Essays about: "Panel cointegration"

Showing result 1 - 5 of 27 essays containing the words Panel cointegration.

  1. 1. Corporate Tax Rates and Economic Growth- A panel study of private investment in the OECD countries

    University essay from Göteborgs universitet/Graduate School

    Author : André Esmaili; Kim Lif; [2021-06-30]
    Keywords : Corporate tax rate; Economic growth; GFCF; Cost of capital; Granger- causality; Panel cointegration;

    Abstract : MSc Economics.... READ MORE

  2. 2. The CCE model applied to the nexus of real GDP and the insurance market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Isak Werner; [2021]
    Keywords : Insurance market; economic development; cross-sectional dependence; cointegration; CCE estimation.; Business and Economics;

    Abstract : Existing studies on the relationship between the insurance market and economic development tend to use empirical methods that rely on the unrealistic assumption of cross-sectional independence. This thesis aims to highlight the drawbacks of this assumption. READ MORE

  3. 3. The effect of immigration on the regional labor market outcome

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mohamad Alshalabi; [2020]
    Keywords : Immigration; Sweden; Employment; labor-market outcome; ARDL; Co-integration;

    Abstract : The effect of immigration on labor-market performance is the subject of various studies; most of those studies focus on the effect of immigrants on wages. The characteristics of the Nordics labor-market cause a shift in the focus to another labor-market outcome. READ MORE

  4. 4. 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

  5. 5. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jerry Aaltonen; Bowen Li; [2019]
    Keywords : REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Abstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE