Sökning: "Vector Autoregression Model"

Visar resultat 16 - 20 av 53 uppsatser innehållade orden Vector Autoregression Model.

  1. 16. OIL PRICE AND MACROECONOMIC VARIABLES IN AN OIL-DEPENDENT NIGERIA

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Arinze Okeke; [2020]
    Nyckelord :;

    Sammanfattning : This study reflects an attempt to examine the relationship among oil price and three key macroeconomic variables in Nigeria over the period running from 1960 to 2018 on annualized frequency, with GDP at the centre of focus from a short-run perspective. The Keynesian aggregate demand identity equation provides the theoretical basis for generating the model utilized in the study. LÄS MER

  3. 17. Negativ ränta - positivt för konsumtionen? : En empirisk studie om hur negativ reporänta påverkar hushållens konsumtion

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Johannes Andersson; Theo Herold; [2020]
    Nyckelord :Negative repo rate; consumption; liquidity trap; vector autoregression; Negativ reporänta; konsumtion; likviditetsfälla; vektor autoregression;

    Sammanfattning : Utifrån en VAR-modell analyseras hur hushållens konsumtion påverkats av negativ reporänta i Sverige. I slutet av 2014 införde Riksbanken negativ reporänta med argumentet att det stimulerar ekonomin på samma sätt som vid positiv ränta. LÄS MER

  4. 18. Public transport origin-destination matrices: pattern recognition and short-term prediction

    Master-uppsats, KTH/Numerisk analys, NA

    Författare :Francesco Ferranti; [2020]
    Nyckelord :Statistics; machine learning; clustering; regression; OD matrices; Statistics; machine learning; clustering; regression; OD matrices;

    Sammanfattning : Origin-Destination (OD) matrices are an essential tool in transport planning and management to model user travel patterns. An OD matrix is a picture of the public transport passengers demand in a specific temporal window The use of the metropolitan transportation system as an alternative to private cars enables a decrease of CO2 emissions, air pollution and traffic noise. LÄS MER

  5. 19. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis

    Kandidat-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Velander Karl; Callerud Karin; [2020]
    Nyckelord :Granger-Causality; Vector Autoregression Model; economic growth; stock market; bank sector; Granger-Kausalitet; Vektor Autoregressiv Modell; ekonomisk tillväxt; aktiemarknaden; banksektorn;

    Sammanfattning : .... LÄS MER

  7. 20. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Felix Greberg; [2020]
    Nyckelord :Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

    Sammanfattning : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. LÄS MER