the inclusion of different variables in the set of information.Este documento distingue y explica el rol y la importancia de los choques de demanda y oferta agregada en el comportamiento de la inflación peruana durante el periodo 1997:1-2009:2. Para esto se utiliza la metodología de Vectores Autoregresivos Estructurales (SVAR, por sus siglas en inglés) con una descomposición de largo plazo propuesta por Blanchard y Quah (1989), lo que permite obtener la descomposición histórica de la inflación anual. A diferencia de Salas (2009), el presente trabajo se basa en un modelo simple de demanda y oferta agregada, y una muestra más amplia. Los resultados muestran que el comportamiento de la inflación obedeció en mayor medida a choques de demanda agregada en comparación con los choques de oferta agregada. Los resultados de la descomposición de la varianza del error de predicción muestran que, en el corto y largo plazo, los choques de demanda agregada explican alrededor del 70% y 60% de los movimientos de la inflación. Los resultados son robustos a la inclusión de diferentes variables dentro del conjunto de información.
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Fouché, Elizabeth Maria. "The impact of price discrimination on tourism demand / Elizabeth Maria Fouché." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1162.
Повний текст джерелаАнотація:
The primary goal of this study was to determine the impact of price discrimination
on tourism demand. Four objectives were defined with reference to the primary
research goal.
The first objective was to analyse the concept of price discrimination and relevant
theories by means of a literature study. In this regard it was found that price
discrimination between markets is fairly common and that it occurs if the same
goods were sold to different customers at different prices. Price discrimination is
also possible as soon as some monopoly power exists and it is feasible when it is
impossible or at least impractical for the buyers to trade among themselves.
Three different kinds of price discrimination can be applied, namely first-degree,
second-degree and third-degree price discrimination. The data also indicated
that price discrimination is advantageous (it mainly increases profit) and that it
has several other effects too.
The second objective was to analyse examples of price discrimination by means
of international case studies. In these different case studies it was found that
demand and supply, therefore consumer and product, formed the basis of price
discrimination. If demand did not exist, it would be impossible to apply price
discrimination. The findings also indicated that, for an organisation to be able to
practice price discrimination, the markets must be separated effectively and it will
only be successful if there is a significant difference in demand elasticity between
the different consumers. Furthermore, the ability to charge these different prices
will depend on the consumer's ability and willingness to pay. If an organisation
should decide to price discriminate, it would lead to a higher profit, a more
optimal pricing policy and also to an increase in sales.
The third objective was to analyse national case studies. This was done through
comparing the data of a tourism organisation price discriminating (Mosetlha Bush
Camp, situated in the North West) to two organisations that did not implement
price discrimination (Kgalagadi Transfrontier Park in the Northern Cape and
Golden Leopard Resort, also situated in the North West). It was found that a
customer with low price elasticity is less deterred by a higher price than a
customer with a high price elasticity of demand. As long as the customer's price
elasticity is less than one, it will be very advantageous to increase the price: the
seller will in this case get more money for less goods. With the increase in price
the price elasticity tends to rise above one.
The fourth objective was to draw conclusions and make recommendations. It
was concluded that price discrimination could be applied successfully in virtually
any organisation or industry. Furthermore, price discrimination does not always
have a negative effect; but can have a positive ass well. It can have a positive
effect on tourism demand. The findings emphasised that the main reason for
implementing price discrimination is to increase profit at the cost of reducing
consumer surplus. From the results it was recommended that more research on
this topic should be conducted.Thesis (M.Com. (Tourism))--North-West University, Potchefstroom Campus, 2006.
25
Hinnerich, Mia. "Derivatives pricing and term structure modeling." Doctoral thesis, Stockholm : EFI, 2007. http://www.gbv.de/dms/zbw/559681143.pdf.
Повний текст джерела
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Посохов, Игорь Михайлович. "Государственное регулирование цен на продукцию социального значения". Thesis, Харьковский национальный университет им. В. Н. Каразина, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/30670.
Повний текст джерелаАнотація:
Диссертация на соискание научной степени кандидата экономических наук по специальности 08.00.03 – экономика и управление национальным хозяйством – Харьковский национальный университет имени В. Н. Каразина, Харьков, 2009.
В диссертации автором обоснованы теоретические, методические и практические вопросы совершенствования управления ценообразованием как направление развития социально-экономической стратегии формирования в Украине новой модели экономического развития. Разработки автора основаны на собственном исследовании государственного регулирования цен на социально значимую продукцию и анализе работы системы органов ценообразования. Исследуются сущность, цели, особенности и механизмы государственного регулирования цен. Теоретически обоснована необходимость влияния государства на ценовую политику на современном этапе развития экономики, теоретически направления и предложены научно-методические подходы к совершенствованию государственной ценовой политики. Получили дальнейшее развитие научно-теоретическое обоснование государственного регулирования цен на современном этапе развития Украины, классификация целей и методов государственного регулирования цен, исследование эффективности государственного регулирования цен на рынке социально значимых продовольственных товаров на примере рынка хлеба и подсолнечного масла, перспективы развития системы ценообразования в условиях вступления Украины в ВТО. В процессе исследования выполнена классификация целей и методов государственного регулирования цен. Классификация методов государственного регулирования цен, в соответствии принципам управления по дополнительному набору признаков, отражает использование методов государственного регулирования цен в Украине. Выделены характерные особенности государственного регулирования цен, современной социальной политики и предложены направления их оптимизации. Предлагаются рекомендации по совершенствованию социально значимого перечня товаров и услуг, согласно которому осуществляется регулирование цен в Украине. Предлагаются рекомендации по совершенствованию нормативной базы в области ценообразования, рекомендации по совершенствованию работы Государственной инспекции по контролю за ценами и системы ценообразования, предложены составляющие механизма управления тендерными закупками, как косвенного механизма государственного регулирования цен на социально значимые товары.The Dissertation on competition of a scientific degree of the candidate of economic sciences on a speciality 08.00.13 - Economics and Governance of a National Economy, Kharkiv National Karazina University, Kharkiv, 2009. The goal of this dissertation is to research the theoretical, methodical and practical questions of improvement of pricing management as development concept of "social and economic strategy of formation of the new economic development model in Ukraine". The dissertation offers recommendations on improvement of normative base in the field of pricing, recommendations on improvement of work of governmental price management inspection and the pricing system. Also the mechanism of tender purchases management, as the indirect mechanism of governmental price regulation for socially significant production is offered.
