Essays about: "Panel Vector Autoregressive models"

Found 2 essays containing the words Panel Vector Autoregressive models.

  1. 1. 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

  3. 2. Tobin’s Q theory and regional housing investment : Empirical analysis on Swedish data

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Per Sax Kaijser; [2014]
    Keywords : Tobin’s Q; Housing investment; Regional data; VECM; ARDL; Fixed Effects model; Granger Causality;

    Abstract : This thesis investigates the relationship between Tobin’s Q and regional housing investment in Sweden for the time period of 1998-2012. The relationship is tested through estimation of two models for time-series analysis, a vector error correction model (VECM) and an autoregressive distributed lag (ARDL) model. READ MORE