Essays about: "Jakob Stockel"

Found 2 essays containing the words Jakob Stockel.

  1. 1. Regime shifts in the Swedish housing market - A Markov-switching model analysis

    University essay from KTH/Fastigheter och byggande

    Author : Jakob Stockel; Niklas Skantz; [2016]
    Keywords : Housing cycles; Markov-switching; regime shifts; MS-AR; transition probabilities; regime-switching model; MS-DR; turning points; Swedish housing market; forecasting; Bostadscykler; Markov-switching; regimskifte; MS-AR; overgangssannolikheter; vandpunktsmodell; MS-DR; vandpunkter; svenska bostadsmarknaden; prognos;

    Abstract : Problem statement: Accurate and reliable forecasts of trends in the housing market can be useful information for market participants as well as policy makers. This information may be useful to minimize risk related to market uncertainty. READ MORE

  3. 2. Time series analysis of repo rates and mortgagecaps eect on house price index

    University essay from KTH/Fastigheter och byggande

    Author : Jakob Stockel; [2014]
    Keywords : Time series analysis; house price index; repo rate; mortgage cap; Tidsserieanalys; fastighetsprisindex; reporanta; bolanetak;

    Abstract : Price trends on the Swedish housing market has risen sharply in recent decades and is at the moment up to the highest price level ever. The sharp price movements have opened up for discussion about a possible housing bubble. To prevent this the Riksbank can change the repo rate, which in turn aects the lenders' lending rates. READ MORE