27
Посохов, Ігор Михайлович. "Державне регулювання цін на продукцію соціального значення". Thesis, Харківський національний університет ім. В. Н. Каразіна, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/27923.
Повний текст джерелаАнотація:
Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.03 - економіка та управління національним господарством. Харківський національний університет імені В. Н. Каразіна, Харків, 2009.
У дисертації досліджуються теоретичні, методичні та практичні питання вдосконалення управління ціноутворенням як напрямок розвитку "Соціально-економічної стратегії формування в Україні нової моделі економічного розвитку". Пропонуються рекомендації з вдосконалення нормативної бази в області ціноутворення, рекомендації з вдосконалення роботи Державної інспекції контролю за цінами і системи ціноутворення, запропонований механізм управління тендерними закупівлями, як непрямий механізм державного регулювання цін на соціально значущі товари. Обґрунтовано існуючі джерела фінансування сучасної системи державного регулювання цін і запропоновані нові. Розроблено науково-методичні рекомендації подальшого розвитку системи ціноутворення та вдосконалення моніторингу цін Державної інспекції з контролю за цінами. Пропонується поширити моніторинг цін на приватних підприємців, в зв'язку з тим, що вони займають значну частину ринку соціально значущої продукції.The Dissertation on competition of a scientific degree of the candidate of economic sciences on a speciality 08.00.13 - Economics and Governance of a National Economy, Kharkiv National Karazina University, Kharkiv, 2009. The goal of this dissertation is to research the theoretical, methodical and practical questions of improvement of pricing management as development concept of "social and economic strategy of formation of the new economic development model in Ukraine". The dissertation offers recommendations on improvement of normative base in the field of pricing, recommendations on improvement of work of governmental price management inspection and the pricing system. Also the mechanism of tender purchases management, as the indirect mechanism of governmental price regulation for socially significant production is offered.
28
Knob, Marcelino João. "Estudo de trafegabilidade aplicado a veículos de roda em transporte e tração." Universidade Federal de Santa Maria, 2010. http://repositorio.ufsm.br/handle/1/3583.
Повний текст джерелаАнотація:
The ability of vehicles to traverse soft soils is an important aspect of their performance. The geological, climate and topography diversity originated, in Rio
Grande do Sul, extensive areas of hydromorphic clay soils, as example, Planssoils and Gleissoils. When saturated of water, these soft soils present low loads support,
difficult agricultural machinery work and limit the traverse of military wheeled vehicles. The aim of this study was to determine the limit of soil conditions for
trafficability of military 6 x 6 wheeled trucks (Cascavel and Urutu), determine the ground pressure and predict the mobility condition from soil cone index (SCI) and
vehicle characteristics. This study also proposed to evaluate the performance of a four wheel drive tractor in drawbar pull test and trafficability performance, to correlate the reduced tire inflation pressure and vehicle loading effect on slipping, drawbar pull, fuel consumption and mobility under different soil moisture conditions. It was found that the Cascavel military truck had a minimal ground pressure of 357 kPa and it needed SCI of 402 kPa in the critical layer for a single pass. The Urutu truck had a
ground pressure of 401 kPa and required at least 431 kPa in SCI for one-way pass. The NATO Reference Mobility Model (NRMM) and Mean Maximum Pressure (MPP) predicting model underestimate the soil cone index required for these military vehicles to traverse soft-soils, however, MMP was more appropriate to predict the correct SIC for the tested vehicles. For the tractor experiment it was found that tire
inflation pressure changed the ground pressure and the vehicle loading didn t change the ground surface pressure. The greatest drawbar pull were obtained at low tractor
speed, reduced inflation pressure and high loading level, operating on hard ground. The lowest specific fuel consumption was obtained on hard ground, empty weight,
low tire pressure and operating in high speed gear. The increase of soil moisture decreased the dynamic traction coefficient from 0.57 to 0.31 and the traction efficiency decrease from 50 to 37%. Reduced inflation tire pressure had positive effects on tractor mobility in waterlogged soils, reducing slipping and increasing traverse speed. Using height loading level had negative effect on wet soils because it require more engine power and increase the fuel consumption.A habilidade de um veículo se locomover em solos com baixa capacidade de carga é um aspecto importante em seu desempenho. A diversidade geológica, climática e de relevo originou, no Rio Grande do Sul, extensas áreas de solos Hidromórficos argilosos, entre eles, os Planossolos e os Gleissolos. Quando saturados, estes solos apresentam baixa capacidade de suporte de carga, dificultando o trabalho de máquinas agrícolas e o deslocamento de veículos militares de roda. O presente trabalho teve por objetivo determinar as condições de solo limite para a trafegabilidade de veículos militares de roda com tração 6 x 6 (Cascavel e Urutu), determinar a pressão de contato pneu-solo e predizer a condição de mobilidade a partir índice de cone do solo (ICS) e das características do veículo. O trabalho também propôs avaliar o desempenho de um trator agrícola com TDA em ensaio de tração e trafegabilidade, para verificar a influência da baixa pressão interna dos pneus e a quantidade de lastro do trator sobre o patinamento dos rodados, a capacidade de tração, o consumo de combustível e a mobilidade sob diferentes condições de umidade do solo. Foi verificado que a viatura militar Cascavel exerce pressão mínima pneu-solo de 357 kPa e requer ICS de 402 kPa na camada crítica