Essays about: "Andrea Vestmann"

Found 1 essay containing the words Andrea Vestmann.

  1. 1. The Influence of Credit Growth on Output Growth in Iceland: A VEC Model Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andrea Vestmann; Janina Viebrock; [2018]
    Keywords : output growth; credit growth; Iceland; VAR model; VEC model; credit view; macroprudential policy.; Business and Economics;

    Abstract : In this thesis we used a Vector Error Correction (VEC) model to analyse whether changes in credit growth have a significant effect on output in Iceland using monthly data for the period 1997-2017. Both our results from the error variance decompositions and the impulse response functions suggest that changes in credit and exports have a large impact on Icelandic output. READ MORE