Essays about: "macroeconomy"

Showing result 1 - 5 of 18 essays containing the word macroeconomy.

  1. 1. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Tobias Andersson; Mattias Mentes; [2023]
    Keywords : Probability of Default; Machine Learning; Stress Testing; Logistic Regression; Decision Tree; Random Forest; Artificial Neural Network;

    Abstract : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. READ MORE

  3. 2. House Transactions in the Macroeconomy as Needs Change over the Life Cycle

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ruben Åkerlund; [2023]
    Keywords : House Prices; Bargaining; Multiple Equilibria; Business and Economics;

    Abstract : A long-term overlapping generations macroeconomic framework is presented, in which a downsizing old generation bargains with an upsizing middle-aged generation to settle on house prices. In this model, both expectations, which are coordinated by the relative bargaining power of each generation, and credit conditions, which influence the range of prices each side will accept, are important for the resulting house price. READ MORE

  4. 3. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Henrik Saxton; [2022]
    Keywords : Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

    Abstract : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. READ MORE

  5. 4. Modeling stock market liquidity using macroeconomic variables: Evidence from Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Robin Mannoun; David Sjöblom; [2021]
    Keywords : Stock Market Liquidity; Macroeconomy; Nasdaq Stockholm; Empirical Finance; Econometrics; Business and Economics; Mathematics and Statistics;

    Abstract : This paper contributes both to investigating the relationship between the macroeconomic environment and stock market liquidity and to reviewing existing empirical evidence related to this relationship. We develop and examine panel data regression models for stock market liquidity based on macroeconomic factors. READ MORE

  6. 5. Macroeconomic factors' impact on the number of bankruptcies among small and medium-sized companies

    University essay from KTH/Matematisk statistik

    Author : Agnes Hansson; Agnes Lindvall; [2020]
    Keywords : Bachelor thesis; bankruptcy; macroeconomic factors; multiple regression analysis; Kandidatuppsats; konkurs; makroekonomiska faktorer; multipel linjärregression; statistik.;

    Abstract : Small and medium-sized companies constitute a large part of the Swedish economy and are to a great extent exposed to the developments in the macroeconomy. There is a general consensus that it exists a relationship between these two components, but to what dimension is it true? The aim of this thesis is to evaluate if the number of bankruptcies among small and medium-sized companies can be explained by the situation in the macroeconomy. READ MORE