para se locomover. O veículo Urutu exerce uma pressão pneu-solo de 401 kPa e necessita de uma resistência do solo mínima de 431 kPa para o tráfego singular. Os modelos de predição de trafegabilidade de veículos militares NATO Reference Mobility Model (NRMM) e Mean Maximum Pressure (MMP) subestimam o ICS necessário para os solos estudados, porém, o modelo que mais aproximou o ICS ao requerido pelos veículos testados foi o MMP. No experimento com tratores verificou-se que a pressão interna dos pneus alterou e a adição de lastro não alterou a superfície de contato pneu-solo. Os maiores esforços na barra de tração foram obtidos em baixa velocidade de deslocamento, baixa pressão interna dos pneus e com trator completamente lastrado, operando em solo firme. O menor consumo específico de combustível foi obtido em solo firme, com trator sem lastro, baixa pressão nos pneus e operando em marcha alta. O acréscimo de umidade no solo diminuiu o coeficiente dinâmico de tração de 0,57 para 0,31 e a eficiência de tração de 50 para 37%. A utilização de baixa pressão interna nos pneus tem efeitos positivos na trafegabilidade em solos alagados, reduzindo significativamente o patinamento e aumentando a velocidade de deslocamento. A utilização de lastro no trator em condições de solo saturado tem efeito negativo, porque aumenta a demanda de potência e o consumo de combustível da operação.
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Vinay, Nicolas. "Stratégie de promotion de la santé orale chez l'enfant et étude de l'efficacité d'un programme mené dans les établissements scolaires de Montpellier." Thesis, Montpellier, 2020. http://www.theses.fr/2020MONTS007.
Повний текст джерелаАнотація:
En 2003, le programme mondial pour la santé orale de l’Organisation Mondiale de la Santé a été réorienté selon la nouvelle stratégie d’intégration de la santé orale à la prévention des maladies chroniques. La promotion de la santé y est reconnue comme une stratégie économiquement efficiente pour réduire à la fois le fardeau social et économique des maladies bucco-dentaires, maintenir une bonne santé orale et la qualité de vie. L’école constitue un moyen efficace pour promouvoir la santé parce qu’elle permet d’accéder à plusieurs millions d’enfants scolarisés à travers le monde. La promotion de la santé orale dans les écoles, visant à développer des habitudes de vie saines et des pratiques d’hygiène orale efficaces, par une approche intégrée combinant politiques de santé publique, éducation à la santé axée sur l’acquisition de compétences et un environnement scolaire sain, permet un contrôle efficace des maladies orales et la réduction de leurs prévalences. Les programmes de prévention bucco-dentaire basés sur les écoles mis en place localement satisfont à ces objectifs. A l’initiative de la Faculté d’Odontologie de Montpellier, un programme de prévention, de promotion et d’éducation pour la santé orale a été conduit dans les établissements scolaires de la ville de Montpellier et a concerné un millier d’enfants âgés de 4 à 13 ans sur une période de quatre ans. L’étude de son efficacité a été évaluée par l’amélioration des connaissances et pratiques en matière d’hygiène orale après les interventions dans les classes et l’amélioration de l’indice de plaque. Par ailleurs, les actions de dépistage clinique menées au décours de ce programme ont permis d’estimer la prévalence carieuse des enfants scolarisés sur la ville de Montpellier. En tenant compte de la distribution des lésions carieuses observées, différents modèles de régression ont été testés afin de rechercher une éventuelle association avec l’indice de masse corporelle. Enfin, ce programme nous a également donné l’opportunité d’évaluer l’effet des mesures d’éducation pour la santé orale sur les parents des écoliers en relation avec la transmission des connaissances acquises par les enfants à leurs parents et mettre en évidence un éventuel changement de comportement chez ceux-ciIn 2003, the World Health Organization Global Oral Health Program has been refocused under the new strategy of integration of oral health in the prevention of chronic and non communicable diseases. Health promotion is recognized as an economically cost-effective strategy to reduce both the social and economic burden of oral diseases, maintain good oral health and quality of life. The school is an effective way to promote health because it allows access to millions of schoolchildren around the world. Oral health promotion through schools, which aims to develop healthy living habits and effective oral hygiene practices, because of an integrated combination approach of public health policy, health education focused on the acquisition of skills and a healthy school environment, enables an effective control of oral diseases and their prevalence reduction. School-based oral health prevention programs set up locally meet those objectives. At the initiative of the Dental Faculty of Montpellier, a school-based oral health prevention, promotion and education program has been implemented onto a 4 to 13 years old children sample over a four years period. The study of its effectiveness was evaluated by knowledge and oral hygiene practices improvement after teaching interventions, but also by the improvement of the plaque index score. Otherwise, dental screenings realized in the course of this program have led us to assess the caries prevalence of children in the city of Montpellier. Taking into account the distribution of carious lesions inside the population studied, different regression models have been tested and a possible association with body mass index researched. Lastly, this program also gave us the opportunity to evaluate the effect of oral health education measures on the parents of schoolchildren in connection with the transmission of knowledge acquired by the children to their parents and to highlight a possible change in behaviour among these
30
Charleroy, Rémy. "External shocks and monetary policy in emerging countries." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010031.
