Publicação
Inflation at risk: the case of Germany
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Rodrigues, Paulo Manuel Marques | |
| dc.contributor.author | Impeciati, Lucrezia | |
| dc.date.accessioned | 2025-03-19T11:37:02Z | |
| dc.date.available | 2025-03-19T11:37:02Z | |
| dc.date.issued | 2024-05-27 | |
| dc.date.submitted | 2023-12-20 | |
| dc.description.abstract | This study applies quantile regression to the examination of inflation at risk in Germany. By looking at coefficient estimates, the paper shows how risk factors have diverse impacts at different inflation percentiles. The investigation further extends to the comparison of short-term and long-term forecasting models, emphasizing how sensitivity changes shape inflation trends. Furthermore, for significant years, future core inflation distributions are constructed, allowing for the visual representation of the evolution of inflation at risk. | pt_PT |
| dc.identifier.tid | 203863968 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/180911 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | UID/ECO/00124/2013 | pt_PT |
| dc.subject | Inflation | pt_PT |
| dc.subject | Quantile regression | pt_PT |
| dc.subject | Probability distribution | pt_PT |
| dc.subject | Macroeconomic linkages | pt_PT |
| dc.title | Inflation at risk: the case of Germany | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Master’s degree in Economics from the Nova School of Business and Economics | pt_PT |