Browsing Department of Economics / Institutionen för nationalekonomi med statistik by Title
Now showing items 296-315 of 552
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Macroeconomic Determinants of European FDI Outflows - An Empirical Approach
(2015-09-17)The aim of this thesis is to investigate the effect of country specific characteristics on foreign direct investment (FDI) outflows of ten European countries. The macroeconomic determinants included in the study are income, ... -
Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market
(2020-02-18)This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from ... -
Macroeconomic Forces and Their Effects on the Swedish Banking Sector
(2013-03-20)After the bankruptcy of Lehman Brothers in September 2008 international capital markets trembled of uncertainty and investors did not know where the markets were heading. The market turmoil also had an impact on Sweden and ... -
Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.
(2022-02-15)Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting ... -
Market efficiency and herding: A cross-country analysis
(2014-06-24)In this thesis we examine whether or not herd behavior, the act of market participants to ignore their own beliefs and instead follow the market consensus, is present in four different stock markets. To be able to establish ... -
Market regulations targeting emissions from the European Union's milk industry - An Environmental Economic Thesis
(2019-08-08)The objective of the thesis is to investigate how two different emission tax levels can change the greenhouse gas emissions from the European Union’s milk industry. The two different tax levels are an EU ETS price of 25.85 ... -
Marknadshyrans Effekt på Arbetslösheten - En Difference-in-difference-studie av avskaffandet av hyresregleringen i Finland
(2021-02-09)The aim of this study is to investigate how the abolishment of rent control and changed mobility on the labor market in Finland affects its unemployment. It is of importance to examine the mechanisms that affect unemployment ... -
Measuring inflation - History, theory, applications and importance
(2016-07-05)Sweden and other western economies have been battling low rates of inflation since the eco-nomic crisis of 2008. However, the Swedish economy is booming, with soaring house prices and falling rate of unemployment which got ... -
Measuring the impact of the 2009 COP15 Copenhagen Summit - An event study of coal and solar portfolios in the United States of America and China
(2017-06-28)One of the biggest challenges currently facing mankind is tackling the challenge of climate change. To mitigate this, there have been several multilateral conferences, where some steps have been taken. The Copenhagen Summit ... -
Metoder för biaskorrigering vid punktskattning av populationsstandardavvikelsen - En jämförande simuleringsstudie vid normalfördelad population
(2021-07-09)Det finns flera olika metoder som har till syfte att korrigera bias vid estimering av populationsstandardavvikelsen för en normalfördelad population. Det är ett ämne som över tid har avhandlats i en rad olika statistiska ... -
Microfinance and agricultural productivity - A study exploring the relationship between access to credit and agricultural productivity
(2022-07-08)This thesis establishes a macro-level analysis of how credit and microfinance affect agricultural productivity. We use fixed effects regression for panel data with countries as the cross-sectional variation from 2000 to ... -
MIDAS and GARCH; A comparison of predictive ability using real world data
(2017-06-26)I compare GARCH and MIDAS one-day-ahead forecasts of volatility using high frequency data from the CRSP U.S. Mega Cap Index. The MIDAS models are estimated using high frequency data sampled at 5, 15 and 30 minute intervals ... -
Migration from outside of the European Union - Labor market outcomes in the Swedish municipalities
(2017-06-28)In the aftermath of recent years unusually large influx of immigrants to Sweden from outside of the European Union, the debate regarding the impact of immigration on the economy and the labor market has intensified. Some ... -
MINIMILÖN OCH TILLFREDSSTÄLLELSE MED ARBETET - Ett kvasi-naturligt experiment i Storbritannien
(2017-06-29)This paper investigates the effects of a minimum wage that was implemented first of April 1999 in the United Kingdom. The national minimum wage act meant in practice that everyone at an age of 22 or older should earn at ... -
Minskad smittspridning av hepatit C - en effekt av sprututbytesverksamheter?
(2023-06-26)In recent years, the number of syringe exchange programs have dramatically increased in Sweden and by the end of 2023 the programs will be established in every region of the country. For the cases of hepatitis C where the ... -
Missing the mark on malaria?A quantitative study of the effects of the 2007 Malawian malaria treatment change on under-five mortality
(2020-02-18)Malaria continues to impose a high burden on the Malawian population, in particular on children under the age of five, accounting for about 20 percent of all deaths among under-fives in 2000. In an effort to curb these ... -
Mitigation of drug sentencing and its effect on crime- Evidence from Supreme Court rulings
(2018-02-13)We estimate the effect of several Supreme Court rulings during 2011 and 2012 that reduced the punishment for serious drug crime. We evaluate whether a decrease in punishment for serious drug crime had an impact on the ... -
Modelling rare events using non-parametric machine learning classifiers - Under what circumstances are support vector machines preferable to conventional parametric classifiers?
(2021-04-06)Rare event modelling is an important topic in quantitative social science research. However, despite the fact that traditional classifiers based upon general linear models (GLM) might lead to biased results, little attention ... -
Models for Credit risk in Static Portfolios
(2015-07-02)In this thesis we investigate models for credit risk in static portfolios. We study Vasicek's closed form approximation for large portfolios with the mixed binomial model using the beta distribution and a two-factor model ... -
Morningstars hållbarhetsbetyg - en finansiell prestationsanalys
(2021-02-09)Morningstar Sustainability Rating (MSR) är ett hållbarhetsbetyg som har funnits på finansmarknaden sedan mitten av 2016. Det är ett lättillgängligt mått som avspeglar information om bolags hållbarhetsmeriter, vilket gör ...