Essays about: "Co-integration analysis"

Showing result 1 - 5 of 15 essays containing the words Co-integration analysis.

  1. 1. Relationship between Real Estate Industry and Stock Market in China

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Zeyu Di; [2020]
    Keywords : real estate; stock market; causal relationship; asset allocation; economic area; portfolio; Chinese provinces;

    Abstract : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. READ MORE


    University essay from Umeå universitet/Nationalekonomi

    Author : Joseph Basabose; [2020]
    Keywords : ;

    Abstract : This study examines the relationship between gross domestic savings, exports of goods and services, foreign direct investment, population growth rate, final expenditure, and gross domestic income in Rwanda for the period that stretches from 1988-2018. The Johansen co-integration test indicated the presence of a co-integrating relationship between variables. READ MORE

  3. 3. The Effect of Oil Prices on Floating Exchange Rates

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Maha Eshak; [2018]
    Keywords : VECM; VAR; oil prices; exchange rates; oil dependent countries; short-run causality; long-run causality; Granger; floating currencies; co-integration; ADF; Business and Economics;

    Abstract : This thesis contributes to the existing literature by examining the effect of oil prices on floating exchange rates of oil dependent countries. I conduct empirical tests on monthly data of 32 currencies over a timeframe of 15 years from 2003 to 2017 and 13 currencies over a timeframe of 25 years from 1993 to 2017. READ MORE

  4. 4. Interlinked Roundwood Markets in Sweden, Norway and Finland : An econometric study of roundwood assortment prices

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Victoria Eriksson; [2018]
    Keywords : Interlinked markets; market integration; co-integration; roundwood; Johansen s test; Granger causality;

    Abstract : Market integration is a frequently discussed topic. This study presents an econometric analysis of the interlinkages between the Swedish, Norwegian, and Finnish coniferous roundwood assortment markets by conducting the Johansen’s co-integration test. It also investigates the directional causality between markets concluded integrated. READ MORE

  5. 5. 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