Essays about: "PVAR"

Found 3 essays containing the word PVAR.

1. 1. The Impact of Swedish Public Finance Factors on the Local Real Estate Market : Based on the GMM PVAR Approach

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Jiayu Zhang; [2022]
   Keywords : Public Investments ; Real Estate Market ; GMM PVAR Model ; Offentliga investeringar ; Fastighetsmarknaden ; GMM PVAR-modell ;

   Abstract : Real estate market prices have proven to be influenced by many driving factors. As suggested by Tiebout's (1956) model, the level of public services was believed to influence people's decision to move geographically, which was called "voting with their feet". READ MORE

3. 2. Approaching reverse causality with a Two-Stages Panel VAR: an application to growth and institutions

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Alice Dominici; [2018]
   Keywords : Panel Vector Autoregressive models; Reverse Causality; Institutions; Economic Development; Social Capital;

   Abstract : A number of florid academic debates in the field of empirical economics are characterized by vivid discussions around the issue of reverse causality. One of these is the discourse around the relationship between institutional quality and growth. READ MORE

4. 3. Leverage and Volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ola Knut Eric Lithman; [2010]
   Keywords : Leverage; volatility; asymmetric volatility; leverage effect; leverage hypothesis; volatility feedback; VAR; PVAR; risk premium; GARCH; APARCH; Conditional CAPM; volatility decomposition; Business and Economics;

   Abstract : This paper attempts to contribute to existing knowledge through an explicit threefold purpose. Initially, the importance of leverage in explaining equity return volatility is determined through two fixed effects panel data estimations. READ MORE