Essays about: "Autoregressive Distributed Lag."

Showing result 11 - 15 of 18 essays containing the words Autoregressive Distributed Lag..

1. 11. 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

3. 12. 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

4. 13. 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 : I study the valuation of the Swedish real estate market by using an error correction model (ECM). I estimate an ECM by using an autoregressive distributed lag model (ARDL). By choosing an ARDL model, this paper overcomes previous critic; that all variables are assumed to be integrated of the same order. READ MORE

5. 14. 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 : This thesis uses annual data from 1970 - 2014 to investigate Granger causality between electricity production and key growth contributors in Tanzania. The multivariate analysis is done using Autoregressive Distributed Lag (ARDL) to check for co-integration; the Vector Error Correction (VEC) and Vector Autoregressive (VAR) models are employed for co-integrated and non-co-integrated variables respectively. READ MORE

6. 15. 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