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A Comparison of Norwegian Business Cycle Indicators

Hulleberg, Erik; Sildnes, Emil
Master thesis
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URI
https://hdl.handle.net/11250/2686944
Date
2020
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  • Master of Science [963]
Abstract
This thesis investigates how different economic indicators can classify economic

recession and forecast GDP in Norway. The study focuses particularly on the

Financial News Index (FNI) and the financial crisis. In-sample evaluation is done

through Receiver Operating Characteristics (ROC) and analyzed with the help of

AUROC score. Out-of-sample evaluation is done through simple linear regression

and analyzed with the help of Mean Squared Error (MSE) and Root Mean Square

Error (RMSE). With both in-sample and out-of-sample analyzes, our results

indicate that FNI should be considered as a highly valuable economic indicator in

the future.
Description
Masteroppgave(MSc) in Master of Business - Handelshøyskolen BI, 2020
Publisher
Handelshøyskolen BI

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