Повний текст джерелаАнотація:
Chocs externes et politique monétaire dans les pays émergentsWe investigate the conditional correlation between exchange rate and inflation by using a multivariate BEKK GARCH model. This framework is tested on 20 emerging countries independently of each other and it allows one to consider the macroeconomic variables as having a nonlinear relationship over time. We show that the less credible a country is in applying an IT framework because of its monetary objectives or its interventions in the foreign exchange rate markets, the higher the interactions between both variables are. We also show that the adoption of an inflation target allows the decoupling of variables when the inflation volatility increases, and that the estimated central bank’s reaction function explains the diminution in conditional correlation when the exchange rate or both variables volatility augments. By analyzing the evolution of exchange rate pass-through we investigate the degree of vulnerability of macroeconomic variables in BRICS since the mid-1990s when they experience an external shock. Wefocus our study on the two main theories that explain the reduction of macroeconomic variables volatility: the ”good policy” theory with the adoption by central banks of an inflation targeting framework coupled with a flexible exchange rate regime and the ”good luck” theory with the reduction of external shock persistence. The distinction between the theories is made by testing several time-varying parameters vector autoregressive models with different priors on VAR parameters for the structural changes and on the variance-covariance matrix for the stochastic volatility. Among other results, we conclude that the ”good luck” theory seems to be the dominant factor that explain the reduction in the vulnerabilities of BRICS to an external shock and that the 2008 financial crisis does not lead to a significant increase in the ERPT compared to previous crisis. The recent financial crisis has heightened the interest in the impact of financial sector developments on the macroeconomic condition of countries. By employing a rolling-window Vector Auto-Regressive method based on monthly data for a time span between January 2001 and March 2013, this article sets up a comprehensive financial conditions index for a set of major emerging countries. The index sheds light on the various triggers of financial crises during this period and captures both domestic developments as well as global spillover effects. Index dynamics exhibit an overall abrupt slowdown due to the 2007-2008 financial crisis, precipitated primarily through a global liquidity squeeze and overall financial sector strain. In some countries, rising volatility of financial conditions thereafter has substantially been sparked by nominal effective exchange rate movements. Tested on its forecasting applicability, the inclusion of macroeconomic and financial variables enables the index to also perform well as a leading indicator for business cycles
31
Aleem, Abdul. "Mécanismes de transmission monétaire, inflation sous-jacente et règles monétaires : le cas de l'Inde et du Pakistan." Paris 13, 2007. http://www.theses.fr/2007PA131031.
Повний текст джерелаАнотація:
Ce travail empirique se concentre sur trois sujets importants concernant l’Inde et le Pakistan. Nous employons une approche VAR afin d’examiner différents canaux de transmission des chocs monétaires au secteur réel. Nos estimations suggèrent l’existence du canal du taux d’intérêt et du crédit bancaire. Sachant l’importance de la stabilité des prix, nous estimons l’inflation sous-jacente en employant différentes approches. Nos estimations suggèrent que l’inflation sous-jacente, mesurée avec les approches de moyenne tronquée et de VAR structurel, est plus efficace pour la politique monétaire. Nous analysons les règles monétaires de type backward-looking et forward-looking afin de voir le comportement des banques centrales. Nos estimations suggèrent que les deux banques centrales This empirical research concentrates on three interrelated issues concerning India and Pakistan. We use a VAR approach in order to examine different channels through which the monetary shocks are transmitted to the real sector. Our result suggest the existence of interest rate and the bank lending channel. Given the emphasis on price stability, we estimate the core inflation by employing statistical and econometric approach. A comparison of different measures of core inflation suggests the importance of trimmed means and SVAR measures of core inflation for policy purposes. We estimate the backward-looking and forward-looking monetary policy rules in order to analyse the central banks’ behaviour. Our result suggest that the two central banks give more importance to exchange rate stabilisation than price and output stabilisation.
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Bonno, Simone Jager Patrocinio. "Previsão de inflação utilizando modelos de séries temporais." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11750.
Повний текст джерелаАнотація:
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This paper compares time series models to forecast short-term Brazilian inflation measured by Consumer Price Index (IPCA). Were considered SARIMA Box-Jenkins models and structural models in state space, as estimated by the Kalman filter. For estimation of the models, the series of IPCA monthly basis from March 2003 to March 2012 was used. The SARIMA models were estimated in EVIEWS and structural models in STAMP. For the validation of the models out of sample forecasts were considered one step ahead for the period April 2012 to March 2013, based on the main criteria for assessing predictive ability proposed in the literature. The conclusion of the study is that, although the structural model allows, to decompose the series into components with direct interpretation and study them separately, while incorporating explanatory variables in a simple way, the performance of the SARIMA model to predict Brazilian inflation was higher in the period and horizon considered. Another important positive aspect is that the implementation of a SARIMA model is ready, and predictions from it are obtained in a simple and direct way.
Este trabalho compara modelos de séries temporais para a projeção de curto prazo da inflação brasileira, medida pelo Índice de Preços ao Consumidor Amplo (IPCA). Foram considerados modelos SARIMA de Box e Jenkins e modelos estruturais em espaço de estados, estimados pelo filtro de Kalman. Para a estimação dos modelos, foi utilizada a série do IPCA na base mensal, de março de 2003 a março de 2012. Os modelos SARIMA foram estimados no EVIEWS e os modelos estruturais no STAMP. Para a validação dos modelos para fora da amostra, foram consideradas as previsões 1 passo à frente para o período de abril de 2012 a março de 2013, tomando como base os principais critérios de avaliação de capacidade preditiva propostos na literatura. A conclusão do trabalho é que, embora o modelo estrutural permita, decompor a série em componentes com interpretação direta e estudá-las separadamente, além de incorporar variáveis explicativas de forma simples, o desempenho do modelo SARIMA para prever a inflação brasileira foi superior, no período e horizonte considerados. Outro importante aspecto positivo é que a implementação de um modelo SARIMA é imediata, e previsões a partir dele são obtidas de forma simples e direta.
