Essays about: "DOLS"

Found 5 essays containing the word DOLS.

  1. 1. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Henrik Saxton; [2022]
    Keywords : Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

    Abstract : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. READ MORE

  3. 2. Stock Markets and Real Economic Activity : Zooming out to show a broader picture using 12 EU Membership Countries

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Christian Truedsson; [2019]
    Keywords : Stock Market; Real Economic Activity; Present Value Model; Cointegration;

    Abstract : This thesis analyzes the long run relationship between stock markets and macroeconomic variables, such as the real industrial production index, consumer price index, money supply, and long-term government bonds. By the use of recent developments in cointegration methodologies a larger set of countries is analyzed due to mitigation of the issue where variables are integrated of different orders. READ MORE

  4. 3. House price developments in Sweden : The role of fundamentals

    University essay from Umeå universitet/Nationalekonomi

    Author : Andreas Wikström; [2017]
    Keywords : ;

    Abstract : House prices in Sweden have been increasing at an unprecedented pace since the mid-1990s. In this study, I examine the main causes behind this increase. Specifically, if the increase in house prices can be explained by movements in so-called fundamental factors. READ MORE

  5. 4. The Crime of Fiscal Neglect and Punishment of High Rates – A Panel Study for EMU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Victor Ahlqvist; [2016]
    Keywords : EMU; Long-term Interest Rates; Government Debt; Fiscal Deficits; GIIPS; Business and Economics;

    Abstract : This paper examines long-term interest rates and fiscal liabilities within EMU in the context of the recent sovereign debt crisis; where Greece, Ireland, Italy, Portugal and Spain faced rising interest rates in contrast to the rest of the EMU. An assessment of the short and long-run properties of long rates, fiscal deficits and government debt are estimated for 11 EMU countries in the time span 1999-2015. READ MORE

  6. 5. Pollution, Electricity Consumption, and Income in the Context of Trade Openness in Zambia

    University essay from Umeå universitet/Nationalekonomi

    Author : Mudenda Lackson Daniel; [2016]
    Keywords : Dynamic OLS; Vector Error Correction Model; real GDP; CO2 Emissions; Electricity consumption and Foreign Trade;

    Abstract : This paper examines the Environmental Kuznets Curve (EKC) hypothesis and tests for causality using Dynamic Ordinary Least Squares (DOLS) and the Vector Error Correction Model (VECM). There is evidence of long-run relationships in the three models under consideration. READ MORE