Essays about: "Cointegration test"

Showing result 11 - 15 of 83 essays containing the words Cointegration test.

  1. 11. Are there signs of a bubble? : An analysis of the Luxembourg real estate market

    University essay from Jönköping University

    Author : Paul Pawlowski; Patrick Beividas de Souza; [2021]
    Keywords : Real Estate Market; Bubbles; Cointegration;

    Abstract : Luxembourg has seen an unprecedented rise in homeownership prices in the last decade, hinting the existence of a speculatory bubble. Housing bubbles can have catastrophic effects on surrounding economies, so identifying them is paramount. READ MORE

  3. 12. ANALYZING THE SUSTAINABILITY OF SWEDISH FISCAL POLICY : Johansen cointegration approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Anton Knutsson; [2021]
    Keywords : ;

    Abstract : Fiscal policy in Sweden has varied heavily over the last 50 years, from being a distributive tool during most of the 20th century to strongly focusing on stabilization policies in the 1980s and 90s. This study examines the sustainability of Swedish fiscal policy in terms of public debt between 1800 and 2019 using data from Mauro et al. (2013). READ MORE

  4. 13. DETERMINANTS OF FOREIGN DIRECT INVESTMENT IN RWANDA

    University essay from Umeå universitet/Nationalekonomi

    Author : Renson Gatsinzi; [2021]
    Keywords : ;

    Abstract : This study attempts to examine the factors determining foreign direct investment in Rwanda for the period 1970-2019. The study considers trade openness, market size, and government expenditure as the determinants of FDI inflows. Time series analysis is used to examine the significant determinants of FDI inflows in Rwanda. READ MORE

  5. 14. Investigating the existence of a bank lending channel in Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Mervan Bedikanli; [2021]
    Keywords : ;

    Abstract : This paper uses quarterly Swedish bank-level data from 1999 to 2019 in an attempt to study the existence of a bank lending channel in Sweden. The bank lending channel is concerned with the role of credit in an economy, where it is argued that monetary policy can affect the real economy through a credit channel, in which banks shift their supply of loans to the public. READ MORE

  6. 15. The Housing Bubble Situation in Third-level Cities in China : ACcase Study of Yangzhou

    University essay from KTH/Fastigheter och byggande

    Author : Jiarui Lyu; [2021]
    Keywords : Housing bubble; Yangzhou; ADF test; Cointegration Analysis; Granger Causality; Regression Analysis; Bostadsbubbla; Yangzhou; ADF-test; ko-integrationsanalys; Granger-kausalitet; regressionsanalys;

    Abstract : Housing bubbles could have a great impact on the economy of a country, especially for a country as large as China. Therefore, it is necessary to evaluate the housing bubble situation of a region. READ MORE