Essays about: "Engle-Granger Co-integration"
Found 3 essays containing the words Engle-Granger Co-integration.
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1. Oil and Dutch Disease : The case of Nigeria
University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)Abstract : This essay examines the impact of the phenomenon of Dutch Disease on the agriculture sector in Nigeria since the beginning of the 1980s. Dutch Disease is a misfortune that generally affects resource-rich countries due to exploiting and exporting their natural resources. READ MORE
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2. Productivity Growth Rates in Europe and the USA: A Tale of Convergence in the 21st Century
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In mid 90’s, productivity growth rate started to accelerate in the USA. The sources of this resurgence were the IT-producing industry and the IT-using market services. Meanwhile, Europe was still suffering from the low level of productivity growth rates. This fact leads to pessimistic assessments about the economic future of Europe. READ MORE
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3. Household debt in Sweden an empirical investigation of the determinants of the debt increase from 1980-2009
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The Swedish household debt has been quite high and increasing for the past 30 years. In this thesis I tried to find the underlying reasons for the development in the long-run by using the Engle-Granger two-step model for co-integration but found that there was no co-integration between the household debt to disposable income ratio and the chosen variables. READ MORE