Essays about: "Panel vector autoregression"
Found 5 essays containing the words Panel vector autoregression.
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1. Does Labour Work? A Macroeconomic Perspective on Work Time Reduction
University essay from Göteborgs universitet/Graduate SchoolAbstract : We conduct an empirical study on work time reduction and its accompanying macroeconomic outcomes across countries. Specifically, we frame the analysis in the context of neoclassical and post-Keynesian economic theory, and their differing predictions on work time reduction, real GDP growth, unemployment and functional distribution. READ MORE
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2. Do global oil prices drive domestic food prices? : evidence from the Middle East countries
University essay from SLU/Dept. of EconomicsAbstract : 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
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3. The Impact of Climatic Disasters on Output and Prices: A Panel VAR-X Approach
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This paper sets out to study the short-term e ffects of climatic disasters on two macroeconomic variables: output and prices. The study makes use of a panel vector-autoregression model in the presence of endogenous variables and exogenous shocks (VAR-X), and applies it to a 1960--2017 cross-country panel. READ MORE
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4. State ownership, Corporate governance, and Corporate performance：Lessons from China’s mixed-owned enterprises
University essay from Lunds universitet/Ekonomisk-historiska institutionenAbstract : In the past 30 years, the Chinese government has promoted ownership reform and corporate governance reform to improve the performance of SOEs. Simultaneously, China has come to the era of MOEs. There has been growing empirical studies that consider the effects of corporate governance and state ownership on MOEs’ performance. READ MORE
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5. The Fiscal Spending Multiplier in a Panel of OECD Countries
University essay from Umeå universitet/NationalekonomiAbstract : This thesis sets out to explain the relationship between fiscal spending and economic growth. The relationship is established using a panel vector autoregression model estimated by GMM, using GDP growth and government spending on a panel of 30 OECD countries. READ MORE
