Search for dissertations about: "Vector Autoregression"

Showing result 6 - 10 of 16 swedish dissertations containing the words Vector Autoregression.

  2. 6. Aspects of Macroeconomic Saving

    Author : Johan Adler; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Saving; Consumption; Present value model; Capital mobility; Current account; Permanent income hypothesis; Excess sensitivity hypothesis; Tax smoothing hypothesis; Budget policy; Budget deficits; Cointegration; Vector autoregression; Monte Carlo study; Bootstrap;

    Abstract : This thesis deals with various aspects of macroeconomic saving. It consists of an introduction and four self-contained papers. Paper I, "From closed to open door policy: An empirical study of China's international capital mobility, 1958-98," is an empirical application of the open economy permanent income hypothesis (PIH). READ MORE

  4. 7. Aspecte of Bayesian Cointegration

    Author : Mattias Villani; Daniel Thorburn; Rolf Larsson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Cointegration; Estimation; Lag-length; Prediction; Restrictions; statistik; Statistics;

    Abstract : .... READ MORE

  5. 8. Factor-Augmented Forecasting for High-Dimensional Data

    Author : Ying Pang; Martin Sköld; Martin Singull; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; High-Dimensional Data; Factor-Augmented Forecasting; Principal Component; Lasso; Cross Validation; Multi-Level Factor; Predictive Performance; matematisk statistik; Mathematical Statistics;

    Abstract : In this thesis, we take a critical look at the factor-augmented forecast models, when a large number of time series variables available can provide the vital information for prediction. We discuss how to describe the commonality and idiosyncrasy of high-dimensional data by a handful of factors in various levels, and how to improve the predictive performance using these factors as augmented predictors. READ MORE

  6. 9. Climate and dengue fever : early warning based on temperature and rainfall

    Author : Yien Ling Hii; Nawi Ng; Joacim Rocklöv; Rainer Sauerborn; Sven Britton; Umeå universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; dengue fever; temperature; rainfall; forecasting model; early warning; epidemic; dengue risk index; folkhälsa; Public health;

    Abstract : Background: Dengue is a viral infectious disease that is transmitted by mosquitoes. The disease causes a significant health burden in tropical countries, and has been a public health burden in Singapore for several decades. Severe complications such as hemorrhage can develop and lead to fatal outcomes. READ MORE

  7. 10. Dynamics of macroeconomic and financial variables in different time horizons

    Author : Hyunjoo Kim Karlsson; R. Scott Hacker; Catherine L. Mann; Jönköping University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of an introductory chapter and four papers dealing with financial issues of open economies, which can be in two broad categorizations: 1) exchange rate movements and 2) stock market interdependence. The first paper covers how the exchange rate changes affect the prices of internationally traded goods. READ MORE