Essays about: "Vector Autoregressive Models"

Showing result 21 - 25 of 54 essays containing the words Vector Autoregressive Models.

1. 21. A simplified approach in FAVAR estimation

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Mathias Lien Oskarsson; Christopher Lin; [2018]
   Keywords : factor-augmented vector autoregression; principal component analysis; common correlated effects; impulse responses;

   Abstract : In the field of empirical macroeconomics factor-augmented vector autoregressive (FAVAR) models have become a popular tool in explaining how economic variables interact over time. FAVAR is based upon a data-reduction step using factor estimation, which are then employed in a vector autoregressive model. READ MORE

3. 22. The Role of Official Development Assistance and Private Capital Flows in Sub-Saharan African Structural Change: A time series analysis

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Jerrel King; [2018]
   Keywords : Structural change; Official Development Assistance; private capital flows; financial flows; time series; Business and Economics;

   Abstract : External financial flows geared towards Sub-Saharan Africa have provided new financing for investment opportunities, beyond the resources that are scarcely available domestically. Within the greater context of structural transformation in today’s globalized world, this thesis studied the dynamic effects of Official Development Assistance (ODA) and private capital flows on structural change in Sub-Saharan Africa using Vector Autoregressive and Vector Error Correction models. READ MORE

4. 23. Approaching reverse causality with a Two-Stages Panel VAR: an application to growth and institutions

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Alice Dominici; [2018]
   Keywords : Panel Vector Autoregressive models; Reverse Causality; Institutions; Economic Development; Social Capital;

   Abstract : A number of florid academic debates in the field of empirical economics are characterized by vivid discussions around the issue of reverse causality. One of these is the discourse around the relationship between institutional quality and growth. READ MORE

5. 24. Pricing fixed price electricity contracts in the Nordic region

   University essay from Lunds universitet/Matematisk statistik

   Author : Anton Levin; [2018]
   Keywords : Fixed price contract; Electricity load; Electricity spot price; vector autoregressive model; RAROC; Pro?le price; Correlation price; Vol- ume risk; Mathematics and Statistics;

   Abstract : In a competitive market like electricity retailing it is crucial for energy providers to estimate risk and cost for ?xed price contracts in order to set competitive but not unpro?table prices. This report calculate three price components that covers the wholesale and retail costs. READ MORE

6. 25. Forecasting Customer Traffic at Postal Service Points

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Sandra Bäckström; [2018]
   Keywords : time series prediction; LSTM; MLP; SVR; ARIMA;

   Abstract : The goal of this thesis is to be able to predict customer traffic at postal service points. The expectation is that when customers are made aware of queue times at the service points, they will redistribute themselves to avoid standing in line. This boils down to a form of time series prediction problem. READ MORE