Sökning: "Vector Autoregressive Model"

Visar resultat 11 - 15 av 103 uppsatser innehållade orden Vector Autoregressive Model.

1. 11. The Effects of Quantitative Easing on Swedish Inflation: An Empirical Study of the Swedish Riksbank’s Quantitative Easing Programme between 2015-2019

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Nora Jomaa; [2022]
   Nyckelord :Quantitative easing; inflation; structural vector autoregressive model; Business and Economics;

   Sammanfattning : This paper investigates the effects on inflation of the Quantitative Easing programme employed by the Swedish Riksbank during the years 2015-2019. As previous studies have presented contradicting results on the topic, this paper aims to evaluate the potential effect of asset purchases on inflation through some of the main transmission channels identified by prevailing literature, namely the exchange rate, portfolio balancing and signalling channel. LÄS MER

3. 12. Multivariate Time Series Prediction for DevOps : A first Step to Fault Prediction of the CI Infrastructure

   Master-uppsats, Linköpings universitet/Statistik och maskininlärning

   Författare :Yiran Wang; [2022]
   Nyckelord :VAR; LSTM; BiLSTM; time series; CI; DevOps;

   Sammanfattning : The continuous integration infrastructure (CI servers) is commonly used as a shared test environment due to the need for collaborative and distributive development for the software products under growing scale and complexity in recent years. To ensure the stability of the CI servers, with the help of the constantly recorded measurement data of the servers, fault prediction is of great interest to software development companies. LÄS MER

4. 13. Effects on the economy of Brazil of a withdrawal of foreign direct investment

   Magister-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Enrique Höner; Sophie Dick; [2022]
   Nyckelord :FDI; Brazil; Ricardo; VAR; Toda and Yamamoto; Granger Causality; Quantitative;

   Sammanfattning : Foreign direct investment flows are an important theme in the analysis of global capital flows. The study aims to analyse the effect a withdrawal of FDI has on the economy of Brazil. This is based on the sharp decrease FDI inflows have seen during 2020. LÄS MER

5. 14. PREDICTING TRADED VOLUMES OF RENEWABLE ENERGY CERTIFICATES : A comparison of different time series forecasting methods

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

   Författare :Stina Magnusson; Ebba Sköld; [2022]
   Nyckelord :Sales Forecasting; SARIMA; Machine Learning Models; Neural Networks; Renewable Energy Certificates;

   Sammanfattning : Predicting sales is an important step for many business processes. Several forecasting methods have been applied to uncountable different problems, however with no present research found in the area of renewable energy certificates. LÄS MER

7. 15. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Mara Balasa; [2022]
   Nyckelord :environmental Kuznets curve; autoregressive distributed lag; Granger causality; Romania;

   Sammanfattning : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. LÄS MER