Essays about: "Granger-causality and vector autoregressive"

Showing result 21 - 22 of 22 essays containing the words Granger-causality and vector autoregressive.

1. 21. Financial Development and Economic Growth: The Case of Chinese Banking Sector

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Katarzyna Burzynska; [2009]
   Keywords : economic growth; China; Granger Causality; Financial Development; Banking Sector; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : China’s economy has developed rapidly since the introduction of market reforms in 1978. In parallel came the reforms within the financial sector and the most of financial intermediation between savings and investment has been channelled through the banking sector. READ MORE

3. 22. Testing Granger causality with application to Exchange rates for Swedish kronor with GB pound and US dollar

   University essay from Lunds universitet/Statistiska institutionen

   Author : Sadia Usman; Frederick Asafo-Adjei Sarpong; [2009]
   Keywords : Unit Root; VAR model; Granger Causality; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

   Abstract : 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