Essays about: "Granger-causality and vector autoregressive"

Showing result 6 - 10 of 22 essays containing the words Granger-causality and vector autoregressive.

  1. 6. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Anna Carlsson; Jonas Holm; [2021]
    Keywords : ;

    Abstract : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. READ MORE

  3. 7. The Effects of Economic Growth, Energy Consumption, Trade, Urbanization, and Financial development on CO2 Emissions in Canada

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Fia Andersson; [2019]
    Keywords : Canada; Environmental Kuznets Curve; CO2 Emissions; Autoregressive Distributed Lag Method; Vector Error Correction Model; Business and Economics;

    Abstract : A noteworthy cause of climate change is the amount of CO2 emissions released into the atmosphere. This study´s objective, therefore, is to examine the relationship between CO2 emissions, economic growth, energy consumption, urbanization, trade and financial development in the case of Canada, one of the largest CO2 emitters both in per capita and in absolute terms, over the period 1960-2014. READ MORE

  4. 8. Governance and Economic Growth : - A Vector Autoregressive approach on the Frontiermarket

    University essay from Umeå universitet/Nationalekonomi

    Author : Marcel Netzén Örn; [2018]
    Keywords : ;

    Abstract : Economic growth is a hot topic among economists around the world. The last century many parts of the world have faced an acceleration in the economic growth. However, that is not the case for all countries and today there is a large economic gap between the rich and poor countries. READ MORE

  5. 9. Prices on electricity and the prices on stocks : -A Vector autoregressive approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Anton Sjödin Wågberg; [2018]
    Keywords : ;

    Abstract : This study will investigate if a relationship exists between the price of electricity and the Swedish stock market. This study will also try to investigate what consequences an increase in the price of electricity will have on the return of the Swedish stock market. READ MORE

  6. 10. Negative Interest Rate & the Level of Household Debt : A Vector Autoregressive approach in a European perspective.

    University essay from Umeå universitet/Nationalekonomi

    Author : Marcel Netzén Örn; [2017]
    Keywords : Level of household debt; interest rate; negative interest rate; transmission mechanism.;

    Abstract : Ever since the big recession of the world economy 2007, the central banks in Europe have struggled to regain financial stability. Their goals have been hard to reach and 2014 The European Central bank (ECB) introduced negative interest rates for the first time in the world history. READ MORE