Sökning: "Macroeconomic forecasting"

Visar resultat 1 - 5 av 13 avhandlingar innehållade orden Macroeconomic forecasting.

1. 1. Electoral Incentives and Information Content in Macroeconomic Forecasts

   Författare :André Reslow; Mikael Carlsson; Jesper Lindé; Gisle James Natvik; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Brexit; Electoral Cycles; Forecast Evaluation; Forecasting; Imperfect Information; Interest Groups; Political Selection; Voting; Economics; Nationalekonomi;

   Sammanfattning : Essay I (with Davide Cipullo): This essay introduces macroeconomic forecasters as new political agents and suggests that they use their forecasts to influence voting outcomes. The essay develops a probabilistic voting model in which voters do not have complete information about the future economy and rely on professional forecasters when forming beliefs. LÄS MER

3. 2. Factor-Augmented Forecasting for High-Dimensional Data

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

   Sammanfattning : 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. LÄS MER

4. 3. Common features in vector nonlinear time series models

   Författare :Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

   Sammanfattning : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. LÄS MER

5. 4. Essays on the Scandinavian Stock Markets

   Författare :Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. LÄS MER

7. 5. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

   Författare :Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

   Sammanfattning : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. LÄS MER