Search for dissertations about: "Bayesian VAR"

Showing result 1 - 5 of 18 swedish dissertations containing the words Bayesian VAR.

  1. 1. VAR Models, Cointegration and Mixed-Frequency Data

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Sebastian Ankargren; Uppsala universitet.; [2019]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; vector error correction; small open economy; mixed-frequency data; Bayesian; steady state; nowcasting; state-space model; large VARs; simulation smoothing; factor stochastic volatility; R; Statistics; Statistik;

    Abstract : This thesis consists of five papers that study two aspects of vector autoregressive (VAR) modeling: cointegration and mixed-frequency data.Paper I develops a method for estimating a cointegrated VAR model under restrictions implied by the economy under study being a small open economy. READ MORE

  2. 2. Model choice in Bayesian VAR models

    University dissertation from Örebro : Örebro university

    Author : Shutong Ding; Örebro universitet.; [2014]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik;

    Abstract : .... READ MORE

  3. 3. Option Pricing and Bayesian Learning

    University dissertation from Department of Economics, Lund Universtiy

    Author : Ola Jönsson; Lunds universitet.; Lund University.; [2007]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

    Abstract : Popular Abstract in Swedish En europeisk köpoption ger innehavaren rätten, men inte skyldigheten, att köpa en underliggande tillgång till ett visst pris, lösenpriset, vid ett bestämt datum, lösendagen. En europeisk säljoption definieras på motsvarande sätt: den ger innehavaren rätten, men inte skyldigheten att sälja den underliggande tillgången. READ MORE

  4. 4. A Bayesian approach to fault isolation with application to diesel engine diagnosis

    University dissertation from Stockholm : KTH

    Author : Anna Pernestål; KTH.; [2007]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Bayesian probability; fault diagnosis; fault isolation; Bayesian inference; TECHNOLOGY Information technology Automatic control; TEKNIKVETENSKAP Informationsteknik Reglerteknik;

    Abstract : Users of heavy trucks, as well as legislation, put increasing demands on heavy trucks. The vehicles should be more comfortable, reliable and safe. Furthermore, they should consume less fuel and be more environmentally friendly. For example, this means that faults that cause the emissions to increase must be detected early. READ MORE

  5. 5. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

    University dissertation from Örebro : Örebro University

    Author : David Knezevic; Örebro universitet.; [2019]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

    Abstract : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. READ MORE