A Comparison of Norwegian Business Cycle Indicators

dc.contributor.author	Hulleberg, Erik
dc.contributor.author	Sildnes, Emil
dc.date.accessioned	2020-11-09T13:26:44Z
dc.date.available	2020-11-09T13:26:44Z
dc.date.issued	2020
dc.identifier.uri	https://hdl.handle.net/11250/2686944
dc.description	Masteroppgave(MSc) in Master of Business - Handelshøyskolen BI, 2020
dc.description.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.	en_US
dc.language.iso	eng	en_US
dc.publisher	Handelshøyskolen BI	en_US
dc.subject	business
dc.title	A Comparison of Norwegian Business Cycle Indicators	en_US
dc.type	Master thesis	en_US