Essays about: "Heteroscedasticity"

Showing result 1 - 5 of 36 essays containing the word Heteroscedasticity.

  1. 1. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Axel Robén; Hampus Ekberg; [2023]
    Keywords : ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Abstract : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. READ MORE

  3. 2. Behavior and Performance of Some Inference Tools in Beta Regression

    University essay from Uppsala universitet/Geometri och fysik

    Author : Max Raner; [2022]
    Keywords : ;

    Abstract : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. READ MORE

  4. 3. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE

  5. 4. The impact of foreign direct investment on economic growth for countries in Latin America

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Clara Wieslander; Evelina Sundin; [2022]
    Keywords : Economic Growth; Latin America; Schumpeterian model; Business and Economics;

    Abstract : This paper examines how Foreign Direct Investment (FDI) affects Economic Growth and Total Factor Productivity (TFP) for recipient countries in Latin America. The study investigates whether FDI generates positive spillover effects, leading to a higher increase in TFP than domestic investments. READ MORE

  6. 5. A small sample study of some sandwich estimators to handle heteroscedasticity

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Viking Westman; [2021]
    Keywords : ;

    Abstract : This simulation study sets out to investigate Heteroscedasticity-Consistent Covariance Matrix Estimation using the sandwich method in relatively small sample sizes. The different estimators are evaluated on how accurately they assign confidence intervals around a fixed, true coefficient, in the presence of random sampling and both homo- and heteroscedasticity. READ MORE