Essays about: "vector autoregression"

Showing result 16 - 20 of 71 essays containing the words vector autoregression.

  1. 16. Determinants of Inflation - Evidence from Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Sundén; Emanuel Skeppås; [2022]
    Keywords : Bayesian Vector Autoregression; Structural Vector Autoregression; New Keynesian Phillips Curve; Inflation; Sign and Zero Restrictions; Business and Economics;

    Abstract : This thesis examines what have been the main drivers of inflation in Sweden in recent years. This is done through the New Keynesian Phillips Curve with marginal cost which serves as the theoretical background to explain inflationary behavior. READ MORE

  3. 17. Anomaly Detection on Embedded Sensor Processing Platform

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Yichen Cao; [2021]
    Keywords : Anomaly Detection; ARIMA; STL; LSTM; VAR; Avvikelsedetektion; ARIMA; STL; LSTM; VAR;

    Abstract : Embedded platforms are often used as a sensor data processing node to collect data and transmit the data to the remote server. Due to the poor performance and power limitation, data processing was often left to the remote server. READ MORE

  4. 18. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Axel Öhlund; Anna Domnina; [2021]
    Keywords : Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

    Abstract : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. READ MORE

  5. 19. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9

    University essay from KTH/Matematik (Avd.)

    Author : Christian Corfitsen; [2021]
    Keywords : IFRS 9; Expected credit loss; ECL; VAR; Vector Autoregression; Forecasting; Impulse Response Analysis; Forecast Error Variance Decomposition; IFRS 9; Expected credit loss; ECL; VAR; Vektorautoregression; Prognostisering; Impulsresponsanalys; Forecast error variance decomposition;

    Abstract : In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. READ MORE

  6. 20. Nowcasting U.S. Inflation: The Role of Online Retail Prices

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Edvin Ahlander; Eric Axdorph; [2021]
    Keywords : Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

    Abstract : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. READ MORE