Essays about: "Ellenor Lodenius"

Found 3 essays containing the words Ellenor Lodenius.

  1. 1. Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ellenor Lodenius; [2017]
    Keywords : Macroeconomic uncertainty; loan supply; GARCH; Global Economic Policy Uncertainty Index; Survey of Professional Forecasters; Business and Economics;

    Abstract : The purpose of this paper is to investigate whether macroeconomic uncertainty has a negative effect on Nordic banks’ loan supply. To test this a model is defined with a gross loans/total asset ratio as the dependent variable and a proxy for macroeconomic uncertainty is used as the explanatory variable. READ MORE

  2. 2. Can FAVAR improve Swedish inflation forecasting?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Berggren; Ellenor Lodenius; [2016]
    Keywords : Forecasting; factor models; principal component analysis; Phillips curve; Taylor rule; Business and Economics;

    Abstract : The purpose of this thesis is to investigate whether factor augmented vectorautoregression (FAVAR) models estimated using principal component analysis are able to improve monthly inflation rate forecasts for Sweden. We produce 42 forecasts for the period January 2012 to June 2015 and evaluate the forecasts by their root mean square errors as well as their ability to correctly predict the sign of the inflation rate. READ MORE

  3. 3. Does financial development imply economic growth?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ellenor Lodenius; [2015]
    Keywords : financial development; economic growth; Asian countries; static linear panel model; Business and Economics;

    Abstract : A financial sector is needed for a country to allocate resources and store capital. The ways this sector can be organized vary greatly among countries in the world. In this thesis I will try to investigate if a country’s financial system is beneficial for its economic growth. READ MORE