Πληθωρίζοντας το ελληνικό δημόσιο χρέος
View/
Keywords
Δημόσιο χρέος ; Πληθωρισμός ; Ελλάδα ; Έλεγχοι μοναδιαίας ρίζας ; Γενικευμένη Μέθοδος των Ροπών ; Έλεγχος αιτιότητας κατά GrangerAbstract
The goal of the thesis is to examine the relationship between inflation and public debt in Greece. Initially, the literature definitions for public debt and for the macroeconomic variables used in the model were presented. These are inflation, GDP growth rate, long term interest rate and private investment. Then followed the literature review. The methodology we followed was presented as well as the empirical part of this thesis.
The data used were on a quarterly basis from 2004 to 2022. Initially, the stationarity of the time series was examined and the model was estimated with the Generalized Method of Moments. It emerged that the public debt of Greece and inflation have a positive and statistically significant relationship. Finally, for the existence of causality, the Granger Causality test was performed, with the result confirming that there is a two-way causality relationship between the two main variables of the model.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στη Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
54Language
Greek
Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού 3.0 Ελλάδα
Αναφορά Δημιουργού 3.0 Ελλάδα