03749ntm a22006257i 4500 000715163 CZ-PrVSE 20240615111821.0 m d cr n|||||||||| 240615s2024 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Mašek, Martin ISIS:141096 dis Vztah mezi mírou úspor a úrokovou mírou v dynamických panelových modelech zemí OECD eng The relationship between saving rate and interest rate in dynamic panel data models of the OECD countries / Martin Mašek 2024 ?? stran : digital, PDF soubor Vedoucí práce: Pavel Potužák Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Národohospodářská fakulta, 2024 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2024 This thesis investigates the link between interest rates and household saving behaviour on a sample of 23 advanced OECD economies between 1995 and 2022. It employs advanced econometric methodologies of mean-group-based estimation of error-correction models to examine both short-run impacts and long-run relationships between interest rates and net household saving rates, while also controlling for several other determinants, such as inflation expectations, income levels, and measures of demographics, public sector, and financial development. Furthermore, various robustness checks and comparisons across different estimation methods are performed. The key conclusion is that there appears to be a significant positive association between the interest rates and the net household saving rates in the long run, and predominantly positive, although infrequently significant, relationship between these variables in the short run. Additionally, several other variables are also found to be significant determinants. The paper further compares the findings to previous analyses, highlighting advancements in methodology and empirical clarity. The results of this analysis contribute to the broader understanding of household decision making and offer insights into the drivers of saving behaviour in advanced economies, allowing for the creation of more effective policy measures. Způsob přístupu: Internet ekonomie [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas household saving rate inflation expectations households‘ wealth financial development public debt taxation economic growth money illusion dynamic panel data models mean group estimation interest rate error-correction models disposable income unemployment Potužák, Pavel vse20231203939 ths Kadeřábková, Božena jn20010309853 opn Vysoká škola ekonomická v Praze. Národohospodářská fakulta kn20010709401 dgg https://insis.vse.cz/zp/86951/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/86951 Hlavní práce https://insis.vse.cz/zp/86951/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/86951/posudek/oponent/82774 Oponentura https://insis.vse.cz/zp/86951/podrobnosti dc:identifier NEPOSILAT VSKP vse86951 240613 86951