Sökning: "quantitative easing"

Hittade 3 avhandlingar innehållade orden quantitative easing.

  1. 1. US Equity REIT Returns and Digitalization

    Författare :Birger Axelsson; Han-Suck Song; Herman Donner; Peter Palm; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; REITs; quantitative easing; quantitative tightening; deep learning; LSTM; REITs; kvantitativa lättnader; kvantitativ åtstramning; djupinlärning; LSTM; Fastigheter och byggande; Real Estate and Construction Management;

    Sammanfattning : This licentiate thesis is a collection of two essays that utilize time-series econometric methods in real estate finance. The first essay applies econometric modelling on Real Estate Investment Trust (REIT) index returns, focusing on estimating the effect of the quantitative easing (QE) and quantitative tightening (QT) programmes on U.S. LÄS MER

  2. 2. A Study in the Computational Complexity of Temporal Reasoning

    Författare :Mathias Broxvall; Peter Jonsson; Ulf Nilsson; Anders Haraldsson; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; temporal and spatial information; artificiell intelligens; algebra; tractable fragments; temporal formalisms; formalism STP; Computer science; Datavetenskap;

    Sammanfattning : Reasoning about temporal and spatial information is a common task in computer science, especially in the field of artificial intelligence. The topic of this thesis is the study of such reasoning from a computational perspective. LÄS MER

  3. 3. Unconventional Monetary Policy at the International, National and Local Level

    Författare :Martin Nordström; Pär Österholm; Niclas Kreuger; Lars Hultkrantz; Jesper Lindé; Örebro universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Forecast evaluation; Municipal debt; Spread; Stochastic volatility; Sveriges Riksbank; Time-varying parameters; Unconventional monetary policy;

    Sammanfattning : This thesis is based on four essays. The first investigates time-variation in the relationship between short interest rates and consumption in the USA and Sweden. Results based on Bayesian VAR models indicate that the short rate ceased to respond to consumption shocks when constrained by the zero lower bound. LÄS MER