Essays about: "Bayesian var model"

Showing result 1 - 5 of 42 essays containing the words Bayesian var model.

  1. 1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anny Eklund; Markus Sallkvist; [2024]
    Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Abstract : 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

  3. 2. 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 nationalekonomi

    Author : Cajsa Klass; Selin Scheuerer; [2023]
    Keywords : Uncertainty; Bayesian; Commodity Price Pass-Through; Inflation; Threshold VAR;

    Abstract : 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

  4. 3. A Predictive Analysis of Customer Churn

    University essay from KTH/Matematisk statistik

    Author : Olivia Eskils; Anna Backman; [2023]
    Keywords : Churn prediction; CRM; optimization; applied mathematics; machine learning; gradient boosting; random forest; logistic regression; insurance industry; Kundbortfall; CRM; optimering; tillämpad matematik; maskininlärning; gradient boosting; random forest; logistisk regression; försäkringsbranschen;

    Abstract : 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

  5. 4. Modelling Long Term Memory in the Bayesian Confidence Neural Network Model

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

    Author : Charu Karn; Samir Samahunov; [2023]
    Keywords : ;

    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

  6. 5. Tracking Optimization in Agrivoltaic Systems : A Comparative Study for Apple Orchards

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Maddalena Bruno; [2023]
    Keywords : Agrivoltaics; Optimization; Light sharing; Apple Orchards; Lantbruk; Optimering; Ljusdelning; Äppelodlingar;

    Abstract : Agrivoltaic (APV) systems, based on the co-location of solar panels and crops, are an innovative solution to land-use conflicts that often arise between agriculture and energy production. Their optimal functioning starts with efficient management and sharing of light between solar panels and underlying plants. READ MORE