Essays about: "Impulse response functions"
Showing result 1 - 5 of 55 essays containing the words Impulse response functions.
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1. Exploring the Determinants of Agricultural Commodity Returns
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE
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2. An analysis of how video advertising factors influence consumers' impulse purchase intentions — In the context of short-form video
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Online shopping is gradually becoming a daily behavior in people's lives, and advertising marketing methods based on short videos are also playing an increasingly important role in this trend. Different from pictures and texts, it combines sound and picture, is easy to spread, and contains a lot of information, which conforms to people's habit of using fragmented information. READ MORE
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3. Embedded digital filter design and implementation
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : Digital filters have been widely used in signal processing, to reduce or remove unwanted signals of different types, such as noise, and interference, and to enhance or keep desired signals. They are implemented as algorithms on an embedded system (a microcontroller) or a computer. READ MORE
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4. RBC with Endogenous Health
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : The purpose of this paper is to contribute to the limited literature on RBC models with endogenous health accumulation. To this end, we develop an infinitely lived agent model with endogenous health, productivity shocks, and health shocks. Health is conceptualized as a capital stock in accordance with the Grossman model. READ MORE
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5. Quantifying the Impact of EU-US "Distressed" Financial Market Integration on European Credit Supply
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper proposes a new method for quantifying financial integration by adapting Adrian & Brunnermeier (2016)’s ΔCoVaR to conform with standard asset pricing literature (Lewellen & Nagel 2006, Cochrane 2009). We reconcile ΔCoVaR with standard microeconomic theory (Waller & Lewarne 1994) and test for causal relationships with respect to the contagion of US acute financial shocks to the EU’s loan supply. READ MORE