Essays about: "vector autoregression VAR"

Showing result 1 - 5 of 41 essays containing the words vector autoregression VAR.

1. 1. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ebba Wallin; [2023]
   Keywords : Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

   Abstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE

3. 2. Export-Led Development in China: Examining the Role of Exports in Driving Economic Growth

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Wendla Hamberg; [2023]
   Keywords : Industrialization; import substitution; export promotion; export-led growth theory; industrialization approaches; GDP growth; exports; foreign direct investment; gross fixed capital formation; population growth; imports; causality; statistical significance; Business and Economics;

   Abstract : This research examines the relationship between Exports and GDP Growth as China transitioned from Import Substitution (IS) to Export Promotion (EP) as their strategy to industrialize. China has experienced remarkable economic growth over the years, becoming one of the world’s largest economies. READ MORE

4. 3. Unlocking the crystal ball: Deciphering recessions through dynamic relationships among leading indicators in Sweden

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Mariyan Traykov; Sina Mohseni; [2023]
   Keywords : VAR; analysis; economics; forecasting; recessions;

   Abstract : Forecasting economic recessions has been a major topic of interest for economists, decisionmakers and the public alike. In this study we ventured to analyse how changes in economic output or GDP is related to changes in consumer sentiment and house prices in the Swedish economy. READ MORE

5. 4. What happened to R-star? : Estimating the natural rate of interest in Sweden in unconventional times

   University essay from Umeå universitet/Nationalekonomi

   Author : Magnus Dahlberg; [2023]
   Keywords : ;

   Abstract : This study estimates the natural rate of interest in Sweden using two different models. One state-space model introduced by Holston et al. (2017b) and one vector autoregression model with time-varying parameters (TVP-VAR). The TVP-VAR model is then used to produce a forecast of the real interest rate 5 years out, for every point in time. READ MORE

6. 5. Do Geopolitical Risks Raise or Lower Inflation in Sweden?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Artur Henriksson; Carl Ahlberg; [2023]
   Keywords : Geopolitical Risk; War; Inflation; Vector Autoregression; Sweden;

   Abstract : Using two main datasets, one annual from 1900 to 2022, and one monthly from 2012 to 2023, containing a geopolitical risk index and multiple inflationary factors for both Sweden and Denmark, we construct VAR models to estimate the effect geopolitical risk has on inflation. In our annual dataset, we find that higher geopolitical risks foreshadow higher inflation and lower economic activity in Sweden. READ MORE