Sökning: "GMM method"

Visar resultat 21 - 25 av 39 uppsatser innehållade orden GMM method.

  1. 21. Where There’s Smoke, There’s Fire : An Analysis of the Riksbank’s Interest Setting Policy

    Kandidat-uppsats, Stockholms universitet/Nationalekonomiska institutionen

    Författare :Mehdi Lahlou; Sebastian Sandstedt; [2017]
    Nyckelord :Riksbank; Taylor Rule; Asset Prices; Instrumental Variables General Method of Moments IV GMM ; Principal Component Analysis PCA ; Factor GMM;

    Sammanfattning : We analyse the Swedish central bank, the Riksbank’s, interest setting policy in a Taylor rule framework. In particular, we examine whether or not the Riksbank has reacted to fluctuations in asset prices during the period 1995:Q1 to 2016:Q2. LÄS MER

  3. 22. Profitability Effects of Working Capital Management: An Analysis of Swedish SMEs

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Andrew Benecke; Robin Fredriksson Lindmark; [2017]
    Nyckelord :Cash conversion cycle; Dynamic panel GMM estimator; Firm profitability; SMEs; Working capital management;

    Sammanfattning : The purpose of this thesis is to examine how the profitability in Swedish small and medium sized enterprises (SMEs) is affected by working capital management (WCM). The cash conversion cycle and its three elements (days in inventory, days accounts receivable and days accounts payable), which are utilised as measures of WCM, all show negative relationships with SME profitability when analysed with fixed effects regressions. LÄS MER

  4. 23. FDI and environmental pollution nexus in China

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jiexi Yang; Yiran Wang; [2016]
    Nyckelord :Foreign direct investment; environmental pollution; causality; pollution haven hypothesis; pollution halo hypothesis; Business and Economics;

    Sammanfattning : Our paper studies the foreign direct investment (FDI)-pollution nexus based on China’s province level panel data from 2005 to 2014. The analysis focuses not only on a national panel (including all provinces), but also on three regional panels (provinces are divided by economic region. LÄS MER

  5. 24. Capital flows and non-performing loans: An empirical study of the European debt crisis

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erling Borén; [2016]
    Nyckelord :Capital imports; debt flows; non-performing loans; the EU; GMM.; Business and Economics;

    Sammanfattning : This study investigates the relationship between capital imports and non-performing loans (NPLs) in the context of the European debt crisis. The empirical analysis is based on a panel data set covering 22 countries in the European Union (EU) between year 2001 and 2014. LÄS MER

  7. 25. A Simulation Study comparing MCMC, QML and GMM Estimation of the Stochastic Volatility Model

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Nilsson; [2016]
    Nyckelord :Monte Carlo simulation; stochastic volatility; Markov chain Monte Carlo; quasi-maximum likelihood; generalized method of moments; Business and Economics;

    Sammanfattning : The stochastic volatility (SV) model is an alternative to GARCH models to model time varying volatility. In this thesis the basic stochastic volatility model and three different estimation methods are described---namely, Bayesian Markov chain Monte Carlo (MCMC) methods, quasi maximum-likelihood (QML) and generalized method of moments (GMM). LÄS MER