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Found 2 essays matching the above criteria.

1. 1. PREDICITING BULL AND BEAR IN S&P500

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Dodou Saidy; Arash Saleh Tabari; [2017]
   Keywords : Factors; Stock indices; Stock Markets; Probability; Dynamic Static Probit; Business and Economics;

   Abstract : This paper seeks to investigate if factors extracted from macroeconomic and financial variables can improve the forecast accuracy of the bull and bear market in the S&P500 stock index. The study extended the models constructed by Nyberg(2012) and Chen (2009) by augmenting their model with factors. READ MORE

3. 2. Identifying the Peruvian poverty profiles: A review of poverty dynamics from 1998 to 2010

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Mary Ysabel Tam Maldonado; [2012]
   Keywords : transient poverty; persistent poverty; Measurement and analysis of poverty; Social Sciences;

   Abstract : Using a relatively extensive panel data set on poverty –from 1998 to 2010– and information on household member characteristics –from 2007 to 2010–, both coming from a sub-sample of the Peruvian Household National Survey, a poverty dynamic analysis was carried out in this study. A spell approach was applied to calculate transient and persistent poverty and an ordered probit model was estimated to identify factors related to both transient and persistent poverty. READ MORE