Essays about: "Johansen test"

Showing result 6 - 10 of 46 essays containing the words Johansen test.

  1. 6. The role of diseases in mass mortality of wood lemmings (Myopus schisticolor)

    University essay from SLU/Dept. of Wildlife, Fish and Environmental Studies

    Author : Henrik Johansen; [2021]
    Keywords : wood lemming; Myopus schisticolor; disease; virus; pathogens; mass mortality; orthohantavirus; pan-orthohantavirus; somatic index; spleen index;

    Abstract : Like many other rodent species, the wood lemming (Myopus schisticolor) exhibits cycles with large population peaks but unlike most other European rodents, these peaks are frequently followed by mass mortality. It is largely unknown what pathogens wood lemmings carry and if pathogens could affect their population dynamics. READ MORE

  3. 7. ANALYZING THE SUSTAINABILITY OF SWEDISH FISCAL POLICY : Johansen cointegration approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Anton Knutsson; [2021]
    Keywords : ;

    Abstract : Fiscal policy in Sweden has varied heavily over the last 50 years, from being a distributive tool during most of the 20th century to strongly focusing on stabilization policies in the 1980s and 90s. This study examines the sustainability of Swedish fiscal policy in terms of public debt between 1800 and 2019 using data from Mauro et al. (2013). READ MORE

  4. 8. DETERMINANTS OF FOREIGN DIRECT INVESTMENT IN RWANDA

    University essay from Umeå universitet/Nationalekonomi

    Author : Renson Gatsinzi; [2021]
    Keywords : ;

    Abstract : This study attempts to examine the factors determining foreign direct investment in Rwanda for the period 1970-2019. The study considers trade openness, market size, and government expenditure as the determinants of FDI inflows. Time series analysis is used to examine the significant determinants of FDI inflows in Rwanda. READ MORE

  5. 9. Investigating the existence of a bank lending channel in Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Mervan Bedikanli; [2021]
    Keywords : ;

    Abstract : This paper uses quarterly Swedish bank-level data from 1999 to 2019 in an attempt to study the existence of a bank lending channel in Sweden. The bank lending channel is concerned with the role of credit in an economy, where it is argued that monetary policy can affect the real economy through a credit channel, in which banks shift their supply of loans to the public. READ MORE

  6. 10. Can pairs trading be used during a financial crisis?

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Axel Eurenius Larsson; Vincent Karlberg Hauge; [2020]
    Keywords : Pairs trading; Cointegration; Stationarity; Market neutrality; Financial crises; Statistical arbitrage.;

    Abstract : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. READ MORE