Essays about: "impulse-response functions"

Showing result 1 - 5 of 54 essays containing the words impulse-response functions.

  1. 1. Exploring the Determinants of Agricultural Commodity Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Blidberg; Ludwig Skans; [2023-06-29]
    Keywords : Agricultural commodities; Energy commodities; Granger causality; Vector Error Correction Model; VECM; Impulse Response Functions; IRF;

    Abstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE

  3. 2. Embedded digital filter design and implementation

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Xiao Su; [2023]
    Keywords : ;

    Abstract : Digital filters have been widely used in signal processing, to reduce or remove unwanted signals of different types, such as noise, and interference, and to enhance or keep desired signals. They are implemented as algorithms on an embedded system (a microcontroller) or a computer. READ MORE

  4. 3. RBC with Endogenous Health

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Linnéa Ekberg; Rasmus Grehn; [2023]
    Keywords : Business cycle; Health; Health investment; Time allocation;

    Abstract : The purpose of this paper is to contribute to the limited literature on RBC models with endogenous health accumulation. To this end, we develop an infinitely lived agent model with endogenous health, productivity shocks, and health shocks. Health is conceptualized as a capital stock in accordance with the Grossman model. READ MORE

  5. 4. Quantifying the Impact of EU-US "Distressed" Financial Market Integration on European Credit Supply

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ioannis Tzoumas; [2023]
    Keywords : ΔCoVaR; Loans; Credit; Risk; Integration; Business and Economics;

    Abstract : This paper proposes a new method for quantifying financial integration by adapting Adrian & Brunnermeier (2016)’s ΔCoVaR to conform with standard asset pricing literature (Lewellen & Nagel 2006, Cochrane 2009). We reconcile ΔCoVaR with standard microeconomic theory (Waller & Lewarne 1994) and test for causal relationships with respect to the contagion of US acute financial shocks to the EU’s loan supply. READ MORE

  6. 5. Understanding the Norwegian Petroleum Industry: How does Oil explain Norwegian Public Expenditure and Social Spending? How vulnerable is it to shocks?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Ignacio Ruesta Boceta; [2023]
    Keywords : Norway; Social Public Spending; Oil Exports; VEC; Impulse Response; External vulnerabilities; Business and Economics;

    Abstract : There are few people who deny that Norway's social welfare was achieved after Oil Discoveries. But there is concern about the sustainability of the Norwegian economy regarding the volatility of the Oil market. READ MORE