Essays about: "Autoregressive Distributed Lag Method"

Found 5 essays containing the words Autoregressive Distributed Lag Method.

1. 1. A study on the Determinants of FDI Inflows to China

   University essay from Södertörns högskola/Nationalekonomi

   Author : Xin Jiang; [2022]
   Keywords : ;

   Abstract : Since the Chinese government proposed the "reform and opening-up policy" in 1979, China has achieved remarkable economic development. Foreign direct investment (FDI) has played an important role in stimulating economic development and alleviating capital shortages. This thesis explores FDI by choosing China as its destination country. READ MORE

3. 2. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland

   University essay from

   Author : Emil Sköld; [2020]
   Keywords : Unemployment; oil price; oil price uncertainty; interest rate; cointegration; causality; small open economies;

   Abstract : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. READ MORE

4. 3. The Effects of Economic Growth, Energy Consumption, Trade, Urbanization, and Financial development on CO2 Emissions in Canada

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Fia Andersson; [2019]
   Keywords : Canada; Environmental Kuznets Curve; CO2 Emissions; Autoregressive Distributed Lag Method; Vector Error Correction Model; Business and Economics;

   Abstract : A noteworthy cause of climate change is the amount of CO2 emissions released into the atmosphere. This study´s objective, therefore, is to examine the relationship between CO2 emissions, economic growth, energy consumption, urbanization, trade and financial development in the case of Canada, one of the largest CO2 emitters both in per capita and in absolute terms, over the period 1960-2014. READ MORE

5. 4. Twitter based sentiment effect on stock market returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Agne Macijauskaite; Laurynas Ruzgas; [2018]
   Keywords : sentiment; Twitter; S P 500; returns; stock market;

   Abstract : The purpose of this study is to investigate the effect of Twitter based sentiment on stock market returns. We use a uniquely large dataset of 95 million tweets concerning the 102 biggest US companies, S&P 500 index and other market keywords for the year 2017. READ MORE

6. 5. Analyzing Economic Development : What Can We Learn from Remittances Recipient Countries?

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Lisa Norrgren; Hanna Swahnberg; [2015]
   Keywords : Economic growth; remittances; financial development; globalization; remittances recipients countries; developing countries; financial distress.;

   Abstract : This paper investigates the relationship between economic growth, and remittances, financial development, and globalization after controlling for different levels of international financial distress. We study four of the major remittances recipient countries individually over the period of 1976 to 2012 using an autoregressive distributed lag method (ARDL). READ MORE