Essays about: "Granger."

Showing result 1 - 5 of 145 essays containing the word Granger..

  1. 1. Do global oil prices drive domestic food prices? : evidence from the Middle East countries

    University essay from SLU/Dept. of Economics

    Author : Madina Alieva; [2019]
    Keywords : food price; crude oil price; cointegration; VECM; Middle East;

    Abstract : This study investigates the dynamic relationship between global oil prices and domestic food prices across 11 countries of the Middle East. Using monthly data covering the period from January 2010 to October 2018, the study employs long-run cointegration tests, vector error correction model (VECM) and vector autoregression (VAR) model to examine the effect of global oil prices on domestic food prices in a sample of Middle East countries. READ MORE

  2. 2. Cointegration among cryptocurrencies : A cointegration analysis of Bitcoin, Bitcoin Cash, EOS, Ethereum, Litecoin and Ripple

    University essay from Umeå universitet/Nationalekonomi

    Author : Joline Göttfert; [2019]
    Keywords : ;

    Abstract : The purpose of this paper is to examine if there is cointegration between the daily closing price of the cryptocurrency Bitcoin and five other cryptocurrencies; Ethereum, Ripple, Bitcoin Cash, EOS and Litecoin in five different time periods, all ending April 9, 2019. To test if there is a long-run relationship between Bitcoin and these mentioned cryptocurrencies, two different tests for cointegration are applied; the Engle-Granger two step approach and Johansen’s cointegration test as well as a Vector Error Correction Model (VECM). READ MORE

  3. 3. Does public infrastructure investment contribute to economic growth in South Africa?

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi; Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Katleho Tenyane; Denusha Sharma; [2019]
    Keywords : Infrastructure investment ; Economic growth;

    Abstract : For any developing country, infrastructure is at the core of economic growth and development. South Africa has a modern and well-developed transport infrastructure. The air and rail networks are the largest on the continent, and roads in good condition. READ MORE

  4. 4. Effects of Monetary Policy on Stock Market Liquidity : Empirical Analysis on the Swedish Market

    University essay from Umeå universitet/Nationalekonomi; Umeå universitet/Nationalekonomi

    Author : Martin Hallberg; Marcus Ryhage; [2019]
    Keywords : ;

    Abstract : After the 2008-2009 crisis, many studies have been done to assess the stock market liquidity and what influences this. The monetary policy of a central bank can have a broad impact of a country's economy and is believed to also affect the stock market. READ MORE

  5. 5. The impact from oil price shocks on the Trade Balance : The case of the two Nordic brothers

    University essay from Umeå universitet/Nationalekonomi

    Author : Viktor Boman; [2019]
    Keywords : ;

    Abstract : This paper investigates the relationship between oil price shocks on two measures of oil importers and exporter´s trade balances, namely the Merchandise Trade balance and Non-oil trade balance. The paper also aims to analyse whether oil price fluctuation tend to explain a smaller or larger part of the variability on the Trade and Non-oil trade balance. READ MORE