33
Chang, Wen-Yi, and 張文一. "The Relationship between International Commodity Index and Inflation Index in Taiwan：Evidence from GSCI and CRB." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/wd23kx.
Повний текст джерелаАнотація:
碩士中國文化大學
國際企業管理學系碩士在職專班
103
In recent years, Taiwan's CPI increased year by year, both soaring oil and electricity and gas, the commodity price volatility remains high, with the inflow of funds over-heated commodity markets, which will affect commodity price and inflation. As a mod-ern man should have basic financial concepts, it is important to understand financial products connected with international commodity prices. Thus, this study aims to ex-amine the relationship between international commodity prices and price index of Tai-wan. Specifically, we use a VAR model to test whether any granger-causal relationship exists between the international commodity price index and the price index in Taiwan. The international commodity price index is measured by the GSCI index and CRB in-dex, and the price index in Taiwan is measured by CPI index and WPI index. The results can be regarded as references for investors or enterprises demanding to fight against inflation.
34
"Paradox of Inflation: The Study on Correlation between Money Supply and Inflation in New Era." Doctoral diss., 2015. http://hdl.handle.net/2286/R.I.29856.
Повний текст джерелаАнотація:
abstract: Before 1990s, the relationship between money supply and inflation was positively correlated, however, from 1990 onwards, the US and other major developed countries entered into a new financial era with a typical belief that hyper money supply coexisted with lower inflation. This phenomenon is called “the paradox of inflation”. Traditional theories cannot provide reasonable explanations of this new phenomenon.
In my study, I have taken the linear filtering techniques which Lucas developed in 1980, and the recursive estimation method, as well as the chow test and F-test, and choose the data of the US, Britain, Japan, Germany, Euro area, BRICKs and some members of ASEAN, from 1960 to 2012, to study the relationship between annual rate of M2 growth and CPI inflation. The results show that in most sample developed and developing countries the positive correlation relationship between money supply and inflation began to weaken since the 1990s, and “the paradox of inflation” is now a common phenomenon.
In my paper, I attempt to provide a new explanation of “the paradox of inflation”. I conjecture that, in the past two decades, some advanced countries were becoming a “relatively wealthy society”, which means that commodity supply as well as money supply is abundant. I state that the US is a “relatively wealthy society” and try to determine what features could mark a “relatively wealthy society”.
I choose the credit growth rate of nonfinancial sectors and the ratio of dividends to investment to represent the production inclination of the business sector, and choose the income per capita and the GINI index to represent the consumption inclination of the resident sector. Then, through a semi parametric varying-coefficient regression model, I found that, in the US, when the credit growth of the business sector is under 5%, the ratio of dividends to investment is over 0.20, the per capita income is more than $30,000, and the GINI index is over 0.45, the country becomes a “relatively wealthy society”.
Base on this new explanation, I can conclude “in the relatively wealthy society, inflation is no longer a monetary phenomenon; it is a wealth allocation phenomenon”.Dissertation/Thesis
Doctoral Dissertation Business Administration 2015
35
Lin, Yu-Zhan, and 林鈺展. "The Valuation Method of Collateralized Debt Obligations with Considering Inflation Index - Copula Method." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/ps2uny.
Повний текст джерелаАнотація:
碩士國立高雄應用科技大學
金融系金融資訊碩士班
103
This paper uses different Copula methods including Gaussian Copula, Double t Copula with fat tail phenomenon and Normal Inverse Gaussian (NIG) Copula with fat tail and skewness phenomenon. And then this paper combines with a one factor model to price and compare traditional CDO and inflation-indexed CDO by using Monte Carlo simulation method. Furthermore, a sensitivity analysis is also conducted. This paper uses the first case of Collateralized Loan Obligation (CLO) issued by Land Bank of Taiwan Co., Ltd. in 2006 to investigate the numerical analysis. It is found that no matter what one factor Copula model is used for pricing CDO, the fair spread of the inflation-indexed CDO is higher than that one of traditional CDO. Moreover, it is found that using Double t Copula and NIG Copula can yield higher (lower) fair spread than using Gaussian Copula for senior (junior) tranches of inflation-indexed CDO. Therefore, this implies that the fair spread of senior tranches using Gaussian Copula is overestimated, whereas the fair spread of junior tranches using Gaussian Copula is underestimated.
36
Shilongo, Fillemon. "An econometric analysis of the impact of imports on inflation in Namibia." Diss., 2019. http://hdl.handle.net/10500/26869.
Повний текст джерелаАнотація:
This study investigated the impact of import prices on inflation in Namibia, using quarterly time series data over the period 1998Q2-2017Q4. The variables used in the study are inflation rate, M2, real GDP and import prices. The study found that all the variables are integrated of order one (1), and upon testing for cointegration using Johansen test, there was no cointegration. Therefore, the model was analysed using ordinary least squares (OLS) techniques of vector autoregression (VAR) approach, granger causality test and the impulse response function. The results of the study revealed that import prices granger causes inflation at 1% level of significance. Inflation is also granger caused by real GDP and broad money supply (M2) does not Granger cause inflation. The study further revealed that the shocks to import prices are significant in explaining variation in inflation both in the short run and in the long term.Economics
M. Com. (Economics)
37
Lin, Ze-Ting, and 林澤婷. "The Valuation of Inflation Index-Linked Derivatives with Fisher Hypothesis and New Keynesian Phillips Hypothesis." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/92718231242105164139.
