Essays about: "David Enocksson"

Found 3 essays containing the words David Enocksson.

1. 1. Forecasting Swedish Output Growth: : An Empirical Comparison of MIDAS Regressions and theRAMSES Model

   University essay from Statistiska institutionen

   Author : David Enocksson; [2012]
   Keywords : MIDAS; GDP; forecasting; Sveriges Riksbank;

   Abstract : This thesis compares MIDAS regressions, introduced in Ghysels, Santa-Clara and Valkanov (2002), to the RAMSES model, used by the Riksbank,in forecasting Swedish quarterly output growth (GDP). Using Swedish GPDdata from 1993Q1 and onwards, we compare forecasts for the period 2010Q1to 2011Q4, and we show that for longer forecast horizons (commonly usedby the Riksbank for monetary policy decisions), such as two and three yearsahead in time, the MIDAS regressions clearly outperforms the RAMSESmodel. READ MORE

3. 2. Evaluating VaR with the ARCH/GARCH Family

   University essay from Statistiska institutionen; Nationalekonomiska institutionen

   Author : David Enocksson; Joakim Skoog; [2012]
   Keywords : Value-at-Risk; ARCH; GARCH; GJR-GARCH; Exchange rates; Conditional Variance; Volatility Forecasting;

   Abstract : The aim of the thesis is to identify an appropriate model in forecasting Value-at-Risk on a morevolatile period than that one from which the model is estimated. We estimate 1-day-ahead and10-days-ahead Value-at-Risk on a number of exchange rates. READ MORE

4. 3. Organisation, Innovation, Productivity : An Exploratory Approach on Swedish Firms

   University essay from Nationalekonomiska institutionen

   Author : Michael Bondegård; David Enocksson; [2011]
   Keywords : ;

   Abstract : Does Swedish firms’ organisational structure matter for innovation and productivity? The objective is to identify the most influential aspects in firms’ organisational structure concerning their propensity to innovate. We compose indices of both concepts to explain differences in productivity. READ MORE