Essays about: "Granger- causality"

Showing result 1 - 5 of 172 essays containing the words Granger- causality.

  1. 1. Exploring the Determinants of Agricultural Commodity Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Blidberg; Ludwig Skans; [2023-06-29]
    Keywords : Agricultural commodities; Energy commodities; Granger causality; Vector Error Correction Model; VECM; Impulse Response Functions; IRF;

    Abstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE

  3. 2. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Keywords : S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Abstract : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. READ MORE

  4. 3. The impact of financial intermediation on economic growth in East African Community (EAC) and North African countries

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Ikraan Jeylani Hassan; Khali Mohamed; [2023]
    Keywords : EAC; North African; Financial intermediation; Economic growth; Granger causality;

    Abstract : This thesis investigates the impact of financial intermediation on economic growth in two regions: the East African Community (EAC) countries (Burundi, Kenya, Tanzania, Rwanda, and Uganda) and North African countries (Algeria, Egypt, Morocco, and Tunisia). The study analyzes the regions employing a Granger causality test and explores if financial intermediation influences economic growth. READ MORE

  5. 4. Unveiling the Predictive Power

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alex Lundvall; Gabriel Ahonen; [2023]
    Keywords : Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

    Abstract : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. READ MORE

  6. 5. Democracy and Socio-Economic Development in Argentina

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Bart Westerveld; [2023]
    Keywords : Argentina; political regimes; democracy; regime durability; socioeconomic development; Business and Economics;

    Abstract : The goal of this paper is to examine the relationship between democracy and socio-economic development in Argentina. Argentina was chosen due to its dynamic political history, and because economically it is a unique country, having faced strong economic decline last century. READ MORE