Sökning: "GDP growth forecasting"

Visar resultat 1 - 5 av 29 uppsatser innehållade orden GDP growth forecasting.

1. 1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Gösta Lycke; [2023]
   Nyckelord :Dividend futures; GDP growth forecasting; Economic shocks; Market expectations; Financial market derivatives;

   Sammanfattning : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. LÄS MER

3. 2. Forecasting, Monetary Policy, Nominal Gross Domestic Product Stability, and Macroeconomic Outcomes in a suboptimal currency area. : An examination of the Eurozone

   Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Layton Nyanzi Mukwaya; Jordi Garcia Martinez; [2023]
   Nyckelord :Macroeconomics Nominal GDP;

   Sammanfattning : The purpose of this paper is the examination of whether a strategy of using forecasts to stabilise the Nominal Gross Domestic Product (NGDP) growth rate as a nominal anchor, through a rules-based approach to monetary policy is viable in the Eurozone. The paper uses a modified Taylor rule, that uses NGDP forecasts as a variable to generate a prescribed interest rate from which the interest rate set by the European Central Bank (ECB) is subtracted to create a variable we call the Rate Gap. LÄS MER

4. 3. Short-term forecasting Swedish annual real GDP growth using SARIMA models : A study in forecasting current year Swedish annual real GDP growth using SARIMA models with the Box-Jenkins methodology as a general framework

   Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

   Författare :Mark Becker; [2023]
   Nyckelord :SARIMA; ARIMA; ARMA; Box-Jenkins; Real GDP; MAE;

   Sammanfattning : Simulated current year annual real GDP growth forecasts for 2015-2021 are made using a chosen SARIMA model, with the Box-Jenkins methodology as a general modelling framework. The forecasts are compared to the actual outcomes and the Absolute Errors (AE) and the Mean Absolute Errors (MAE) are calculated for each year. LÄS MER

5. 4. The Nature Of Chapter-22 Debtors - Forecasting Bankruptcy Recidivism Through a Novel Distress Predictor Model

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Niranjan Bhardwaj; Samuel Vrbovsky; [2022]
   Nyckelord :Bankruptcy; Restructuring; Debt;

   Sammanfattning : This paper investigates the determinants of bankruptcy recidivism in U.S. courts using a sample of large Chapter 11 cases. We develop, through a series of logistic regressions, a novel distress predictor model that provides insights into variables that are critical to predicting bankruptcy recidivism. LÄS MER

7. 5. The Slippery Slope of Oil - Estimating the future GDP of Nigeria with uni- and multivariate approaches

   Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

   Författare :Clara Karlsson Schedvin; [2021]
   Nyckelord :Nigeria; Forecasting; GDP; ARIMA; VAR; Oil; Population; Business and Economics;

   Sammanfattning : Nigeria is, by population, the largest country in Africa and their economic growth will be a key part in the world reaching the goals of eradicating poverty. This paper investigates the economic growth performance of Nigeria and the relationship between oil and the GDP performance by using growth accounting, ARIMA, VAR and VEC models. LÄS MER