Essays about: "ARDL"

Showing result 1 - 5 of 38 essays containing the word ARDL.

  1. 1. The inflationary effects of oil price changes on advanced and developing economies

    University essay from Umeå universitet/Nationalekonomi

    Author : Hugo Lindblom; [2023]
    Keywords : ;

    Abstract : The price of oil has long been viewed as an important factor in explaining inflation. This is in part due to its importance in the economy and the large fluctuations the oil price has had historically. READ MORE

  3. 2. Gasoline prices effect on public transportation: A study of Chicago : A study of the cross-price elasticity between gasoline prices and public transportation in a metropolitan setting.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Melker Bergman; [2023]
    Keywords : Cross-price elasticity; ARDL; gasoline prices; public transportation;

    Abstract : This thesis explores the cross-price elasticity of rail and bus usage with gasoline prices. This is done to see how the short-run cross price elasticity has changed and to see if the same long-run relationship can be seen in the long run as previous pooled models. READ MORE

  4. 3. Is there a J-curve in the bilateral trade between Sweden and the Euro area? An industry data approach.

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Olav Solhusløkk Höse; [2023]
    Keywords : Bilateral trade; industry data; Sweden; Euro area; trade balance; exchange rate; J-curve effect; ARDL; bounds test;

    Abstract : This paper examines the effects of the exchange rate on bilateral industry trade in Sweden's trade with the Euro area. This is done by examining whether the J-curve effect exists using quarterly data from 1995 until 2022. READ MORE

  5. 4. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Axel Robén; Hampus Ekberg; [2023]
    Keywords : ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Abstract : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. READ MORE

  6. 5. Macroeconomic Determinants of Sovereign Credit Risk

    University essay from

    Author : Adam Aleb; Rashid Hassan; [2022-07-04]
    Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE