Sökning: "Vector Autoregressive Model"

Visar resultat 21 - 25 av 103 uppsatser innehållade orden Vector Autoregressive Model.

  1. 21. Macroeconomic variables and their impact on the Swedish stock market

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Timur Cengiz; David Holmer; [2021]
    Nyckelord :Macroeconomics; Stocks; Macroeconomic variables; Stock market;

    Sammanfattning : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. LÄS MER

  3. 22. 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

  4. 23. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Axel Öhlund; Anna Domnina; [2021]
    Nyckelord :Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

    Sammanfattning : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. LÄS MER

  5. 24. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Anna Carlsson; Jonas Holm; [2021]
    Nyckelord :;

    Sammanfattning : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. LÄS MER

  7. 25. Phase-Out Demand Forecasting : Predictive modeling on forecasting product life cycle

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

    Författare :Shadman Ahmed; [2020]
    Nyckelord :;

    Sammanfattning : The phase-out stage in a product life cycle can face unpredictable demand. Accurate forecast of the phase-out demand can help supply chain managers to control the number of obsolete inventories. Consequently, having a positive effect in terms of resources and lower scrap costs. LÄS MER