Essays about: "Vector Error Correction"

Showing result 1 - 5 of 88 essays containing the words Vector Error Correction.

  1. 1. DETERMINANTS OF HOUSING PRICES IN SWEDEN : Study of Stockholm, Göteborg and Malmö

    University essay from Umeå universitet/Nationalekonomi

    Author : Ojeawe Ajulo; [2024]
    Keywords : ;

    Abstract : This study examines the dynamic relationship between house prices, disposable income, lending rate to households, housing supply and population in the three Swedish metropolitan areas of Stockholm, Göteborg and Malmö, using a vector error correction model (vecm). The study uses quarterly data for the Swedish economy and applies the vecm methodology in revealing this dynamic relationship from 2000 – 2022. READ MORE

  3. 2. Exploring the Determinants of Agricultural Commodity Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Blidberg; Ludwig Skans; [2023-06-29]
    Keywords : Agricultural commodities; Energy commodities; Granger causality; Vector Error Correction Model; VECM; Impulse Response Functions; IRF;

    Abstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE

  4. 3. Ranging Error Correction in a Narrowband, Sub-GHz, RF Localization System

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Silvia Barrett; [2023]
    Keywords : Localization; Narrowband; Sub-GHz; Radio Frequency; RSSI; Time-of-Flight; Error mitigation; Machine Learning; Linear Regression; LeastSquares Support Vector Machine Regression; Gaussian Process Regression; Loalisering; Narrowband; Sub-GHz; Radiofrekvens; RSSI; Time-of-Flight; Felkorrigering; Machine Learning; Linear Regression; LeastSquares Support Vector Machine Regression; Gaussian Process Regression;

    Abstract : Being able to keep track of ones assets is a very useful thing, from avoiding losing ones keys or phone to being able to find the needed equipment in a busy hospital or on a construction site. The area of localization is actively evolving to find the best ways to accurately track objects and devices in an energy efficient manner, at any range, and in any type of environment. READ MORE

  5. 4. Regional Variations of Housing Supply Elasticity in Sweden : A VECM Approach

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Micaela Hermansson; Julia Panagio; [2023]
    Keywords : Housing Supply ; Price Elasticity ; Housing Market ; VECM ; Bostadsutbud ; Priselasticitet ; Bostadsmarknaden ; VECM ;

    Abstract : This master's thesis seeks to determine the price elasticity of the Swedish housing supply through a vector error-correction model. The elasticities are estimated on a municipal, county and national level using data for the period 1992-2021. READ MORE

  6. 5. Quantifying the Impact of EU-US "Distressed" Financial Market Integration on European Credit Supply

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ioannis Tzoumas; [2023]
    Keywords : ΔCoVaR; Loans; Credit; Risk; Integration; Business and Economics;

    Abstract : This paper proposes a new method for quantifying financial integration by adapting Adrian & Brunnermeier (2016)’s ΔCoVaR to conform with standard asset pricing literature (Lewellen & Nagel 2006, Cochrane 2009). We reconcile ΔCoVaR with standard microeconomic theory (Waller & Lewarne 1994) and test for causal relationships with respect to the contagion of US acute financial shocks to the EU’s loan supply. READ MORE