Essays about: "Long-run and Short-run Determinants"

Showing result 1 - 5 of 13 essays containing the words Long-run and Short-run Determinants.

  1. 1. Macroeconomic Determinants of Sovereign Credit Risk

    University essay from

    Author : Adam Aleb; Rashid Hassan; [2022-07-04]
    Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

  3. 2. DETERMINANTS OF INFLATION IN ETHIOPIA FROM 1980 to 2019

    University essay from Umeå universitet/Nationalekonomi

    Author : Robera Gadisa Adugna; [2021]
    Keywords : ;

    Abstract : This study examines the determinants of inflation in Ethiopia, using Vector Error Correction Model (VECM) by using annual time series data from 1980 to 2019. Augmented Dickey-Fuller unit root test indicated that the variables are integrated of order one. However, the variables transformed to stationary by taking the first difference. READ MORE

  4. 3. House Price Dynamics in Sweden : Vector error-correction model

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Molin; [2020]
    Keywords : ;

    Abstract : Movements in house prices can have effects on individuals, financial markets, and the whole economy. After the rapid increase in house prices worldwide since the mid-1990s and after the financial crisis in 2008, many studies have investigated house price dynamics. READ MORE

  5. 4. The determinants of beef imports in Sweden

    University essay from SLU/Dept. of Economics

    Author : Felicia Östby Andersson; [2020]
    Keywords : added value; beef; beef market; cattle; export; import; price; time series; VAR; VECM;

    Abstract : This paper investigates the determinants of Swedish beef imports using a Vector Autoregression and a Vector Error Correction model. By examining which variables responsible for the volume demanded on imported beef, one can understand how domestic beef production can compete and regain market shares from imported beef. READ MORE

  6. 5. Determinants of health care expenditure in Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Xiaomei Lu; [2019]
    Keywords : ;

    Abstract : Sweden faces increasing pressures on health funding. Total expenditure on health care currently accounts for about 10.92% of GDP, which suggests an increase of about twofold over the last five decades. This paper examines the short-run and long-run relationship between income and health care expenditure in Sweden during the period 1980–2017. READ MORE