Savings and inflation - a panel threshold model approach

Bibliographic Details
Main Author: Ferreira, Mariana Miguel dos Reis
Publication Date: 2017
Format: Master thesis
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10362/28417
Summary: This research investigates the impact of inflation on savings through a panel of 42 countries observed annually between 1995 and 2014. A panel threshold model approach is followed, being one-year lagged inflation the threshold variable and gross savings the dependent one. Findings suggest that inflation has a positive impact on gross savings, particularly at lower levels of inflation. The robustness tests conducted led to conclude that the model does not hold for less developed economies where savings are not so correlated with the inflation level as it is among developed economies.
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network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository_id_str https://opendoar.ac.uk/repository/7160
spelling Savings and inflation - a panel threshold model approachsavingsInflationPanel threshold modeDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis research investigates the impact of inflation on savings through a panel of 42 countries observed annually between 1995 and 2014. A panel threshold model approach is followed, being one-year lagged inflation the threshold variable and gross savings the dependent one. Findings suggest that inflation has a positive impact on gross savings, particularly at lower levels of inflation. The robustness tests conducted led to conclude that the model does not hold for less developed economies where savings are not so correlated with the inflation level as it is among developed economies.Rodrigues, Paulo Manuel MarquesRUNFerreira, Mariana Miguel dos Reis2018-01-17T12:23:21Z2017-06-302017-06-30T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/28417TID:201753421enginfo:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-22T17:29:47Zoai:run.unl.pt:10362/28417Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T17:00:52.960172Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Savings and inflation - a panel threshold model approach
title Savings and inflation - a panel threshold model approach
spellingShingle Savings and inflation - a panel threshold model approach
Ferreira, Mariana Miguel dos Reis
savings
Inflation
Panel threshold mode
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Savings and inflation - a panel threshold model approach
title_full Savings and inflation - a panel threshold model approach
title_fullStr Savings and inflation - a panel threshold model approach
title_full_unstemmed Savings and inflation - a panel threshold model approach
title_sort Savings and inflation - a panel threshold model approach
author Ferreira, Mariana Miguel dos Reis
author_facet Ferreira, Mariana Miguel dos Reis
author_role author
dc.contributor.none.fl_str_mv Rodrigues, Paulo Manuel Marques
RUN
dc.contributor.author.fl_str_mv Ferreira, Mariana Miguel dos Reis
dc.subject.por.fl_str_mv savings
Inflation
Panel threshold mode
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic savings
Inflation
Panel threshold mode
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description This research investigates the impact of inflation on savings through a panel of 42 countries observed annually between 1995 and 2014. A panel threshold model approach is followed, being one-year lagged inflation the threshold variable and gross savings the dependent one. Findings suggest that inflation has a positive impact on gross savings, particularly at lower levels of inflation. The robustness tests conducted led to conclude that the model does not hold for less developed economies where savings are not so correlated with the inflation level as it is among developed economies.
publishDate 2017
dc.date.none.fl_str_mv 2017-06-30
2017-06-30T00:00:00Z
2018-01-17T12:23:21Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/28417
TID:201753421
url http://hdl.handle.net/10362/28417
identifier_str_mv TID:201753421
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833596372237942784

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