Sökning: "Heteroscedasticity"

Visar resultat 1 - 5 av 40 uppsatser innehållade ordet Heteroscedasticity.

  1. 1. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Axel Robén; Hampus Ekberg; [2023]
    Nyckelord :ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Sammanfattning : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. LÄS MER

  3. 2. Behavior and Performance of Some Inference Tools in Beta Regression

    Master-uppsats, Uppsala universitet/Geometri och fysik

    Författare :Max Raner; [2022]
    Nyckelord :;

    Sammanfattning : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. LÄS MER

  4. 3. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Nyckelord :Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Sammanfattning : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. LÄS MER

  5. 4. The impact of foreign direct investment on economic growth for countries in Latin America

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Clara Wieslander; Evelina Sundin; [2022]
    Nyckelord :Economic Growth; Latin America; Schumpeterian model; Business and Economics;

    Sammanfattning : This paper examines how Foreign Direct Investment (FDI) affects Economic Growth and Total Factor Productivity (TFP) for recipient countries in Latin America. The study investigates whether FDI generates positive spillover effects, leading to a higher increase in TFP than domestic investments. LÄS MER

  7. 5. A small sample study of some sandwich estimators to handle heteroscedasticity

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Viking Westman; [2021]
    Nyckelord :;

    Sammanfattning : This simulation study sets out to investigate Heteroscedasticity-Consistent Covariance Matrix Estimation using the sandwich method in relatively small sample sizes. The different estimators are evaluated on how accurately they assign confidence intervals around a fixed, true coefficient, in the presence of random sampling and both homo- and heteroscedasticity. LÄS MER