Dynamické priemerovanie modelov a predikčné modely makroekonomickej dynamiky – Bc. Richard Makara
Bc. Richard Makara
Master's thesis
Dynamické priemerovanie modelov a predikčné modely makroekonomickej dynamiky
Dynamic model averaging and predictive models of macroeconomic dynamics
Abstract:
The main objective of the thesis is to analyse inflation forecasts through dynamic or simple averaging over different countries and horizons. The study also investigated the effect of widening and sliding windows on the predictions. Among the methods of the predictions themselves, regularization techniques were found to be the most accurate. XGboost and Random Forest seemed to be the least accurate …moreAbstract:
Hlavným cieľom práce je analýza predikcií inflácie prostredníctvom dynamického, či jednoduchého priemerovania v rôznych krajinách a horizontoch. V štúdii sa skúmal aj vplyv rozširujúceho a posuvného okna na predikcie. Spomedzi metód samotných predikcií sa ako najpresnejšie javili regularizačné techniky. Najmenej presné sa zdali byť XGboost a Random Forest. Priemerovanie predikcií v niektorých prípadoch …more
Language used: Slovak
Date on which the thesis was submitted / produced: 10. 5. 2024
Identifier:
https://is.muni.cz/th/j9wdd/
Thesis defence
- Date of defence: 21. 6. 2024
- Supervisor: doc. Ing. Daniel Němec, Ph.D.
- Reader: Ing. Martin Kutlak
Citation record
ISO 690-compliant citation record:
MAKARA, Richard. \textit{Dynamické priemerovanie modelov a predikčné modely makroekonomickej dynamiky}. Online. Master's thesis. Brno: Masaryk University, Faculty of Economics and Administration. 2024. Available from: https://theses.cz/id/4swn22/.
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Mathematical and Statistical Methods in Economics / Mathematical and Statistical Methods in Economics