Essays about: "vector autoregression"

Showing result 6 - 10 of 71 essays containing the words vector autoregression.

  1. 6. Unlocking the crystal ball: Deciphering recessions through dynamic relationships among leading indicators in Sweden

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mariyan Traykov; Sina Mohseni; [2023]
    Keywords : VAR; analysis; economics; forecasting; recessions;

    Abstract : Forecasting economic recessions has been a major topic of interest for economists, decisionmakers and the public alike. In this study we ventured to analyse how changes in economic output or GDP is related to changes in consumer sentiment and house prices in the Swedish economy. READ MORE

  3. 7. Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflation

    University essay from Högskolan Dalarna/Institutionen för kultur och samhälle

    Author : Rasmus Ramström; [2023]
    Keywords : Inflation; Cointegration; Vector autoregression; spillover; Sweden;

    Abstract : There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. READ MORE

  4. 8. Improving Machinery Safety : Modelling data to explain machine stops and developing a strategy on how to reduce them

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

    Author : Kristina Leijonborg; Sandra Hammarsten; [2023]
    Keywords : ;

    Abstract : The purpose of this thesis is to examine how machinery safety at Stora Enso can be increased, with the goal of reducing the amount of machine stops and improving the operational safety within the Packaging Solutions division. To do this, data from the one of the machines at the Jönköping mill has been used for classification and time series modelling. READ MORE

  5. 9. What happened to R-star? : Estimating the natural rate of interest in Sweden in unconventional times

    University essay from Umeå universitet/Nationalekonomi

    Author : Magnus Dahlberg; [2023]
    Keywords : ;

    Abstract : This study estimates the natural rate of interest in Sweden using two different models. One state-space model introduced by Holston et al. (2017b) and one vector autoregression model with time-varying parameters (TVP-VAR). The TVP-VAR model is then used to produce a forecast of the real interest rate 5 years out, for every point in time. READ MORE

  6. 10. Investigating the Reciprocal Relationship between News and Parliament: A Study of Strikes in the UK Using Deep-learning Sentiment Analysis and Vector Autoregression

    University essay from Lunds universitet/Graduate School

    Author : Yente Meijers; [2023]
    Keywords : parliamentary debate; Hansard; newspaper coverage; UK strikes; agenda setting; BERT; SiEBERT; NLP; deep learning; sentiment analysis; vector autoregression; Social Sciences;

    Abstract : Previous research has shown that the relationship between the news and parliament is complex and highly variable. Studies have found that in many countries, parliament has minimal influence on the news. However, in the UK, a reciprocal influence between parliament and the news was found, with the media having a stronger effect. READ MORE