Sökning: "Vector Autoregression Model"

Visar resultat 6 - 10 av 53 uppsatser innehållade orden Vector Autoregression Model.

  1. 6. Investigating the Reciprocal Relationship between News and Parliament: A Study of Strikes in the UK Using Deep-learning Sentiment Analysis and Vector Autoregression

    Master-uppsats, Lunds universitet/Graduate School

    Författare :Yente Meijers; [2023]
    Nyckelord :parliamentary debate; Hansard; newspaper coverage; UK strikes; agenda setting; BERT; SiEBERT; NLP; deep learning; sentiment analysis; vector autoregression; Social Sciences;

    Sammanfattning : Previous research has shown that the relationship between the news and parliament is complex and highly variable. Studies have found that in many countries, parliament has minimal influence on the news. However, in the UK, a reciprocal influence between parliament and the news was found, with the media having a stronger effect. LÄS MER

  3. 7. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Almgren; Isabelle Holmberg; [2022]
    Nyckelord :Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Sammanfattning : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. LÄS MER

  4. 8. The Impacts of the Czech Economy on the Slovak Economy – Evidence from the VAR model

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Matús Rozvadský; Duyun Lei; [2022]
    Nyckelord :Regression analysis; vector autoregression; dynamic model; Czech economy; Slovak economy; Business and Economics;

    Sammanfattning : This paper studies the effect of the Czech economy on the Slovak Republic. Specifically, we analyze the general economic relationship as well as responses of macroeconomic variables of Slovakia to shocks in the Czech Republic. Firstly, we present the theoretical background of their relationship on top of which we build a regression analysis. LÄS MER

  5. 9. Determinants of Inflation - Evidence from Sweden

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; Emanuel Skeppås; [2022]
    Nyckelord :Bayesian Vector Autoregression; Structural Vector Autoregression; New Keynesian Phillips Curve; Inflation; Sign and Zero Restrictions; Business and Economics;

    Sammanfattning : This thesis examines what have been the main drivers of inflation in Sweden in recent years. This is done through the New Keynesian Phillips Curve with marginal cost which serves as the theoretical background to explain inflationary behavior. LÄS MER

  7. 10. Anomaly Detection on Embedded Sensor Processing Platform

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Yichen Cao; [2021]
    Nyckelord :Anomaly Detection; ARIMA; STL; LSTM; VAR; Avvikelsedetektion; ARIMA; STL; LSTM; VAR;

    Sammanfattning : Embedded platforms are often used as a sensor data processing node to collect data and transmit the data to the remote server. Due to the poor performance and power limitation, data processing was often left to the remote server. LÄS MER