Essays about: "Vector autoregressive thesis"

Showing result 1 - 5 of 49 essays containing the words Vector autoregressive thesis.

  1. 1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anny Eklund; Markus Sallkvist; [2024]
    Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Abstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE

  3. 2. Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflation

    University essay from Högskolan Dalarna/Institutionen för kultur och samhälle

    Author : Rasmus Ramström; [2023]
    Keywords : Inflation; Cointegration; Vector autoregression; spillover; Sweden;

    Abstract : There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. READ MORE

  4. 3. Predicting Waveforms with Machine Learning for Efficient Triggering in Monitoring Systems

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Amanda Rautio; [2023]
    Keywords : ;

    Abstract : Energy systems need to evolve to meet the requirements of the modern world and the future. Hence, substantial effort is needed at an academic and industrial level to develop valuable diagnostic techniques. READ MORE

  5. 4. Cryptocurrency Spillover Effect on Non-Fungible Token Pricing

    University essay from

    Author : Josefine Matshede; Niklas Leschiner; [2022-08-18]
    Keywords : NFT; Cryptocurrency; Bitcoin; Ether; Spillover Index; Wavelet; GARCH;

    Abstract : The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, that are encoded with blockchain-traded rights and have in the recent one a half year seen a large increase in prices and popularity amongst investors. READ MORE

  6. 5. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

    University essay from Umeå universitet/Nationalekonomi

    Author : Severin Suess; [2022]
    Keywords : ;

    Abstract : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. READ MORE