Analiza utjecaja makroekonomskih varijabli na inflaciju primjenom panel modela u zemljama Europske unije

master's thesis

• Title (english): Analysis of the macroeconomic variables effect on inflation using the panel model in the European Union countries
• Author: Ivona Štajdohar
• Mentor: Lucija Rogić Dumančić (mentor)
• Committee member: Tomislav Sekur (predsjednik povjerenstva)
• Committee member: Šime Smolić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; (Department of Macroeconomics and Economic Development); Zagreb
• Defense date and country: 2023-09-28, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics; Macroeconomics

Abstract

Inflacija koja u današnje vrijeme predstavlja velik problem društva, ujedno je i glavna tema ovog rada. Promatranje učinka inflacije i njene pojave u gospodarstvima Europske Unije svrha je istraživanja uz popraćenu empirijsku analizu. Kroz teoretski pregled inflacije, stavljanjem inflacije u odnos s nezaposlenošću, zatim povijesni prikaz kretanja inflacije te uz mjere centralne banke, napravljena je empirijska analiza panel podataka. Kao nezavisne varijable korišten je BDP, nadalje mjere otvorenosti (uvoz i izvoz), populacija, nezaposlenost, potrošnja i štednja. Istraživanje usmjerava ka odabiru drugih nezavisnih varijabli poput kamatne stope, realnog tečaja i cijene nafte. Korištenjem modela u istraživanju, jasno dolazi do isticanja fiksnog modela, za kojeg su dodatno napravljeni i testovi – Hausmanov test, BP LM i F-test.

Abstract (english)

Inflation, which is a major problem for society today, is also the main topic of this paper. Observing the effect of inflation and its occurrence in the economies of the European Union is the purpose of the research, accompanied by empirical analysis. Through a theoretical overview of inflation, putting inflation in relation to unemployment, then a historical presentation of the inflation movement and with central bank measures, an empirical analysis of panel data was made. GDP was used as independent variables, as well as measures of openness (import and export), population, unemployment, consumption and savings. The research directs to the selection of other independent variables such as interest rate, real exchange rate and oil price. By using the model in the research, the fixed model is clearly highlighted, for which additional tests were made - Hausman test, BP LM and F-test.

• Keywords: inflacija; nezaposlenost; EU-27; panel analiza
• Keywords (english): inflation; unemployment; EU-27; panel analysis
• Language: croatian
• URN:NBN: urn:nbn:hr:148:401477
• Study programme: Title: Economics; Study programme type: university; Study level: integrated undergraduate and graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Created on: 2023-10-02 10:15:21