Sökning: "VAR-model"
Visar resultat 1 - 5 av 87 uppsatser innehållade ordet VAR-model.
1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. LÄS MER
2. Interest rates and their impact on the stock market : Evidence from Sweden
Kandidat-uppsats, Linnéuniversitetet/Institutionen för management (MAN)Sammanfattning : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. LÄS MER
3. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. LÄS MER
4. Sustainability amid Monetary Policy : Quantitative Easing and Tightening
Master-uppsats, Södertörns högskola/NationalekonomiSammanfattning : The purpose of this study is to examine whether the implementation of quantitative easing (QE) and quantitative tightening (QT) in the United States has detracted from the integrity of the country’s macroeconomic environment. In other words, does QE impact macroeconomic stability? Then, evaluate implications and externalities of stability as they relate to sustainability efforts. LÄS MER
5. Covid-19 Pandemic and the Swedish Stock Market Response : Case Study using a VAR and Bayesian TVP-VAR Model
Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro UniversitetSammanfattning : .... LÄS MER