Essays about: "thesis topic econometrics"
Showing result 1 - 5 of 8 essays containing the words thesis topic econometrics.
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1. The 2016 US Primary Elections and Twitter: A methodological study of econometrics, machine learning and their intersection
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : In this thesis modern methods in using social media data from Twitter to predict the 2016 US primary elections are investigated. The collected data is processed via a simplified sentiment analysis and later used in modelling election results with less traditional linear models and methods within statistical learning. READ MORE
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2. Automatic Stabilization in Sweden - Developments through 30 years of economic change
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis deals with the topic of effectiveness of automatic stabilization in Sweden from 1970 and onwards. A simple model of how the business cycle affects taxes (through the automatic stabilizers) is used to construct new series for disposable incomes, aggregate demand components and finally aggregate demand. READ MORE
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3. On the Valuation of ‘Big Pharma’s’ Research Pipelines
University essay from Institutionen för ekonomisk och industriell utvecklingAbstract : Background: Tougher demands from regulators on drugs efficiency and safety,governmental cost cutting and more complex areas of research, has led to that the importance of the pharmaceutical industry’s research pipelines are increasing. Even though the capital markets views on the pharmaceutical industry and its valuation is changing, the authors is not aware of any prior research that has been conducted on the topic of how the market reacts to clinical trial results or how security analysts valuates product pipelines. READ MORE
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4. The Efficiency of the Chinese Stock Market with Respect to Monetary Policy
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Due to the bull stock market in China, the efficiency of the Chinese stock market has been one of the hot topics. Because monetary policy plays an important role in Chinese economy and there is a close relationship between stock returns and monetary policy, I test the efficient market hypothesis (EMH) for the Chinese stock market with respect to monetary policy. READ MORE
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5. Studies of time-series versus cross-sectional correlations in Eastern and Western European stock markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Reducing the risk exposure in investment portfolios is a constant topic in financial literature. This thesis aims to discuss and compare the risk level in portfolios of only Eastern or only Western European market indices by studying the correlation within each one of the portfolios. READ MORE