Essays about: "bostadsprisindex"

Found 2 essays containing the word bostadsprisindex.

1. 1. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks

   University essay from KTH/Fastigheter och byggande

   Author : Quinglin Ouyang; [2020]
   Keywords : House price index; Sharpe ratio; macroeconomic shocks; vector auto-regression; bostadsprisindex; Sharpe ratio; makroekonomiska chocker; vektor autoregressiva-modeller;

   Abstract : 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

3. 2. Statistical learning procedures for analysis of residential property price indexes

   University essay from KTH/Matematisk statistik

   Author : Otto Rydén; [2017]
   Keywords : ;

   Abstract : Residential Price Property Indexes (RPPIs) are used to study the price development of residential property over time. Modeling and analysing an RPPI is not straightforward due to residential property being a heterogeneous good. READ MORE