Essays about: "Johansen Test"

Showing result 21 - 25 of 46 essays containing the words Johansen Test.

  1. 21. Modeling of nailed timber connection : Displacement path dependency in sheathing-to-framing connections

    University essay from Linnéuniversitetet/Institutionen för byggteknik (BY)

    Author : Winston Mmari; [2017]
    Keywords : Displacement path; Sheathing-to-framing; Beam-on-foundation; Embedment properties; Connector Elements;

    Abstract : Connections in wood have been investigated and advanced ever since the ground-breaking work of Johansen in the early nineteenth century. Nevertheless, not much investigation has been undertaken on the existence of load-displacement path dependency in a sheathing-to-framing connection. READ MORE

  3. 22. The Causal Relationship Between Saving and Growth : Case of Colombia, Mexico, Sweden and the UK

    University essay from Umeå universitet/Nationalekonomi

    Author : Peyman Razaghi Khamsi; [2016]
    Keywords : ;

    Abstract : This paper uses a vector error correction model (VECM) and the unrestricted vector autoregressive (VAR) model combined with Granger causality in order to determine the casual direction between saving and growth. The countries being studied are Colombia, Mexico, Sweden and the UK. READ MORE

  4. 23. The influence of macroeconomic factors on the stock markets in the Baltic countries and Western Europe - A comparison

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andrius Markevicius; Lina Giniunaite; [2016]
    Keywords : Macroeconomic variables; Stock indices; Johansen cointegration test; VECM; Granger causality test; Business and Economics;

    Abstract : The relationship between the stock market and the condition of a country’s economy is a relevant topic in the recent economic and financial studies. Therefore, the purpose of our thesis is to investigate in finding long-term and short-term relationships between the stock market and macroeconomic variables in the three Baltic countries and compare the results with three more economically developed Western European countries such as Germany, Italy and UK. READ MORE

  5. 24. Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Johanna Melinder; Katja Melnikova; [2016]
    Keywords : Cointegration; Housing prices; Stock prices; Interest rates; Stockholm region; Johansen’s test; Unit root;

    Abstract : This study examines the dynamic interaction between housing prices, stock prices and the repo rate in the Stockholm region by using the Johansen tests for cointegration. Several studies have been done on this topic, but the results are mixed across the world, and not many have been done in Scandinavia. READ MORE

  6. 25. Formation of super-Earths via pebble accretion onto planetesimals

    University essay from Lunds universitet/Astronomi - Genomgår omorganisation

    Author : Daniel Mikkola; [2015]
    Keywords : planet; formation; planet formation; exoplanets; pebble; accretion; pebble accretion; Physics and Astronomy;

    Abstract : Data from NASA's Kepler space telescope, which searches for exoplanets via the transit method, produced 1108 new planetary candidates in 2013 with a total of 91% being smaller than Neptune in size. These were mostly super-Earths, terrestial planets between Earth and Neptune in size, with orbits around 10 days. READ MORE