Essays about: "Co-integration"

Showing result 6 - 10 of 37 essays containing the word Co-integration.

  1. 6. 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

  3. 7. 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

  4. 8. 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)

    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

  5. 9. 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

  6. 10. 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