Essays about: "Macroeconomic"

Showing result 21 - 25 of 563 essays containing the word Macroeconomic.

1. 21. Can Machine Learning improve inflation forecasting?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Emil Hansson; [2023]
   Keywords : Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

   Abstract : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. READ MORE

3. 22. Navigating Uncertain Waters: A Bayesian Threshold VAR Approach to Understanding the Impact of Commodity Price Shocks on Inflation

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Cajsa Klass; Selin Scheuerer; [2023]
   Keywords : Uncertainty; Bayesian; Commodity Price Pass-Through; Inflation; Threshold VAR;

   Abstract : The Covid-19 pandemic in early 2020 led to unprecedented uncertainty, reducing the predictability of macroeconomic variables. At the same time, commodity price movements as a contributor to national consumer price inflation continue to surface in debates. READ MORE

4. 23. TOM: Measuring Liquidity in the Swedish Real Estate Market : Investigation of the influence of the market conditions on the time-on-market and price relationship

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Catalina Luna Andonegui; [2023]
   Keywords : Time-on-market; Liquidity; Real Estate Cycles; Market conditions; Tid-på-marken; Likviditet; Fastighetscykler; Marknadsvillkor;

   Abstract : This thesis project examines the liquidity of the residential market in Stockholm under different phases of the real estate cycle. Using time-on-market (TOM) as a liquidity indicator, the aim is to get an insight of the influence of prices, property characteristics and macroeconomic variables. READ MORE

5. 24. Segmenting Countries in the Food Packaging Market: A Cluster Analysis Approach

   University essay from Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionen

   Author : Ninda Atikah Mawaddah; Aksaraphak Nijsathorn; [2023]
   Keywords : Unsupervised Machine Learning; Clustering; K-Means Clustering; Hierarchical Clustering; Principal Component Analysis; Business and Economics;

   Abstract : The food packaging market has been witnessing substantial growth due to changing consumer lifestyles, urbanization, increased purchasing power, and growing environmental sustainability awareness. This growth presents significant opportunities for companies operating in this market. READ MORE

6. 25. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Thomas Paal; Anton Svensson; [2023]
   Keywords : Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Abstract : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. READ MORE