Повний текст джерелаАнотація:
碩士國立高雄應用科技大學
金融資訊研究所
98
In previous pricing models of inflation index-linked derivatives, the stochastic process of the inflation rate only considers the own volatility of the inflation rate, and fails to take into account the covariance structure between inflation rate and macroeconomic factors. Therefore, the main purpose of this paper is to fill the gap by using “multiple regression models” to develop a dynamic process of the consumer price index with the relationship of inflation rate and macroeconomic factors. This process can capture the short-term and long-term changes of the inflation rate, and also satisfies the “Fisher hypothesis” and the “New Keynesian Phillips hypothesis”. Moreover, the closed-form formulas of inflation-linked call options and inflation-linked caps in this framework are provided. Finally, the empirical and sensitive analyses investigate what and how the macroeconomic factors impact significantly the valuation of inflation index-linked derivatives.
38
Wu, Ming-Xuan, and 吳明璇. "A Study on Relationships between Inflation and Stock Index in Financial, Electronic and Steel Industries." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/45232107485272280241.
Повний текст джерелаАнотація:
碩士國立屏東科技大學
財務金融研究所
99
The stock market reflects the performance of a national economy, and inflation is also closely related with the stock price ups and downs. In the past, interest rates, exchange rates, money supply, industrial production index ... etc, are common, subjects in stock prices related literature. This study investigates the relations between inflation and stock index. The relationships between inflation and stock index from 2001 to 2010 is studied, The Johansen cointegration test shows inflation and stock index are long-term trend, The result of Granger causality test shows the stock index leading inflation rate, so that Price Index movement is caused by stock price index changes. Keywords: Inflation, Taiwan stock index, Johansen cointegration test, Granger Casualty Test.
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Tavares, Francisco De Azevedo Coutinho Pinto. "Inflation heterogeneity and its impact on inequality: evidence from the United States." Master's thesis, 2021. http://hdl.handle.net/10362/121898.
Повний текст джерелаАнотація:
Aggregate inflation measures such as the Consumer Price Index seek to capture the im-pact on households consumption possibilities of changes in prices over time and are generally assumed as representative of all consumers. This is only true if households have all the same consumption patterns. Based on household level microdata, we construct specific household baskets of consumption and calculate the inflation for each one. By comparing Plutocratic and Democratic indexes, and inflation between groups of income, we conclude that households experienced different inflation rates, with the poorer suffering more with the loss in the purchasing power. The potential impacts of these findings on Fiscal and Monetary Policy show that around 1.77 million households could be paying federal income taxes when they should not; Social Security benefits could be up to 9.70% higher for some households; Federal Funds Rates would be 0.8 percentage points higher, based on a Taylor type rule, if FED used a Democratic core inflation index.
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Tso, Ju-Hsuan, and 左如萱. "The correlation of Gold Price Volatility, interest rate, inflation and dollar index: prior to and post the Financial Crisis." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/04337499671903811207.
Повний текст джерелаАнотація:
碩士淡江大學
財務金融學系碩士在職專班
99
This research investigates the correlation of Gold price with the yield of U.S. government bond of 2 years, 5 years, 10 years, and 30 years, consumer price index (CPI) for inflation, and U.S. dollar index before and after the Financial Crisis. In the short-term period with VAR (1) and Granger Causality testing method, the gold volatility in current has positive self-effect of previous price according to the monthly data. When CPI rose after Finance Crisis, FED had not used tight policy to make interest rate rebound and caused U.S. government bond stayed low. Therefore the U.S. government bond price could not affect the gold price and was replaced the leading effect of Gold price by CPI. However, according to the test of daily data, the Gold price in current seems has over-reaction from previous price. Gold Volatility has positive effect with the previous U.S. government bonds volatility and negative effects with inflation and dollar index. After finance crisis, Gold price became the major leading factor of the U.S. dollar index. In the long-term period, the co-integration test was used to find the correlation among Gold volatility and multi-variations. Although the coefficient between Gold price and the variations is less than that before Financial Crisis, there is still equilibrium relationship among multiple variances. In summary, although it is getting hard to forecast the Gold price by using U.S. dollar index and U.S. government bond under the effect of the finance crisis, we suggest the CPI is a better estimating tool to observe the change of Gold price.
41
Fadhilla, Hanifa Nur, and 范涵凝. "The influences of inflation, interest rate, exchange rate, and S&P 500 on indonesia composite stock price index." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/vsy8bf.
Повний текст джерелаАнотація:
碩士國立政治大學
國際經營管理英語碩士學位學程(IMBA)
107
This research is aimed to investigate the influence of inflation, interest rate, exchange rate, and S&P 500 on Indonesia Composite Stock Price (I-CSPI). This study examines the factors influencing I-CSPI in Indonesia Stock Exchange (IDX). The period of this study is from 2014 to 2018. The object of this research is I-CSPI. This study used secondary data. The hypotheses are examined using four models to support the factors influencing I-CSPI. The result of this research expressed that from independent variables do not influence I-CSPI. Thus, the hypotheses are rejected. This research result derives from t-test statistics. Based on F-test, independent variables are not simultaneously influence I-CSPI.
42
Κανελλόπουλος, Βασίλειος. "Υποδείγματα δεικτών διάχυσης (diffusion index models) : μια εφαρμογή σε δεδομένα του ελληνικού πληθωρισμού". Thesis, 2008. http://nemertes.lis.upatras.gr/jspui/handle/10889/3112.
