Essays about: "Granger-causality and vector autoregressive"

Showing result 11 - 15 of 22 essays containing the words Granger-causality and vector autoregressive.

1. 11. Key Economic Sector Nexus and their Granger Causality with Electricity in Tanzania

   University essay from Göteborgs universitet/Graduate School

   Author : Emmanuel Ngereja; [2016-10-05]
   Keywords : multivariate; Augmented Dickey Fuller; Autoregressive Distributive Lag; Tanzania; Vector Error Correction Model; Vector Autoregressive; energy dependency;

   Abstract : This thesis uses annual data from 1970 - 2014 to investigate Granger causality between electricity production and key growth contributors in Tanzania. The multivariate analysis is done using Autoregressive Distributed Lag (ARDL) to check for co-integration; the Vector Error Correction (VEC) and Vector Autoregressive (VAR) models are employed for co-integrated and non-co-integrated variables respectively. READ MORE

3. 12. The Causal Relationship Between Saving and Growth : Case of Colombia, Mexico, Sweden and the UK

   University essay from Umeå universitet/Nationalekonomi

   Author : Peyman Razaghi Khamsi; [2016]
   Keywords : ;

   Abstract : This paper uses a vector error correction model (VECM) and the unrestricted vector autoregressive (VAR) model combined with Granger causality in order to determine the casual direction between saving and growth. The countries being studied are Colombia, Mexico, Sweden and the UK. READ MORE

4. 13. Oil price shocks and trade

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Viktor Åkerström; Simon Ljungqvist; [2016]
   Keywords : Oil price shocks; trade balance; VAR; Orthogonalized Impulse Response Functions; Euro area; Business and Economics;

   Abstract : This study aims to examine the effects of oil price shocks on the overall trade- and the non-oil trade balances for ten oil-importing Euro area countries. Theory suggests that the effects from an oil price shock on the oil component of the trade balance for oil importers is negative, but that the effect on the non-oil component is positive. READ MORE

5. 14. Oil Price Shocks Effect on Economic Growth - OPEC versus non-OPEC Economies

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Hanna Boheman; Josephine Maxén; [2015]
   Keywords : Business and Economics;

   Abstract : Purpose: The purpose of this thesis is to analyse how oil price shocks affect the economic growth in net-oil exporting countries. The aim is to conclude whether the economic growth in the Organisation of Petroleum Exporting Countries (OPEC) is more sensitive to oil price shocks than the economic growth in other exporting countries. READ MORE

6. 15. Tobin’s Q theory and regional housing investment : Empirical analysis on Swedish data

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Per Sax Kaijser; [2014]
   Keywords : Tobin’s Q; Housing investment; Regional data; VECM; ARDL; Fixed Effects model; Granger Causality;

   Abstract : This thesis investigates the relationship between Tobin’s Q and regional housing investment in Sweden for the time period of 1998-2012. The relationship is tested through estimation of two models for time-series analysis, a vector error correction model (VECM) and an autoregressive distributed lag (ARDL) model. READ MORE