Search for dissertations about: "var"

Showing result 6 - 10 of 4005 swedish dissertations containing the word var.

  2. 6. Essays on Financial Markets and the Macroeconomy

    Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    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

  4. 7. Toward Sequential Data Assimilation for NWP Models Using Kalman Filter Tools

    Author : Jelena Bojarova; Rolf Sundberg; Krzysztof Podgorski; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian state space models; Kalman filtering; ETKF; 3D-Var; data assimilation; NWP; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Abstract : The aim of the meteorological data assimilation is to provide an initial field for Numerical Weather Prediction (NWP) and to sequentially update the knowledge about it using available observations. Kalman filtering is a robust technique for the sequential estimation of the unobservable model state based on the linear regression concept. READ MORE

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

    Author : David Knezevic; Pär Österholm; Stig Vinther Møller; Örebro universitet; []
    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

  6. 9. Foreign Exchange Intervention, Sterilization and Credibility in the EMS: An empirical study

    Author : Joao M. de Matos Loureiro; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Credibility; EMS; interest rate policy; intervention; monetary independence; sterilization; VAR model;

    Abstract : .... READ MORE

  7. 10. Towards understanding the SURFIN protein family and var genes in Plasmodium falciparum

    Author : Fingani Annie Mphande; Karolinska Institutet; Karolinska Institutet; []
    Keywords : ;

    Abstract : Plasmodium falciparum, the parasite responsible for severe malaria, has been shown to use different protein families for its survival and proliferation within the human host. Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1), a protein responsible for the cytoadherence of parasitized red blood cells (pRBCs) has been implicated in severe disease. READ MORE