Essays about: "Toda and Yamamoto causality"

Showing result 6 - 10 of 11 essays containing the words Toda and Yamamoto causality.

1. 6. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland

   University essay from

   Author : Emil Sköld; [2020]
   Keywords : Unemployment; oil price; oil price uncertainty; interest rate; cointegration; causality; small open economies;

   Abstract : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. READ MORE

3. 7. FDI and CO2 Emissions in the ASEAN-5 and India

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Namé Martinez; [2019]
   Keywords : FDI; CO2 emissions; pollution haven hypothesis; Southeast Asia; Toda and Yamamoto causality; structural breaks; Business and Economics;

   Abstract : With the tremendous increases in Foreign Direct Investment (FDI) in the last four decades arose the problem of a possible relationship between FDI and carbon dioxide (CO2) emissions. Scholars have hypothesized that international companies invest in countries with lax environmental regulations to escape high production cost, we call this the pollution haven hypothesis. READ MORE

4. 8. 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. 9. 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

6. 10. Economic Performance and R&D

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Fia Andersson; Tilda Fredriksson; [2018]
   Keywords : Research and Development; Economic Growth; Endogenous Growth Theory; Granger Causality; Toda-Yamamoto; Income Groups;

   Abstract : Researchers tend to disagree on the direction of the relation among R&D and economic growth, suggesting that if economic performance determines R&D investments countries might overinvest in their R&D expenditure. The purpose of this thesis is therefore to shed new light to this question by first establishing a relation among the variables and thereafter investigate the Granger causality between them. READ MORE