Essays about: "Bayesian VAR"
Showing result 1 - 5 of 59 essays containing the words Bayesian VAR.
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1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE
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2. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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3. Navigating Uncertain Waters: A Bayesian Threshold VAR Approach to Understanding the Impact of Commodity Price Shocks on Inflation
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : The Covid-19 pandemic in early 2020 led to unprecedented uncertainty, reducing the predictability of macroeconomic variables. At the same time, commodity price movements as a contributor to national consumer price inflation continue to surface in debates. READ MORE
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4. A Predictive Analysis of Customer Churn
University essay from KTH/Matematisk statistikAbstract : Churn refers to the discontinuation of a contract; consequently, customer churn occurs when existing customers stop being customers. Predicting customer churn is a challenging task in customer retention, but with the advancements made in the field of artificial intelligence and machine learning, the feasibility to predict customer churn has increased. READ MORE
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5. Modelling Long Term Memory in the Bayesian Confidence Neural Network Model
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Memory is a fascinating and complex part of human life. Understanding memory and simulating itthrough modelling can help society take steps towards understanding health issues such asAlzheimer's, dementia and amnesia. READ MORE