Sökning: "Vector Autoregressive Model"

Visar resultat 6 - 10 av 103 uppsatser innehållade orden Vector Autoregressive Model.

  1. 6. 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

  3. 7. Konsumtion-förmögenhetskanalen, existerar den? : En kvantitativ studie om penningpolitikens transmission

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

    Författare :Lina Sekhtyan; Julia Oskarsson; [2023]
    Nyckelord :SVAR; monetary policy; the transmission mechanism; impulse response functions; the consumption- wealth channel; SVAR; penningpolitik; transmissionsmekanismen; impuls respons funktioner; konsumtions-förmögenhetskanalen;

    Sammanfattning : Studien syftar till att undersöka hur den penningpolitiska transmissionsmekanismen, särskilt hur förändringar i styrräntan, påverkar hushållens konsumtion. Huvudsyftet som undersöks är huruvida effekten av konsumtion-förmögenhetskanalen existerar vid förändringar i styrräntan. LÄS MER

  4. 8. Cryptocurrency Spillover Effect on Non-Fungible Token Pricing

    Kandidat-uppsats,

    Författare :Josefine Matshede; Niklas Leschiner; [2022-08-18]
    Nyckelord :NFT; Cryptocurrency; Bitcoin; Ether; Spillover Index; Wavelet; GARCH;

    Sammanfattning : The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, that are encoded with blockchain-traded rights and have in the recent one a half year seen a large increase in prices and popularity amongst investors. LÄS MER

  5. 9. Towards predictive modelling of solar power productionHandledare: Hadi BanaeeExaminer: Andrey Kiselev© Hadi

    Uppsats för yrkesexamina på grundnivå, Örebro universitet/Institutionen för naturvetenskap och teknik

    Författare :Hadi Ilani; [2022]
    Nyckelord :solar power production; Machine learning; Predictive models; solenergiproduktion; maskininlärning; prediktiv modell;

    Sammanfattning : In 2019, 732 solar panels were installed on the roof of a building at Örebro University. Thesolar power production of the facility has been collected in a database in Akademiska Hus,along with several parameters from a weather station in the same building. LÄS MER

  7. 10. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Severin Suess; [2022]
    Nyckelord :;

    Sammanfattning : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. LÄS MER