master's thesis
VEZA IZMEĐU MONETARNIH I KREDITNIH AGREGATA I KAMATNIH STOPA REPUBLIKE HRVATSKE OD 2001. DO 2015. GODINE

Josip Turić (2016)
University of Split
Faculty of economics Split
Metadata
TitleVEZA IZMEĐU MONETARNIH I KREDITNIH AGREGATA I KAMATNIH STOPA REPUBLIKE HRVATSKE OD 2001. DO 2015. GODINE : Diplomski rad
AuthorJosip Turić
Mentor(s)Ante Rozga (thesis advisor)
Abstract
Budući da je prema ekonomskoj teoriji jasna veza između količine proizvoda ili usluga koja se nudi na tržištu i njene cijene, može se zaključiti da isto vrijedi i za novac i njegovu cijenu, kamatnu stopu. Međutim, problem ovog istraživanja je nastao zbog činjenice da u dosadašnjem školovanju nije bilo puno riječi o točnoj statističkoj povezanosti između varijabli monetarnih agregata i kamatne stope. Cilj ovog rada je utvrđivanje veze između monetarnih i kreditnih agregata i kamatne stope u posljednjih 15 godina u Republici Hrvatskoj na temelju brojčanog pokazatelja, koji se dobio korelacijom i dvostruko-logaritamskim regresijskim modelom. Rezultati provedenog istraživanja su potvrdili ekonomsku teoriju o postojanju negativne veze između monetarnih agregata i kamatnih stopa koje prati HNB. Na temelju dvostruko-logaritamskog regresijskog modela zaključilo se da primarni novac, M1 i M4 te tri kamatne stope imaju negativnu vezu, koja je statistički značajna. Korelacija je utvrdila da su prethodno navedena tri monetarna agregata i tri kamatne stopa koje prati HNB u negativnoj i polujakoj vezi, koja je statistički značajna. Iz prethodno navedenog potvrđuje se postavljena hipoteza istraživanja.
KeywordsMonetary and credit aggregates interest rate Croatian national bank
GranterUniversity of Split
Faculty of economics Split
PlaceSplit
StateCroatia
Scientific field, discipline, subdisciplineSOCIAL SCIENCES
Economics
Quantitative Economics
Study programme typeuniversity
Study levelgraduate
Study programmeEconomics
Academic title abbreviationmag. oec.
Genremaster's thesis
Language Croatian
Defense date2016-07
Parallel abstract (English)
According to the economic theory is a clear relation between the quantity of products or services offered on the market and its prices, it can be concluded that the same is true for money and its price, interest rate. However, the problem of this study was appeared on the fact that in previous education wasn't so much discuss of the exact statistical relation between the variables of monetary aggregates and interest rates. The purpose of this study was to determine the relation between monetary and credit aggregates and interest rates in the last 15 years in Croatia on the basis of numerical indicators, which is calculate with correlation and double-logarithmic regression model. Results of the study confirmed the economic theory of the existance of a negative relationship between monetary aggregates and interest rates that is accompanied by CNB. Based on double-logarithmic regression model concluded that primary money, M1 and M4 and three interest rates have a negative relationship, which is statistically significant. Correlation is determine that the previously mentioned three monetary aggregates and three interest rate which are accompanied by CNB are in negative and medium strong relation, which is statistically significant. From the above confirms the hypothesis of research.
Parallel keywords (Croatian)Monetarni i kreditni agregati kamatna stopa Hrvatska narodna banka
Resource typetext
Access conditionOpen access
Terms of usehttp://rightsstatements.org/vocab/InC/1.0/
URN:NBNhttps://urn.nsk.hr/urn:nbn:hr:124:292854
CommitterIvana Gizdić