Essays about: "distributed lag model"

Showing result 1 - 5 of 30 essays containing the words distributed lag model.

  1. 1. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Axel Robén; Hampus Ekberg; [2023]
    Keywords : ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Abstract : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. READ MORE

  3. 2. Quantitative Easing and Fiscal Policy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anton Johnsson; [2023]
    Keywords : quantitative easing; fiscal policy; inflation; United States; Sweden; Business and Economics;

    Abstract : This thesis investigates if fiscal policy and quantitative easing (QE) can interact to raise the inflationary effect from central bank asset purchases. This is done by applying a distributed lag model on a set of macroeconomic variables for Sweden and the United States. The results show strong signs of interaction between the two policies in the U. READ MORE

  4. 3. Nowcasting U.S. inflation using mixed frequency real-time data

    University essay from Lunds universitet/Matematisk statistik

    Author : Gustaf Lundgren; Nils Wicktor; [2023]
    Keywords : Inflation; Machine Learning; Nowcasting; MIDAS; Almon distributed lag models; Real-Time data; Random Forest; XGBoost; Mathematics and Statistics;

    Abstract : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. READ MORE

  5. 4. A study on the Determinants of FDI Inflows to China

    University essay from Södertörns högskola/Nationalekonomi

    Author : Xin Jiang; [2022]
    Keywords : ;

    Abstract : Since the Chinese government proposed the "reform and opening-up policy" in 1979, China has achieved remarkable economic development. Foreign direct investment (FDI) has played an important role in stimulating economic development and alleviating capital shortages. This thesis explores FDI by choosing China as its destination country. READ MORE

  6. 5. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Mara Balasa; [2022]
    Keywords : environmental Kuznets curve; autoregressive distributed lag; Granger causality; Romania;

    Abstract : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. READ MORE