Sökning: "the Swedish Riksbank"

Visar resultat 6 - 10 av 90 uppsatser innehållade orden the Swedish Riksbank.

  1. 6. An empirical study of the impact of data dimensionality on the performance of change point detection algorithms

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

    Författare :Léo Noharet; [2023]
    Nyckelord :Time series segmentation; Change point detection; Multivariate time series; Data dimensionality; Tidsserie-segmentering; Förändringspunkts detektering; Mulitvariabla tidsserier; Data dimentionalitet;

    Sammanfattning : When a system is monitored over time, changes can be discovered in the time series of monitored variables. Change Point Detection (CPD) aims at finding the time point where a change occurs in the monitored system. LÄS MER

  3. 7. Explaining the trade relation between India and Sweden in the 21st century

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Leah Eriksson; Rebecka Ehn; [2023]
    Nyckelord :Emerging country; Exchange rate; Foreign Direct Investments; Education level; Imports; Trade; Regression analysis; Utvecklingsland; Valutakurs; Utlandsinvestering; Utbildningsnivå; Import; Handel; Regressionsanalys;

    Sammanfattning : The following bachelor thesis in Applied Mathematics at the school of Industrial Engineering and Management, aims to investigate which factors affect the trade relation between India and Sweden during the 21st century. This has been done by performing a multiple linear regression analysis. LÄS MER

  4. 8. Beyond the Headlines: Swedish Inflation and Labour Market Tightness During 2020-2022

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Jonas Isak Alveteg; Alexander Manieri; [2023]
    Nyckelord :Inflation; Labour Market Tightness;

    Sammanfattning : This thesis explores Swedish inflation and labour market tightness during 2020-2022. We decompose headline inflation into core inflation, captured by the weighted median inflation, and headline shocks. We use the modified Phillips curve as presented in Ball et al. LÄS MER

  5. 9. Forecasting Swedish Inflation and Policy Rates Using Random Forests and Bullard's Modernized Taylor Rule

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Vladimir Bondarenko; [2023]
    Nyckelord :Inflation Forecasting; Interest Rate Forecasting; Modernized Taylor Rule; Random Forest;

    Sammanfattning : This paper examines whether the Riksbank could have predicted the historic inflationary surge in Sweden in the aftermath of the Covid-19 pandemic and warned the Swedish public prior to embarking on the most aggressive policy rate-hike cycle since the global financial crisis. I study the matter in two steps. LÄS MER

  7. 10. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jakob Linder; Jakob Strömholm Sontagh; [2023]
    Nyckelord :The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

    Sammanfattning : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. LÄS MER