Повний текст джерелаАнотація:
Τα υποδείγματα δεικτών διάχυσης χρησιμοποιούνται για την πρόβλεψη χρονοσειρών όπως το ΑΕΠ ή ο πληθωρισμός.Η μέθοδος αυτή στηρίζεται στην εκτίμηση παραγόντων με την μέθοδο των κύριων συνιστωσών.Diffusion Index Models are used in forecasts of time series such as GNP or inflation.This method is based on estimation of factors with the method of principal components.
43
Sanchez, Dolores Anne Galeaʻi. "Essays on a new Keynesian perspective for Japan." Thesis, 2005. http://proquest.umi.com/pqdweb?index=0&did=1003854211&SrchMode=1&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1240605855&clientId=23440.
Повний текст джерела
44
Kgantsi, Eugene Modisa. "Comparative study of purchasing power parities for the food component using the consumer price index data in the South African provinces." Thesis, 2013. http://hdl.handle.net/10539/12675.
Повний текст джерелаАнотація:
A Dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Master of Science, 2012.The purpose of this study is to investigate if the International Comparison Program (ICP) methodology could be used to examine the different buying power (worth) of the currency on the same products or goods amongst South African provinces. The method will be tested on the Consumer Price Index (CPI) food data collected from January 2006 to December 2006 from the main cities in the provinces. The food basket is obtained via the Income and Expenditure Survey (IES), which is generally updated every 5 years. South Africa (SA) has disparities and differentials in economic indicators such as the CPI, Gross Domestic Product and employment, amongst the provinces which are caused by among other things geographic set-up, urbanisation, inflation rates, and expenditure patterns. We use the monthly data to do an inter-provincial comparison of food prices by deriving annual purchasing power parities (PPPs) for each of the provinces, using the Country Product Dummy (CPD) method recommended as best practice by the World Bank. The CPI data is validated using the SEMPER software developed by the African Development Bank (AfDB). The validated data is examined for variability over the months and between the provinces using Analysis of Variance. Significant price differences are found for various products over the months and between provinces. The validated data was used to compute PPPs at the group and basic heading level. PPPs were investigated for differences in the provinces on grouped level of food products using Analysis of Variance. The reliability of PPPs between provinces is investigated both at grouped and basic heading level of products using the Cronbach-alpha statistic. The results show that there are no significant variations in PPPs across provinces. This could be due to the similar business opportunities or developments in the provinces or due to the aggregation of prices from the individual product (basic heading) to the main product group level. This implies that the cost of the food basket is the same across provinces.
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Moldovan, Paula Cristina Ciurean. "Essays on the relationships between political indicators, and real exchange rate and inflation." Doctoral thesis, 2021. http://hdl.handle.net/10071/24362.
Повний текст джерелаАнотація:
This PhD thesis re-examines a long-standing debate about the link between the exchange rate and its macroeconomic fundamentals, with particular attention to two measurements - first, instability and second, uncertainty - in explaining the dynamics of the real effective exchange rate over the past 24 years. At the same time, studies the relationship between economic policy uncertainty and inflation rate.
The mission of this thesis is to address these matters of interest in three different studies as follows, the impact of stability and uncertainty on exchange rate dynamics in the first two empirical chapters and the impact of economic policy uncertainty on inflation rate in the last empirical study. The empirical applications emphasise the use of the Vector Error Correction Model (VECM), Autoregressive Distributed Lag Model (ARDL) and Vector Autoregression Model (VAR) in assessing the relationship between the variables under analysis.
The thesis contribution to the literature can be seen in three main ways. Firstly, it applies and tests both, the Behavioural Equilibrium Exchange Rate (BEER) and Permanent Equilibrium Exchange Rate (PEER) framework in a single developed economy in order to compute currency misalignments. Secondly, it emphasises the impact of political stability and economic policy uncertainty on the UK real effective exchange rate and thirdly, links inflation rate to economic policy uncertainty in the aftermath of the 2016 UK vote to leave the EU.
We conclude that our empirical results are consistent with literature findings, suggesting that the political stability indicator and the economic policy uncertainty index explain long run fluctuations in the exchange rate dynamics. The value of the inflation rate increases due to the shocks on economic policy uncertainty while the UK currency depreciates due to uncertainty shock.Esta tese de doutoramento reexamina um longo debate sobre a ligação entre a taxa decâmbio e os seus fundamentos macroeconómicos, com particular atenção duas medidas: a instabilidade política e a incerteza de política económica. Esta análise foca-se na dinâmica da taxa de câmbio efectiva real no Reino Unido nos últimos 24 anos. Adicionalmente, estudamos no mesmo contexto a relação entre a incerteza de política económica e a taxa de inflação. A tese aborda estas questões em três estudos empíricos diferentes. O impacto da estabilidade e incerteza na diâamica da taxa de câmbio será estudada nos dois primeiros capítulos empíricos, enquanto que o impacto da incerteza da política económica na taxa de inflação será o tema do último estudo empírico. As aplicações empíricas analisam a relação entre as variáveis utilizando o Modelo de Correcção de Erros Vectoriais (VECM), o Modelo Autoregressivo de Lag Distribuído (ARDL) e o Modelo Vectorial de Autoregressão (VAR). A contribuição da tese para a literatura centra-se em três pontos principais. Em primeiro lugar, aplica-se e testa-se o Modelo de Equilíbrio Comportamental (BEER) e o Modelo de Equilíbrio Permanente (PEER) numa economia desenvolvida, a fim de calcular os desalinhamentos cambiais. Em segundo lugar, sublinha-se o impacto da estabilidade política e da incerteza da política económica na taxa de câmbio efectiva real do Reino Unido. Em terceiro lugar, relaciona-se a taxa de inflação com a incerteza da política económica no rescaldo da votação de 2016 no Reino Unido para deixar a UE. Concluímos que os nossos resultados emíricos são consistentes com as conclusões da literatura, sugerindo que o indicador de estabilidade política e o índice de incerteza da política económica explicam flutuações de longo prazo na dinâmica da taxa de câmbio. O valor da taxa de inflação aumenta devido aos choques na incerteza da política económica, enquanto a moeda britânica deprecia-se devido aos choques de incerteza e de instabilidade.
