Essays about: "Toda Yamamoto approach"

Found 4 essays containing the words Toda Yamamoto approach.

1. 1. Does the price development on housing in Stockholm make sense? : An empirical analysis of a possible price bubble on the housing market of Stockholm

   University essay from Södertörns högskola/Nationalekonomi

   Author : Rebecca Hedberg; [2021]
   Keywords : Toda Yamamoto approach; Granger-Causality; VAR model; Price bubbles; Swedish housing market;

   Abstract : The indebtedness of Swedish households has more than doubled in the last ten decades despite the implementation of a mortgage ceiling and stricter amortization requirements. This study takes form to investigate how it is possible that debt related to housing is rising while new regulations against it has been set and how housing prices continues to increase when lending is supposed to be harder. READ MORE

3. 2. FDI, human capital and economic performance in Mexico : An ARDL cointegration and Granger causality approach

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Tilda Fredriksson; [2020]
   Keywords : Foreign direct investment; Human capital; Economic Performance; ARDL cointegration; Granger causality;

   Abstract : The nexus among foreign direct investment (FDI) inflows and the Mexican economic growth has been the subject of a number of recent papers. Yet, previous studies frequently overlook its relationship to human capital and consequently ignore potential interlinkages between the variables. READ MORE

4. 3. Does Saving Cause Growth? : An Aggregate Approach

   University essay from Umeå universitet/Nationalekonomi

   Author : Andreas Duvhammar; [2018]
   Keywords : ;

   Abstract : This study uses the Toda-Yamamoto procedure to find the direction of causality between growth and savings on four aggregated groups of countries defined by income level (The 2017 World Bank classification). Between these groups is represented each country of the world. READ MORE

5. 4. Linkage between FinTech and Traditional Financial Sector in U.S. : Comparative Study during and after Global Financial Crisis

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Chunyan Chen; Ziyi Zhang; [2018]
   Keywords : Fintech; Traditional financial sector; Granger causality; Toda Yamamoto; linkage;

   Abstract : Background: In 2008, the financial crisis led to the deterioration of the global economy. The financial industry suffered severe setbacks. On the one hand, regulators strengthened their supervision over financial institutions and raised capital requirements. On the other hand, publics’ confidence in financial institutions declined. READ MORE