Essays about: "impulse responses functions"

Showing result 1 - 5 of 6 essays containing the words impulse responses functions.

  1. 1. Industrial effects of U.S. monetary policy in Sweden : Evaluating the effects of higher U.S. interest rates on Swedish industries

    University essay from Umeå universitet/Nationalekonomi

    Author : Magnus Dahlberg; [2022]
    Keywords : ;

    Abstract : This study evaluates the effect of U.S monetary policy (Fed funds rate) on GDP for 11 Swedish industries classified by the NACE Rev.2 regulations made by the European Commission and Eurostat. I estimate 11 vector error correction models, one for each industry, to evaluate the industry-specific effect. READ MORE

  3. 2. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gabriel Ekman; Petter Månsby; [2018]
    Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE

  4. 3. Oil Price Shocks Effect on Economic Growth - OPEC versus non-OPEC Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hanna Boheman; Josephine Maxén; [2015]
    Keywords : Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to analyse how oil price shocks affect the economic growth in net-oil exporting countries. The aim is to conclude whether the economic growth in the Organisation of Petroleum Exporting Countries (OPEC) is more sensitive to oil price shocks than the economic growth in other exporting countries. READ MORE

  5. 4. An Evaluation of Interpolation and Oversampling Effects on Image Quality in Synthetic Aperture Radar Processing with Global Back-projection

    University essay from Blekinge Tekniska Högskola/Institutionen för tillämpad signalbehandling

    Author : Andreas Hartman; [2014]
    Keywords : Synthetic Aperture Radar; Global Back-projection; Image Quality; Side Lobe Suppression;

    Abstract : For time domain SAR processing algorithms, such as Global Back-projection, interpolation becomes a part of the implementation. In order for the interpolation to yield good results, the oversampling rate used in the sampling of the original data may constitute an important factor. READ MORE

  6. 5. Comparison of Macroeconomic Factors Explanatory Power Between Chinese and Swedish Stock Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Chen Cheng; Shangjie Liu; [2012]
    Keywords : Chinese and Swedish stock market; macroeconomic variables; VAR; impulse responses functions; variance decompositions; Business and Economics;

    Abstract : In order to seek the difference between Chinese and Swedish stock market, this thesis makes a comparison of explanatory power of macroeconomic factors between the stock markets in respective country. The vector autoregressive (VAR) models are implemented to analyze the relationship among the market returns and macroeconomic variables, i.e. READ MORE