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Diogo, Ana Paula Santos Leal. "Série longa de inflação em Portugal: análise do período 1976-2010 com base no IPC." Master's thesis, 2011. http://hdl.handle.net/10071/4389.
Повний текст джерелаАнотація:
A inflação é o processo relativamente generalizado e sustentado de aumento de preços
observado numa economia ao longo de um dado período de tempo. É um indicador de
extrema importância para as autoridades monetárias por sintetizar a conjuntura
económica nacional e internacional, servindo de base de actuação e de definição da
política monetária adequada a cada contexto. Não existe contudo para a economia
portuguesa uma série de longo prazo que defina o comportamento da inflação e que
permita comparações inter-temporais das dinâmicas de preços no consumidor. É na
sequência desta necessidade que surge o nosso trabalho de construção de uma série
longa de inflação com periodicidade mensal para a economia portuguesa segundo o
índice de preços no consumidor, de Janeiro de 1976 a Dezembro de 2010. Nesta
dissertação de mestrado está apresentado todo o trabalho de pesquisa e estudo dos
aspectos conceptuais da teoria económica e das técnicas estatísticas utilizadas na
compilação do índice de preços no consumidor, a história da medição de inflação em
Portugal e a metodologia seguida na construção da série. A série construída comporta
um elevado grau de detalhe permitindo a compilação de agregados de preços de bens e
serviços particularmente úteis para a análise económica. Apresentada a série, e validada
estatisticamente, terminamos com uma análise económica da mesma que permite
identificar um conjunto de factores tendenciais no comportamento da inflação em
Portugal no período temporal abordado pela série.Inflation is the process, relatively widespread and sustained, of price increases observed in an economy over a given period of time. It is an extremely important indicator for monetary authorities to synthesize the economical conjecture nationally and internationally, as a basis for action and setting of appropriate monetary policies to each context. However, for the Portuguese economy, there has never been a long-term series used to define the inflation behavior and to allow comparisons of inter-temporal dynamics of consumer prices. It was by following this need that we started our work of building a long-term series of inflation on a monthly basis for the Portuguese economy according to the index of consumer prices from January 1976 to December 2010. Throughout this dissertation is presented the research and study of the conceptual aspects of economical theory and statistical techniques used in compiling the index of consumer prices, the history of measuring inflation in Portugal and the methodology used in the construction of the series. The series produced presents a high level of detail and allow de compilation of groups of goods and services prices especially suitable for economic analysis. Once the series is presented, and statistically validated, we conclude with an economical analysis that allows for the identification of a set of factors driving the behavior of inflation in Portugal in the time period covered by the series.
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Ribeiro, Celso Hermínio Soares. "Números Índice – Uma abordagem à problemática dos índices de Preços no Consumidor (IPC), no quadro do Sistema de Informação sobre a inflação – O caso de Cabo Verde." Master's thesis, 2012. http://hdl.handle.net/10362/6803.
Повний текст джерелаАнотація:
Relatório de estágio apresentado como requisito
parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação.O presente trabalho é o resultado do estágio realizado, com interrupções sucessi-vas, por vários motivos do foro pessoal, nos Institutos Nacionais de Estatística de Por-tugal e de Cabo Verde. O tema central do trabalho, “Números Índice – Uma abordagem à problemática dos Índices de Preços no Consumidor (IPC), no quadro do Sistema de Informação sobre a inflação - O Caso de Cabo Verde”, tem como objectivo a análise das dinâmicas do conhecimento e do papel relevante que a informação estatística assu-me ao nível do processo de planeamento e decisão. A estatística permite que uma infi-nidade de informação seja representada de forma sintetizada, simplificando deste modo a leitura e análise da realidade. Este facto é hoje possível quer pelo desenvolvimento científico alcançado quer pelos meios instrumentais que se oferecem ao investigador, no tratamento de informação.(...)
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Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.
Повний текст джерелаАнотація:
This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to be highly sensitive to both the method of aggregation used and whether direct or chained indexes were used. The ILO (2004) recommends the use of dissimilarity indexes to determine the issue of when to chain. This thesis provides the first empirical study of dissimilarity indexes in this context. The results indicate that dissimilarity indexes may not be sufficient to resolve the issue. A Constant Elasticity of Substitution (CES) index provides an approximate estimate of substitution-bias-free price change, without the need for current period expenditure weights. However, an elasticity parameter is needed. Two methods, referred to as the algebraic and econometric methods, were used to estimate the elasticity parameter. The econometric approach involved the estimation of a system of equations proposed by Diewert (2002a). This system has not been estimated previously. The results show a relatively high level of substitution at the elementary aggregate level, which supports the use a Jevons index, rather than Carli or Dutot indexes, at this level. Elasticity parameter estimates were found to vary considerably across time, and statistical testing showed that elasticity parameter estimates were significantly different across estimation methods. Aggregation is an extremely important issue in the compilation of the CPI. However, little information exists about 'appropriate' aggregation methods. Aggregation is typically recommended over 'homogenous' units. An hedonic framework is used to test for item homogeneity across four supermarket chains and across all stores within each chain. This is a novel approach. The results show that treating the same good as homogenous across stores which belong to the same chain may be recommended.