Essays about: "predicting inflation"

Showing result 1 - 5 of 14 essays containing the words predicting inflation.

  1. 1. Are Distributional Variables Useful for Forecasting With the Phillips Curve?

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Elsa Rosengren; Pippa Johns; [2024]
    Keywords : Distributional Variables; Heterogeneous Agents; Inflation; Phillips Curve; Inequality;

    Abstract : Does information on the distribution of wealth and income help us forecast aggregate macroeconomic variables? In this thesis, we study how adding such distributional variables to a standard forecasting model affects the forecast accuracy, in the context of inflation forecasting. Using the simulated inflation forecasting approach of Atkeson and Ohanian (2001), we perform a horse race between a textbook NAIRU Phillips curve to an extension augmented with variables from the wealth and income distributions. READ MORE

  3. 2. An Evaluation of Leading Indicators in the Context of a Swedish Recession

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rami Soliman; [2023]
    Keywords : Probit; Financial Crisis; Recession; Sweden; Leading Indicators; Business and Economics;

    Abstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE

  4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 4. Improving House Price Prediction Models: Exploring the Impact of Macroeconomic Features

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Martin Holmqvist; Max Hansson; [2023]
    Keywords : Machine learning; random forest; xgboost; macroeconomic features; house prices;

    Abstract : This thesis investigates if house price prediction models perform better when adding macroe- conomic features to a data set with only house-specific features. Previous research has shown that tree-based models perform well when predicting house prices, especially the algorithms random forest and XGBoost. READ MORE

  6. 5. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

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

    Author : Nadine Eklund; [2023]
    Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

    Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE