Essays about: "Hannes Jägerstedt"

Found 2 essays containing the words Hannes Jägerstedt.

  1. 1. Seasonal Adjustment of Weekly Trade Data

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Hannes Jägerstedt; [2021]
    Keywords : Seasonal adjustment; Weekly observations; Splines; Kalman Filter; International Trade;

    Abstract : The main objective of this paper is to equip the trade policy analyst with an appropriate method of seasonally adjusting trade data with weekly observations. To that end, a structural time series model containing a trend, seasonal and irregular component is specified. The seasonal component is represented by a time-varying periodic spline. READ MORE

  3. 2. On the Link Between Innovation, Markups and Exporting

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hannes Jägerstedt; [2016]
    Keywords : Innovation; Markups; GMM; CDM; Quality Ladders; Business and Economics;

    Abstract : The relationship between innovation, markup and exporting is complex and any empirical analysis is likely to contain both self-selection and simultaneity biases. I use recently developed GMM estimation techniques to recover time-varying markups at the firm level. READ MORE