SÅ GÖR DU JOURNALISTKARRIÄR: Var man, Var vit, Var medelklass
Title: Så gör du journalistkarriär: Var man, var vit, var medelklass Authors: Saga Aschan Kjellström, Isak Berndtsson & Maja Skvagerson Level: Bachelor thesis in Journalism Term: HT 2024 Supervisor: Jenny Wiik This study investigates how Swedish journalists with five to fifteen years of experience in the industry perceive the impact of different ...
Aschan Kjellström, Saga +2 more
openaire +1 more source
Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study [PDF]
This paper studies the relationships between inflation, economic activity, credit, monetary policy, and residential property and equity prices in 17 OECD countries, using quarterly data for 1986-2006.
Katrin Assenmacher-Wesche +1 more
core
Complete chloroplast genome sequencing of <i>Morus alba</i> var. <i>pendula</i> Dippel, 1753 from North China. [PDF]
Wang B, Wang H, Wang D, Shen C, Gao Y.
europepmc +1 more source
Research and contributions by members of Centre archéologique du Var, partly supported and funded by the Conseil général du Var.Includes bibliographical references (volume 1, pages 11-63) and ...
Brun, Jean-Pierre, +5 more
core
A Randomized Factorial Trial of Varenicline, Nicotine Lozenges, and Smartphone Medication Adherence Reminders for Smoking Cessation: Protocol for the COMBO II Study. [PDF]
Machado NM +13 more
europepmc +1 more source
Structural VAR identification of the Turkish business cycles [PDF]
In this paper, we investigate some of the main properties of the Turkish business cycles. Our empirical findings indicate that domestic inflation is countercyclical with real output and lags the GDP cycle by one quarter.
Levent, Korap
core
Effective Connectivity and Clinical Correlates in Chronic Obstructive Pulmonary Disease. [PDF]
Han KI +7 more
europepmc +1 more source
A Gibbs simulator for restricted VAR models [PDF]
Many economic applications call for simultaneous equations VAR modeling. We show that the existing importance sampler can be prohibitively inefficient for this type of models.
Tao Zha, Daniel F. Waggoner
core
Bootstrap prediction intervals for VaR and ES in the context of GARCH models [PDF]
In this paper, we propose a new bootstrap procedure to obtain prediction intervals of future Value at Risk (VaR) and Expected Shortfall (ES) in the context of univariate GARCH models.
Esther Ruiz, María Rosa Nieto
core
<i>Clematis pedunculata</i> (Ranunculaceae), a new species from Korea previously confused with <i>C. fusca</i> var. <i>violacea</i>. [PDF]
Park BK, Lee DH, Kim SC, Son DC.
europepmc +1 more source

