Essays about: "Panel unit root"

Showing result 1 - 5 of 21 essays containing the words Panel unit root.

  1. 1. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Basak Edizgil; [2022]
    Keywords : Stock Returns; Exchange Rates; Panel Smooth Transition Regression Model; Non-linear; Pedroni Panel Cointegration;

    Abstract : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. READ MORE

  3. 2. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Viktor Pettersson; Noah Stjernberg; [2022]
    Keywords : Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

    Abstract : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. READ MORE

  4. 3. Effects of Energy Poverty

    University essay from Södertörns högskola/Nationalekonomi

    Author : Obiekwe Edwin Anaso; [2022]
    Keywords : Energy Poverty; Ecological Footprint; Sustainability; Rewable Energy; Economic Development;

    Abstract : This study examined the relationship between energy poverty and environmental quality using panel data of 9 ECOWAS nations for the period of 2000 to 2020. The study adopted cross-sectional Augmented Im, Pesaran, and Shinpanel unit root test and the panel non-linear Autoregressive Distributed Lag techniques as analytical tools with Foreign Direct Investment (FDI) and Gross Domestic Product (GDP) per capita as control variables. READ MORE

  5. 4. Relationship between Real Estate Industry and Stock Market in China

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Zeyu Di; [2020]
    Keywords : real estate; stock market; causal relationship; asset allocation; economic area; portfolio; Chinese provinces;

    Abstract : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. READ MORE

  6. 5. 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