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[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Lahdensuo, Niko", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2023-06-08T06:58:49Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2023-06-08T06:58:49Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2023", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/87544", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 pro gradu -tutkielmassa perehdyt\u00e4\u00e4n talouskasvuennustemalleihin nollakorkoymp\u00e4rist\u00f6ss\u00e4. 2010-luvulla talouden toimijat ovat saaneet nauttia poikkeuksellisen alhaisesta korkotasosta Yhdysvalloissa ja euroalueella. Talouskasvuennusteilla on merkitt\u00e4v\u00e4 \nrooli raha- ja talouspoliittisten p\u00e4\u00e4t\u00f6sten ohjauksessa.\nTuottok\u00e4yr\u00e4\u00e4 pidet\u00e4\u00e4n yleisesti hyv\u00e4n\u00e4 talouden kehityksen indikaattorina. Nollakorkoymp\u00e4rist\u00f6ss\u00e4 korkojen nolla-alaraja sitoo tuottok\u00e4yr\u00e4n lyhyen maturiteetin p\u00e4\u00e4t\u00e4, \neik\u00e4 tuottok\u00e4yr\u00e4 n\u00e4yt\u00e4 teoreettista muotoaan, johon se asettuisi ilman nolla-alarajaa. \nT\u00e4ss\u00e4 tutkielmassa selvitet\u00e4\u00e4n parantaako varjokoron lis\u00e4\u00e4minen ennustetarkkuutta verrattuna perinteiseen tuottok\u00e4yr\u00e4n avulla tapahtuvaan ennustamiseen silloin, kun korkotaso on l\u00e4hell\u00e4 tai alle nolla-alarajan.\nVarjokorkojen integroiminen tuottok\u00e4yr\u00e4malleihin avaa tuottok\u00e4yr\u00e4n muodolle \nuusia mahdollisuuksia korkojen nolla-alarajassa. Tutkimuksessa k\u00e4ytet\u00e4\u00e4n useita makrotalouden muuttujia Yhdysvalloista ja euroalueelta 2000\u20132022, sek\u00e4 alueellisia varjokorkoja. Mallin ennustekyky\u00e4 tarkastellaan dynaamisilla regressiomalleilla ja Markovin \nregiiminvaihtomalleilla.\nK\u00e4ytetyt mallit istuivat paremmin Yhdysvaltojen aineistoon. Yhdysvalloissa osakemarkkinat palautuvat tehokkaasti sokeista ja rahapoliittisilla teoilla oli selke\u00e4mpi vaikutus varjokorkoihin. Molemmilla menetelmill\u00e4 ja alueilla varjokorkojen lis\u00e4\u00e4minen \nmalliin paransi mallin selityskyky\u00e4, mutta vain marginaalisesti. Tutkimuksen keskeinen \nhavainto on, ett\u00e4 Markov-mallit istuivat aineistoon lineaarisia malleja paremmin. Tarkasteltu ajanjakso oli suhteellisen lyhyt ja selitt\u00e4vien muuttujien merkitykset vaihtelivat alueittain.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Miia Hakanen (mihakane@jyu.fi) on 2023-06-08T06:58:49Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2023-06-08T06:58:49Z (GMT). No. of bitstreams: 0\n Previous issue date: 2023", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "48", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": null, "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "varjokorko", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "negatiivinen korko", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "korkojen nolla-alaraja", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "korkojen efektiivinen alaraja", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "tuottok\u00e4yr\u00e4", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Varjokorkojen vaikutus tuottok\u00e4yr\u00e4\u00e4n ja talouden aktiviteetin mallintamiseen", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202306083613", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.copyright", "value": "\u00a9 The Author(s)", "language": null, "element": "rights", "qualifier": "copyright", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "talous", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "korko", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "korkopolitiikka", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
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