Essays about: "VEC model"

Showing result 1 - 5 of 12 essays containing the words VEC model.

  1. 1. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alice Hindersson; Siri Jäderberg; [2023]
    Keywords : Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

    Abstract : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. READ MORE

  3. 2. Exploring Housing Market Dynamics through Google Search : A Case of Taiwan

    University essay from KTH/Fastigheter och byggande

    Author : Yi-Chi Yeh; [2022]
    Keywords : Housing; Real Estate; Google Trends; Taiwan; Bostad; fastigheter; Google Trender; Taiwan;

    Abstract : To capture house price fluctuations, it is important to combine appropriate factors into the price forecasting model. Fundamental macroeconomic variables have been considered quite completely in many housing price models. However, the ability of these models to predict housing prices are still limited. READ MORE

  4. 3. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Karl Bohlin; Martin Kellgren; [2021-08-17]
    Keywords : Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

    Abstract : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. READ MORE

  5. 4. The Slippery Slope of Oil - Estimating the future GDP of Nigeria with uni- and multivariate approaches

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Clara Karlsson Schedvin; [2021]
    Keywords : Nigeria; Forecasting; GDP; ARIMA; VAR; Oil; Population; Business and Economics;

    Abstract : Nigeria is, by population, the largest country in Africa and their economic growth will be a key part in the world reaching the goals of eradicating poverty. This paper investigates the economic growth performance of Nigeria and the relationship between oil and the GDP performance by using growth accounting, ARIMA, VAR and VEC models. READ MORE

  6. 5. Monetary Policy Implications Through a VEC Model

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2020]
    Keywords : ;

    Abstract : This paper examines the effects of adjustments in the key policy rate, included as the interbank rate, on the Swedish household sector debt from the second quarter of 2000 to the third quarter of 2019. The effect is examined through a Vector Error-Correction (VEC) model to determine if it provides results that are aligned with the given theory. READ MORE