Essays about: "Frederick Asafo-Adjei Sarpong"
Found 1 essay containing the words Frederick Asafo-Adjei Sarpong.
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1. Testing Granger causality with application to Exchange rates for Swedish kronor with GB pound and US dollar
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis undertakes the Causality study with application to exchange rates for Swedish kronor (SEK) with GB pound (£) and US dollar ($) in the frame work of vector Autoregressive (VAR) model. We present the theory behind the Granger Causality, unit roots and vector auto-regression. The Augmented Dickey-Fuller test for unit roots is performed. READ MORE
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