Sökning: "Vector autoregression"

Visar resultat 21 - 25 av 78 uppsatser innehållade orden Vector autoregression.

  1. 21. Vart är kronan på väg? : Utmaningen med växelkursprognoser - en jämförelse av prognosmodeller

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Magnus Dahlberg; Gombrii Anders; [2021]
    Nyckelord :Vector Autoregression; Vector Error Correction; Forecasting; Random Walk; Exchange Rate; VAR-modell; VEC-modell; Prognos; Slumpvandring; Växelkurs;

    Sammanfattning : Riksbanken har under senaste åren blivit kritiserade för deras bristande prognoser av svenska valutakurser. I denna uppsats undersöks det om slumpvandring (RW) är den mest framgångsrika prognosmodellen eller om alternativa ekonometriska prognosmodeller (AR, VAR och VECM) kan estimera framtida växelkurser mer korrekt på kort sikt, ett kvartal fram, och medellång sikt, fyra kvartal fram. LÄS MER

  3. 22. Nowcasting U.S. Inflation: The Role of Online Retail Prices

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Edvin Ahlander; Eric Axdorph; [2021]
    Nyckelord :Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

    Sammanfattning : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. LÄS MER

  4. 23. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Sebastian Nordenberg; Sebastian Shaqiri Johansson; [2020-02-18]
    Nyckelord :;

    Sammanfattning : This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from 2003 to 2019. To determine the relationship between the macroeconomic factors and stock market return, Granger causality tests are run on each of the markets. LÄS MER

  5. 24. The determinants of beef imports in Sweden

    Kandidat-uppsats, SLU/Dept. of Economics

    Författare :Felicia Östby Andersson; [2020]
    Nyckelord :added value; beef; beef market; cattle; export; import; price; time series; VAR; VECM;

    Sammanfattning : This paper investigates the determinants of Swedish beef imports using a Vector Autoregression and a Vector Error Correction model. By examining which variables responsible for the volume demanded on imported beef, one can understand how domestic beef production can compete and regain market shares from imported beef. LÄS MER

  7. 25. 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