Sökning: "error correction model forecast"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden error correction model forecast.

1. 1. 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

3. 2. 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

4. 3. An evaluation of using GPM satellite products to forecast flash floods in mountainous catchments

   Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Avdelningen för Teknisk vattenresurslära

   Författare :Yihan Chen; [2017]
   Nyckelord :GPM; Han River; Flood; IMERG; Mountain; Technology and Engineering;

   Sammanfattning : NASA's GPM satellite rainfall products IMERG early run and IMERG late run were evaluated for their applicability in flash flood forecasting. The selected catchment was the upper Han River basin, a mountainous catchment with low precipitation in winter and heavy precipitation during summers located in central China. LÄS MER

5. 4. An Investigation of the Swedish Consumption Function : An Error-Correction Approach

   Magister-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Författare :Robert Pölder; [2017]
   Nyckelord :Consumption; consumption function; vector error-correction model; forecast accuracy; intercept correction; cointegration; Sweden; wealth effects; housing wealth; financial wealth; vector autoregressive model; Bayesian vector autoregressive model;

   Sammanfattning : This thesis examines the Swedish aggregate consumption function using the concept of cointegration, and explores whether consumption, income, financial wealth, and housing wealth share a long-run trend. The goal of the study was to determine the strength of this cointegrating relationship, the relative roles of housing wealth and financial wealth in the consumption function, and a suitable method for forecasting consumption. LÄS MER

7. 5. Wind Power Forecast Accuracy in Scandinavia:Analysis of Forecast Errors Using TAPM

   Master-uppsats, KTH/Kraft- och värmeteknologi

   Författare :Sara Jarmander; [2017]
   Nyckelord :;

   Sammanfattning : Wind power has different characteristics compared to conventional energy sources. The main difference is that wind power fluctuates under the influence of meteorological variables. This gives rise to problems related to grid stability. LÄS MER