Essays about: "breakpoint test"

Showing result 1 - 5 of 6 essays containing the words breakpoint test.

  1. 1. COVID-19 and structural breaks : The case of the Swedish Housing Market

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Olle Rönningsberg; Sander ten Hove; [2021]
    Keywords : COVID-19; structural breaks; hedonic regression; housing market; Chow test;

    Abstract : This paper analyzes how the COVID-19 pandemic has affected the Swedish housing market, and in particular prices and shifts in trends. Different classes of housing objects in various counties are investigated. READ MORE

  3. 2. Mixing strings of Lithium-Ion and Lead-Acid in parallel

    University essay from Mittuniversitetet/Institutionen för elektronikkonstruktion

    Author : Mikael Claeson; [2020]
    Keywords : Lithium-Ion; Lead Acid; parallel strings;

    Abstract : The purpose of this survey has been to test and analyse the behaviour of battery systems mixing parallel strings of lithium and lead acid. The underlying theory of why batteries of different chemistries behaves together was investigated in order to understand the resulting tests. READ MORE

  4. 3. The impact of capital regulations: A study of the Basel framework

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Simon Leo; [2019]
    Keywords : Basel III; financial crises; systemic risk; multiple breakpoint test; Business and Economics;

    Abstract : Financial crises are a major issue in modern history. In a great deal of the financial crises there is a banking crisis involved. To regulate and supervise banks the Basel framework was created. With the framework, the aim is to enhance financial stability and to minimize the effect from a potential financial crisis. READ MORE

  5. 4. An Interest Rate Benumbed : Evidence from a structural VAR; can a structural break be found in recent monetary policy transmission?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Johan Modin; [2019]
    Keywords : monetary policy; vector autoregression; SVAR; nonstationarity; structural break;

    Abstract : The reliability of monetary policy as an economic stabilisation tool depends on the understanding of the empirical effects of policy intervention on macroeconomic aggregates. Since investigating the interdependencies between macroeconomic variables necessarily involves studying their interactions over time, time series analysis is an important tool. READ MORE

  6. 5. Testing for unit roots in the presence of structural change IRAN – GREECE CPI case

    University essay from Lunds universitet/Statistiska institutionen

    Author : Anastasios Pantelis; Maryam Zehtabchi; [2008]
    Keywords : Unit Root; Structural breaks; Dickey-Fuller tests; Chow’s breakpoint test.; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

    Abstract : In this thesis we consider different tests for unit roots in the presence of structural change. We present the theory that lies behind unit roots, what we mean by structural change and try to detect the instances that “breaks” occur in the data. READ MORE