Sökning: "VEC model"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden VEC model.

  1. 1. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Alice Hindersson; Siri Jäderberg; [2023]
    Nyckelord :Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

    Sammanfattning : 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

  3. 2. Exploring Housing Market Dynamics through Google Search : A Case of Taiwan

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Yi-Chi Yeh; [2022]
    Nyckelord :Housing; Real Estate; Google Trends; Taiwan; Bostad; fastigheter; Google Trender; Taiwan;

    Sammanfattning : To capture house price fluctuations, it is important to combine appropriate factors into the price forecasting model. Fundamental macroeconomic variables have been considered quite completely in many housing price models. However, the ability of these models to predict housing prices are still limited. LÄS MER

  4. 3. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Karl Bohlin; Martin Kellgren; [2021-08-17]
    Nyckelord :Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

    Sammanfattning : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. LÄS MER

  5. 4. The Slippery Slope of Oil - Estimating the future GDP of Nigeria with uni- and multivariate approaches

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Clara Karlsson Schedvin; [2021]
    Nyckelord :Nigeria; Forecasting; GDP; ARIMA; VAR; Oil; Population; Business and Economics;

    Sammanfattning : Nigeria is, by population, the largest country in Africa and their economic growth will be a key part in the world reaching the goals of eradicating poverty. This paper investigates the economic growth performance of Nigeria and the relationship between oil and the GDP performance by using growth accounting, ARIMA, VAR and VEC models. LÄS MER

  7. 5. Vart är kronan på väg? : Utmaningen med växelkursprognoser - en jämförelse av prognosmodeller

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Magnus Dahlberg; Gombrii Anders; [2021]
    Nyckelord :Vector Autoregression; Vector Error Correction; Forecasting; Random Walk; Exchange Rate; VAR-modell; VEC-modell; Prognos; Slumpvandring; Växelkurs;

    Sammanfattning : Riksbanken har under senaste åren blivit kritiserade för deras bristande prognoser av svenska valutakurser. I denna uppsats undersöks det om slumpvandring (RW) är den mest framgångsrika prognosmodellen eller om alternativa ekonometriska prognosmodeller (AR, VAR och VECM) kan estimera framtida växelkurser mer korrekt på kort sikt, ett kvartal fram, och medellång sikt, fyra kvartal fram. LÄS MER