Sökning: "Time Series Regression"

Visar resultat 6 - 10 av 330 uppsatser innehållade orden Time Series Regression.

  1. 6. Predicting Patent Data using Wavelet Regression and Bayesian Machine Learning

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Mattias Martinsen; [2023]
    Nyckelord :Wavelet; Regression; Bayesian network; Prediction; Patent; Machine Learning; Wavelet; Regression; Bayesiskt nätverk; Predicering; Patent; Maskininlärning;

    Sammanfattning : Patents are a fundamental part of scientific and engineering work, ensuringprotection of inventions owned by individuals or organizations. Patents areusually made public 18 months after being filed to a patent office, whichmeans that current publicly available patent data only provides informationabout the past. LÄS MER

  3. 7. How does Monetary Policy Affect the Inflation Rate? A Study of the Riksbank's Monetary Policy from 2000-2019

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Linnea Svensson Rotberg; [2023]
    Nyckelord :Inflation; Unconventional Monetary Policy; Monetary policy; Time Series Data; Business and Economics;

    Sammanfattning : This thesis examines how the Riksbank’s monetary policy has affected the Swedish CPI inflation rate from 2000 to 2019. This thesis aims to determine if monetary policy is effective at controlling inflation. There is an emphasis on exploring the differences between conventional and unconventional monetary policy. LÄS MER

  4. 8. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Carl Westerberg; Elvin Rolder; [2023]
    Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

  5. 9. Hur oförväntade makroekonomiska svängningar påverkar aktiemarknadens branschindex : En komparativ analys mellan Sverige, Danmark, Finland och Tyskland

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Jennie Utterberg; Johanna Bååth; [2023]
    Nyckelord :Stock market; Stock return; Sector index; Macroeconomic variables; Unexpected risk factors; Time series analysis; APT model; Aktiemarknaden; Aktieavkastning; Branschindex; Makroekonomiska variabler; Oförväntade riskfaktorer; Tidsserieanalys; APT-modellen;

    Sammanfattning : Med bakgrund till det ökade intresset för aktier och dagens ekonomiska läge är det högst aktuellt att undersöka relationen mellan makroekonomiska svängningar och aktiepriserna på den svenska börsen. Det finns flera teorier som försöker förklara hur aktiepriser förändras, en allmän slutsats är att externa faktorer påverkar priset genom oförväntade händelser. LÄS MER

  7. 10. Navigating Sustainability and Open Trade: A Deep Dive into Indonesia's Case

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Sharmila Erizaputri; [2023]
    Nyckelord :Indonesia; International Trade; Sustainable Development; Genuine Savings; Time Series Regression; Business and Economics;

    Sammanfattning : This study confronts the global urgency of sustainability challenges by evaluating the relationship between international trade and sustainable development, with a specific focus on Indonesia. As a nation deeply entangled with environmental issues and heavily dependent on natural resources, Indonesia's sustainability path under the influence of international trade is a subject of crucial importance. LÄS MER