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Visar resultat 1 - 5 av 53 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Unveiling the Predictive Power

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Alex Lundvall; Gabriel Ahonen; [2023]
    Nyckelord :Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

    Sammanfattning : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. LÄS MER

  3. 2. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; [2023]
    Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

    Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER

  4. 3. Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflation

    Magister-uppsats, Högskolan Dalarna/Institutionen för kultur och samhälle

    Författare :Rasmus Ramström; [2023]
    Nyckelord :Inflation; Cointegration; Vector autoregression; spillover; Sweden;

    Sammanfattning : There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. LÄS MER

  5. 4. Improving Machinery Safety : Modelling data to explain machine stops and developing a strategy on how to reduce them

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Kristina Leijonborg; Sandra Hammarsten; [2023]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis is to examine how machinery safety at Stora Enso can be increased, with the goal of reducing the amount of machine stops and improving the operational safety within the Packaging Solutions division. To do this, data from the one of the machines at the Jönköping mill has been used for classification and time series modelling. LÄS MER

  7. 5. What happened to R-star? : Estimating the natural rate of interest in Sweden in unconventional times

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Magnus Dahlberg; [2023]
    Nyckelord :;

    Sammanfattning : This study estimates the natural rate of interest in Sweden using two different models. One state-space model introduced by Holston et al. (2017b) and one vector autoregression model with time-varying parameters (TVP-VAR). The TVP-VAR model is then used to produce a forecast of the real interest rate 5 years out, for every point in time. LÄS MER