Essays about: "Toda-Yamamoto"

Showing result 1 - 5 of 7 essays containing the word Toda-Yamamoto.

1. 1. A Granger Causality Analysis of China's Energy-Growth Nexus

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Victor Adolfsson Gelati; [2023]
   Keywords : Hydropower Consumption; Economic Growth; Granger Causality Test; Business and Economics;

   Abstract : This paper discusses the subject of economic growth and energy usage, focusing on a singular renewable energy source. The aim is to investigate the causal relationship between hydropower consumption and economic growth in China over the period 1965-2021. READ MORE

3. 2. 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

4. 3. 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

5. 4. 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

6. 5. 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