Sökning: "Dodou Saidy"

Hittade 2 uppsatser innehållade orden Dodou Saidy.

  1. 1. PREDICITING BULL AND BEAR IN S&P500

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dodou Saidy; Arash Saleh Tabari; [2017]
    Nyckelord :Factors; Stock indices; Stock Markets; Probability; Dynamic Static Probit; Business and Economics;

    Sammanfattning : This paper seeks to investigate if factors extracted from macroeconomic and financial variables can improve the forecast accuracy of the bull and bear market in the S&P500 stock index. The study extended the models constructed by Nyberg(2012) and Chen (2009) by augmenting their model with factors. LÄS MER

  3. 2. Can Demographics improve the forecast accuracy of Inflation? Evidence from United Kingdom

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dodou Saidy; [2016]
    Nyckelord :Forecasting; Inflation; Demographics; RMSE; DM-test; Stock and Watson 2002 ; Forni et al 2003 ; Business and Economics;

    Sammanfattning : This paper seeks to determine whether demographics can increase the forecasting accuracy of United Kingdom’s inflation rate. Five forecasting models were employed, namely: the benchmark ARMA model, the SW (2002) model with and without a demographic factor and the FHLR(2003) model with and without a demographic factor. LÄS MER