Essays about: "statistics of inflation"

Showing result 1 - 5 of 27 essays containing the words statistics of inflation.

1. 1. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jakob Linder; Jakob Strömholm Sontagh; [2023]
   Keywords : The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

   Abstract : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. READ MORE

3. 2. The Impact of Foreign Direct Investments on the Swedish Housing Market

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : David Andreasson; Fredrik Elm; [2023]
   Keywords : Foreign direct investment; Sweden; Real estate; Housing; Globalization; Regulation; Utländska direkta investeringar; Sverige; Fastigheter; Bostäder; Globalisering; Reglering;

   Abstract : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. 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. How Differences in Forecasted and Actual Values of Macroeconomic Indicators Influences the Stock Market.

   University essay from

   Author : Jacob Hasselmark; Filip Sköld; [2022-07-01]
   Keywords : Macroeconomic variables; Macroeconomic news; S P 500; Survey forecasts;

   Abstract : The objective of this thesis is to analyse if macroeconomic announcements have a significant influence on the stock prices on the S&P 500 index. It is investigated by various correlation tests, descriptive statistics tables and multiple OLS-regressions containing variables about economic activity, inflation and unemployment rates. READ MORE

6. 5. How did the financial crisis of 2008 and the Covid-19 pandemic affect the Swedish consumer price index?

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

   Author : Ellen Svensson; Hanna Henrysson; [2022]
   Keywords : Financial crisis; Covid-19; pandemic; effects; CPI; inflation; basket; GDP growth; unemployment; money supply;

   Abstract : This study analyzes how the financial crisis of 2008 compared to the Covid-19 pandemic affectedinflation, measured by the consumer price index, in Sweden. This study aims to give moreprofound knowledge of how two crises affect the consumer price index and therefore preventpotential future economic crises. READ MORE