Essays about: "Edvin Ahlander"

Found 2 essays containing the words Edvin Ahlander.

  1. 1. Nowcasting U.S. Inflation: The Role of Online Retail Prices

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Edvin Ahlander; Eric Axdorph; [2021]
    Keywords : Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

    Abstract : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. READ MORE

  2. 2. The Favorite-Longshot Bias: Efficiency of Prices in Fixed-Odds Betting Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Edvin Ahlander; [2019]
    Keywords : market efficiency; betting; decision under risk; logit model; behavioral economics;

    Abstract : The statistical weak form efficiency in the fixed-odds betting market for English Premier League football matches is evaluated, applying both a multinomial logit regression model and four different sets of grouped z-tests, using a data set containing 119481 odds from 11 bookmakers over a period of 12 years. The empirical results show that the aggregate betting market is statistically weak form inefficient, implying that prices of odds do not contain all available information on historical prices and therefore are biased predictors of actual match outcomes. READ MORE