Sökning: "Serdar Akin"

Hittade 3 uppsatser innehållade orden Serdar Akin.

1. 1. Do Riksbanken produce unbiased forecast of the inflation rate? : and can it be improved?

   Master-uppsats, Nationalekonomiska institutionen

   Författare :Serdar Akin; [2011]
   Nyckelord :Inflation rate; Vector Error Correction Model; Structural breaks; Rolling-event forecast; Maximum Entropy bootstrapping; Autoregressive Integrated Moving Average;

   Sammanfattning : The focus of this paper is to evaluate if forecast produced by the Central Bank of Sweden (Riksbanken) for the 12 month change in the consumer price index is unbiased? Results shows that for shorter horizons (h < 12) the mean forecast error is unbiased but for longer horizons its negatively biased when inference is done by Maximum entropy bootstrap technique. Can the unbiasedness be improved by strict ap- pliance to econometric methodology? Forecasting with a linear univariate model (seasonal ARIMA) and a multivariate model Vector Error Correction model (VECM) shows that when controlling for the presence of structural breaks VECM outperforms both prediction produced Riksbanken and ARIMA. LÄS MER

3. 2. Aggregerad konsumtion : En ekonometrisk studie

   Kandidat-uppsats, Karlstads universitet

   Författare :Serdar Akin; [2009]
   Nyckelord :;

   Sammanfattning : The purpose of this study is to evaluate the real aggregated consumption and empirically determine its exogenous variables. A multiplicative analysis is done in the context of government stabilization policy to find out how policymakers can execute a stimulus package that will bring the best multiplicative effect to the economy The conclusion of the study is that real income, net financial assets and real-estate price index are all statistically significant. LÄS MER

4. 3. Företagsvärdering av Betsson AB : En jämförelse mellan kassaflödesvärdering och Relativvärdering

   Kandidat-uppsats, Ekonomihögskolan, EHV

   Författare :Serdar Akin; [2008]
   Nyckelord :;

   Sammanfattning : .... LÄS MER