Sökning: "macroeconomic forecasts"

Visar resultat 1 - 5 av 28 uppsatser innehållade orden macroeconomic forecasts.

1. 1. Are Distributional Variables Useful for Forecasting With the Phillips Curve?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Elsa Rosengren; Pippa Johns; [2024]
   Nyckelord :Distributional Variables; Heterogeneous Agents; Inflation; Phillips Curve; Inequality;

   Sammanfattning : Does information on the distribution of wealth and income help us forecast aggregate macroeconomic variables? In this thesis, we study how adding such distributional variables to a standard forecasting model affects the forecast accuracy, in the context of inflation forecasting. Using the simulated inflation forecasting approach of Atkeson and Ohanian (2001), we perform a horse race between a textbook NAIRU Phillips curve to an extension augmented with variables from the wealth and income distributions. LÄS MER

3. 2. LIBOR: The end of an error

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Andrea Jeppsson; [2023]
   Nyckelord :Referensränta; LIBOR; SOFR; Volatilitet; Marknadsresponsivitet; Business and Economics;

   Sammanfattning : LIBOR has been the dominant benchmark rate in the American market for pricing financial instruments. In 2012, the manipulation of LIBOR rates was uncovered, necessitating a change. SOFR was introduced as an alternative reference rate to replace LIBOR as the standard for pricing financial instruments. LÄS MER

4. 3. Can Machine Learning improve inflation forecasting?

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Emil Hansson; [2023]
   Nyckelord :Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

   Sammanfattning : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. LÄS MER

5. 4. Forecasting, Monetary Policy, Nominal Gross Domestic Product Stability, and Macroeconomic Outcomes in a suboptimal currency area. : An examination of the Eurozone

   Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Layton Nyanzi Mukwaya; Jordi Garcia Martinez; [2023]
   Nyckelord :Macroeconomics Nominal GDP;

   Sammanfattning : The purpose of this paper is the examination of whether a strategy of using forecasts to stabilise the Nominal Gross Domestic Product (NGDP) growth rate as a nominal anchor, through a rules-based approach to monetary policy is viable in the Eurozone. The paper uses a modified Taylor rule, that uses NGDP forecasts as a variable to generate a prescribed interest rate from which the interest rate set by the European Central Bank (ECB) is subtracted to create a variable we call the Rate Gap. LÄS MER

7. 5. Individual revenue forecasting in the banking sector

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Författare :Ricardo Jorge Pinto Brandão; Simona Sulzickyte; [2023]
   Nyckelord :Revenue forecasting; Banking; Machine Learning; XGBoost; Customer segmentation; Business and Economics;

   Sammanfattning : This paper analyses data from a Swedish bank combined with macroeconomic indicators to forecast revenues for individual customers over the course of four years. Separate models are created for recurring customers and customers who have just joined the bank. LÄS MER