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Found 3 essays matching the above criteria.

  1. 1. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Velander Karl; Callerud Karin; [2020]
    Keywords : Granger-Causality; Vector Autoregression Model; economic growth; stock market; bank sector; Granger-Kausalitet; Vektor Autoregressiv Modell; ekonomisk tillväxt; aktiemarknaden; banksektorn;

    Abstract : .... READ MORE

  3. 2. Multiple Time Series Analysis of Freight Rate Indices

    University essay from KTH/Matematisk statistik

    Author : Simon Koller; [2020]
    Keywords : VAR; Vector Autoregression; Impulse Response Function; Forecasting; Freight Rates; Shipping; Seaborne trade; BDI; BDTI.; VAR; Vektor Autoregression; Impulse Response Function; Prognostisering; Fraktrater; Sjöfart; Sjöburen Frakt; BDI; BDTI.;

    Abstract : 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

  4. 3. Can Bitcoin, and other cryptocurrencies, be modeled effectively with a Markov-Switching approach?

    University essay from KTH/Matematisk statistik

    Author : Thomas Maupin; [2019]
    Keywords : ;

    Abstract : 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