Essays about: "Malte Meuller"

Found 2 essays containing the words Malte Meuller.

  1. 1. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gabriella Linderoth; Malte Meuller; [2024]
    Keywords : Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

    Abstract : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. READ MORE

  2. 2. Inflation forecasting with Random Forest

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Malte Meuller; [2022]
    Keywords : Inflation; Forecasting; Random Forest; Machine Learning; Macroeconomics; Sweden; Business and Economics;

    Abstract : The accuracy of inflation forecasts is, and has been, important for economic agents such as governments, central banks, companies, and the general public. Historically it has mainly been conducted with traditional statistical models that limits the usage of bigger datasets. READ MORE