Essays about: "Forecasting GDP case study"

Found 3 essays containing the words Forecasting GDP case study.

  1. 1. BNPL Probability of Default Modeling Including Macroeconomic Factors: A Supervised Learning Approach

    University essay from KTH/Matematisk statistik

    Author : Patrik Hardin; Robert Ingre; [2021]
    Keywords : Buy Now Pay Later; IFRS 9; Probability of Default; Expected Credit Loss; Macroeconomic factors; Machine Learning; Artificial Neural Network; XGBoost;

    Abstract : In recent years, the Buy Now Pay Later (BNPL) consumer credit industry associated with e-commerce has been rapidly emerging as an alternative to credit cards and traditional consumer credit products. In parallel, the regulation IFRS 9 was introduced in 2018 requiring creditors to become more proactive in forecasting their Expected Credit Losses and include the impact of macroeconomic factors. READ MORE

  2. 2. The Use of Judgment Versus Models: Forecasting Accuracy in Sveriges Riksbank 2010-2014

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Emma Hamre; Sandra Lanros; [2020]
    Keywords : Forecasting; Central Banks; Judgment; Monetary Policy;

    Abstract : In this study, we ask, how did the use of judgments and models affect the accuracy of the Riksbank's forecasts during the years 2010-2014? We examine the two components, judgment and models, that determine the Sveriges Riksbank's published forecasts for three macro indicators: GDP growth, CPIF inflation and the repo rate. The analysis compares the relative forecasting accuracy of the central bank's primary models, DSGE and BVAR, and the final published forecasts containing the judgmental adjustments of the Riksbank's Executive Board. READ MORE

  3. 3. Low-cost and Traditional Airlines : Ratio Analysis and Equity Valuation by the Residual Earnings Model

    University essay from Handelshögskolan vid Umeå universitet

    Author : Saijai Hanpobamorn; [2007]
    Keywords : Fundamental analysis; ratio analysis; equity valuation; residual earnings; airline;

    Abstract : Fundamental analysts use basic fundamentals, which generally based on available public information, to determine a firm’s intrinsic value. Forecasting future performance is one of the key elements for doing fundamental analysis, and historical results are the foundation for future forecast. READ MORE