Essays about: "Autoregressive Distributed Lag."

Showing result 1 - 5 of 8 essays containing the words Autoregressive Distributed Lag..

  1. 1. 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

  2. 2. Chinese Import Share and reallocation effect on employment and productivity within the Swedish manufacturing industry

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Franzén; [2018]
    Keywords : Chinese Import Share; Productivity; Reallocation; Employment; Autoregressive Distributed Lag.; Business and Economics;

    Abstract : As China has become the top exporter in the world, new trade models move forward in explaining the interactions in world trade. Researchers advocate an increase in productivity and decreased survivability for low productive firms as China enters the market for domestic firms. READ MORE

  3. 3. A Valuation of the Swedish Real Estate Market. An Autoregressive Distributed Lagged Model Approach.

    University essay from Göteborgs universitet/Graduate School

    Author : Alexander Winberg; [2017-07-28]
    Keywords : ;

    Abstract : MSc in Economics.... READ MORE

  4. 4. Key Economic Sector Nexus and their Granger Causality with Electricity in Tanzania

    University essay from Göteborgs universitet/Graduate School

    Author : Emmanuel Ngereja; [2016-10-05]
    Keywords : multivariate; Augmented Dickey Fuller; Autoregressive Distributive Lag; Tanzania; Vector Error Correction Model; Vector Autoregressive; energy dependency;

    Abstract : MSc in Economics.... READ MORE

  5. 5. Impact of Foreign Direct Investment On Economic Growth of Pakistan-An ARDL-ECM Approach

    University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

    Author : Waqas Javaid; [2016]
    Keywords : GDP; FDI; growth; Pakistan; ARDL;

    Abstract : This study investigates an impact of Foreign Direct Investment (FDI) on Gross Domestic Production (GDP) of Pakistan over the period 1966-2014. I apply Autoregressive Distributed Lag- Error Correction Model (ARDL-ECM) technique to find long run effects and short run effects simultaneously. READ MORE