Essays about: "vector autoregression"

Showing result 21 - 25 of 71 essays containing the words vector autoregression.

  1. 21. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Nordenberg; Sebastian Shaqiri Johansson; [2020-02-18]
    Keywords : ;

    Abstract : This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from 2003 to 2019. To determine the relationship between the macroeconomic factors and stock market return, Granger causality tests are run on each of the markets. READ MORE

  3. 22. The determinants of beef imports in Sweden

    University essay from SLU/Dept. of Economics

    Author : Felicia Östby Andersson; [2020]
    Keywords : added value; beef; beef market; cattle; export; import; price; time series; VAR; VECM;

    Abstract : This paper investigates the determinants of Swedish beef imports using a Vector Autoregression and a Vector Error Correction model. By examining which variables responsible for the volume demanded on imported beef, one can understand how domestic beef production can compete and regain market shares from imported beef. READ MORE

  4. 23. OIL PRICE AND MACROECONOMIC VARIABLES IN AN OIL-DEPENDENT NIGERIA

    University essay from Umeå universitet/Nationalekonomi

    Author : Arinze Okeke; [2020]
    Keywords : ;

    Abstract : This study reflects an attempt to examine the relationship among oil price and three key macroeconomic variables in Nigeria over the period running from 1960 to 2018 on annualized frequency, with GDP at the centre of focus from a short-run perspective. The Keynesian aggregate demand identity equation provides the theoretical basis for generating the model utilized in the study. READ MORE

  5. 24. Public transport origin-destination matrices: pattern recognition and short-term prediction

    University essay from KTH/Numerisk analys, NA

    Author : Francesco Ferranti; [2020]
    Keywords : Statistics; machine learning; clustering; regression; OD matrices; Statistics; machine learning; clustering; regression; OD matrices;

    Abstract : Origin-Destination (OD) matrices are an essential tool in transport planning and management to model user travel patterns. An OD matrix is a picture of the public transport passengers demand in a specific temporal window The use of the metropolitan transportation system as an alternative to private cars enables a decrease of CO2 emissions, air pollution and traffic noise. READ MORE

  6. 25. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Velander Karl; Callerud Karin; [2020]
    Keywords : Granger-Causality; Vector Autoregression Model; economic growth; stock market; bank sector; Granger-Kausalitet; Vektor Autoregressiv Modell; ekonomisk tillväxt; aktiemarknaden; banksektorn;

    Abstract : .... READ MORE