Essays about: "Vektor Autoregression"
Showing result 1 - 5 of 7 essays containing the words Vektor Autoregression.
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1. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : .... READ MORE
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2. Multiple Time Series Analysis of Freight Rate Indices
University essay from KTH/Matematisk statistikAbstract : In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. READ MORE
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3. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks
University essay from KTH/Fastigheter och byggandeAbstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE
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4. Can Bitcoin, and other cryptocurrencies, be modeled effectively with a Markov-Switching approach?
University essay from KTH/Matematisk statistikAbstract : This research is an attempt at deepening the understanding of hyped cryptocurrencies. A deductive nature is used where we attempt to estimate the linear dependencies of cryptocurrencies with four different time series models. READ MORE
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5. GDP forecasting and nowcasting : Utilizing a system for averaging models to improve GDP predictions for six countries around the world
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This study was issued by Swedbank because they wanted too improve their GDP growth forecast capabilites. A program was developed and tested on six countries; USA, Sweden, Germany, UK, Brazil and Norway. READ MORE