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Financial Crises meet society : economic turmoil and societal stress through a local projection approach
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Orientador(es)
Resumo(s)
Esta dissertação estuda o perfil temporal do impacto das crises bancárias sistêmicas sobre as taxas de suicídio usando um painel de 53 países entre 1980 e 2016. Usamos a metodologia desenvolvida por Oscar Jordà em 2005, as Projeções Locais, para medir este impacto.
Com foco num horizonte de cinco anos, fica claro que os efeitos adversos das crises bancárias sistémicas persistem ao longo desse horizonte de tempo nas taxas de suicídio.
Com este estudo, foi identificado um efeito positivo entre crises bancárias e taxas de suicídio. Além disso, este estudo está de acordo com estudos anteriores, uma vez que foi observado que esse efeito é de curta duração.
This thesis studies the temporal profile of the impact of systemic banking crises on suicide rates using a panel from 53 countries between 1980 and 2016. A methodology developed by Oscar Jordà in 2005, the Local Projections, was used to measure this impact. Focusing on a five-year horizon, it is clear that systemic banking crises' adverse effects persist throughout this time horizon on suicide rates. With this study, a positive effect was identified between banking crises and suicide rates. Moreover, this study is consistent with previous studies since it was observed that this effect does not last for long.
This thesis studies the temporal profile of the impact of systemic banking crises on suicide rates using a panel from 53 countries between 1980 and 2016. A methodology developed by Oscar Jordà in 2005, the Local Projections, was used to measure this impact. Focusing on a five-year horizon, it is clear that systemic banking crises' adverse effects persist throughout this time horizon on suicide rates. With this study, a positive effect was identified between banking crises and suicide rates. Moreover, this study is consistent with previous studies since it was observed that this effect does not last for long.
Descrição
Mestrado em Mathematical Finance
Palavras-chave
Projeções Locais Crises Bancárias Taxas de Suícidio PIB Consumo de Álcool Desemprego Local projections Banking crises Suicide Rates GDP Alcohol Consumption Unemployment
Contexto Educativo
Citação
Rodrigues, Inês Isabel Faria Lopes Gouveia (2020). "Financial Crises meet society : economic turmoil and societal stress through a local projection approach". Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão.
Editora
Instituto Superior de Economia e Gestão