Essays about: "GRANGER CAUSALITY"

Showing result 6 - 10 of 172 essays containing the words GRANGER CAUSALITY.

  1. 6. Export-Led Development in China: Examining the Role of Exports in Driving Economic Growth

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Wendla Hamberg; [2023]
    Keywords : Industrialization; import substitution; export promotion; export-led growth theory; industrialization approaches; GDP growth; exports; foreign direct investment; gross fixed capital formation; population growth; imports; causality; statistical significance; Business and Economics;

    Abstract : This research examines the relationship between Exports and GDP Growth as China transitioned from Import Substitution (IS) to Export Promotion (EP) as their strategy to industrialize. China has experienced remarkable economic growth over the years, becoming one of the world’s largest economies. READ MORE

  3. 7. Interest rates and their impact on the stock market : Evidence from Sweden

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Felicia Andersson; Robin Fogelberg; [2023]
    Keywords : Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

    Abstract : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. READ MORE

  4. 8. A Granger Causality Analysis of China's Energy-Growth Nexus

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Victor Adolfsson Gelati; [2023]
    Keywords : Hydropower Consumption; Economic Growth; Granger Causality Test; Business and Economics;

    Abstract : This paper discusses the subject of economic growth and energy usage, focusing on a singular renewable energy source. The aim is to investigate the causal relationship between hydropower consumption and economic growth in China over the period 1965-2021. READ MORE

  5. 9. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Nsengiyumva Samson; [2023]
    Keywords : ;

    Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE

  6. 10. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alice Hindersson; Siri Jäderberg; [2023]
    Keywords : Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

    Abstract : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. READ MORE