Search for dissertations about: "VAR model"

Showing result 1 - 5 of 784 swedish dissertations containing the words VAR model.

  1. 1. Model choice in Bayesian VAR models

    University dissertation from Örebro : Örebro university

    Author : Shutong Ding; Mattias Villani; [2014]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik;

    Abstract : .... READ MORE

  2. 2. Essays on Financial Markets and the Macroeconomy

    University dissertation from Stockholm : Department of Economics, Stockholm University

    Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; [2017]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE

  3. 3. Vibration transmission in lightweight buildings : Numerical prediction models

    University dissertation from Structural Mechanics, Lund University

    Author : Ola Flodén; [2016-12-22]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; vibration transmission; structure-borne sound; wood buildings; numerical modelling; finite element method; structure-acoustic coupling; model validation; model calibration; dynamic substructuring; model order reduction;

    Abstract : Ljud från grannar är ett återkommande problem för boende i flerfamiljshus. Problemen är generellt mer omfattande för de som bor i flervåningshus byggda i trä, en byggnadstyp som blir allt vanligare i Sverige. Många av de boende i trähus upplever även att störande vibrationer är vanligt förekommande i trähus. READ MORE

  4. 4. Abdominal aortic aneurysm inception and evolution - A computational model

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Andrii Grytsan; T. Christian Gasser; Martin Kroon; Frans N. van de Vosse; [2016]
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Aorta; Aneurysm; AAA; Blood Flow; Wall Shear Stress; Growth and Remodeling; Mixture Model; Growth Kinematics; Fluid-Solid-Growth; Aorta; Aneurysm; AAA; Blodflöde; Vägg Skjuvspänning; Tillväxt och Strukturförändring; Blandning Modell; Tillväxt Kinematik; Teknisk mekanik; Engineering Mechanics;

    Abstract : Abdominal aortic aneurysm (AAA) is characterized by a bulge in the abdominal aorta. AAA development is mostly asymptomatic, but such a bulge may suddenly rupture, which is associated with a high mortality rate. Unfortunately, there is no medication that can prevent AAA from expanding or rupturing. READ MORE

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

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Sebastian Ankargren; Johan Lyhagen; Yukai Yang; Gregor Kastner; [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