Essays about: "Co-integration"

Showing result 1 - 5 of 34 essays containing the word Co-integration.

  1. 1. DETERMINANTS OF INFLATION IN ETHIOPIA FROM 1980 to 2019

    University essay from Umeå universitet/Nationalekonomi

    Author : Robera Gadisa Adugna; [2021]
    Keywords : ;

    Abstract : This study examines the determinants of inflation in Ethiopia, using Vector Error Correction Model (VECM) by using annual time series data from 1980 to 2019. Augmented Dickey-Fuller unit root test indicated that the variables are integrated of order one. However, the variables transformed to stationary by taking the first difference. READ MORE

  2. 2. 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

  3. 3. The effect of immigration on the regional labor market outcome

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mohamad Alshalabi; [2020]
    Keywords : Immigration; Sweden; Employment; labor-market outcome; ARDL; Co-integration;

    Abstract : The effect of immigration on labor-market performance is the subject of various studies; most of those studies focus on the effect of immigrants on wages. The characteristics of the Nordics labor-market cause a shift in the focus to another labor-market outcome. READ MORE

  4. 4. EMPIRICAL ANALYSIS OF THE DOMESTIC SAVING BEHAVIOUR IN RWANDA

    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

  5. 5. The nonlinear relationship between inflation and economic growth : A dissection of the threshold level between inflation and economic growth in Sweden between 1971-2017.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Gustav Jonason; Pontus Jismark; [2019]
    Keywords : Economic growth; Inflation; Threshold level of inflation; Relationship between inflation and economic growth;

    Abstract : A common belief about inflation and economic growth has developed during recent years. This belief is that a “low” and stable inflation rate favors economic growth. The underlying arguments for this are that a low inflation rate create a beneficial playground for all participants. READ MORE