Essays about: "VECM model"

Showing result 1 - 5 of 47 essays containing the words VECM model.

  1. 1. DETERMINANTS OF HOUSING PRICES IN SWEDEN : Study of Stockholm, Göteborg and Malmö

    University essay from Umeå universitet/Nationalekonomi

    Author : Ojeawe Ajulo; [2024]
    Keywords : ;

    Abstract : This study examines the dynamic relationship between house prices, disposable income, lending rate to households, housing supply and population in the three Swedish metropolitan areas of Stockholm, Göteborg and Malmö, using a vector error correction model (vecm). The study uses quarterly data for the Swedish economy and applies the vecm methodology in revealing this dynamic relationship from 2000 – 2022. READ MORE

  3. 2. Exploring the Determinants of Agricultural Commodity Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Blidberg; Ludwig Skans; [2023-06-29]
    Keywords : Agricultural commodities; Energy commodities; Granger causality; Vector Error Correction Model; VECM; Impulse Response Functions; IRF;

    Abstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE

  4. 3. Regional Variations of Housing Supply Elasticity in Sweden : A VECM Approach

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Micaela Hermansson; Julia Panagio; [2023]
    Keywords : Housing Supply ; Price Elasticity ; Housing Market ; VECM ; Bostadsutbud ; Priselasticitet ; Bostadsmarknaden ; VECM ;

    Abstract : This master's thesis seeks to determine the price elasticity of the Swedish housing supply through a vector error-correction model. The elasticities are estimated on a municipal, county and national level using data for the period 1992-2021. READ MORE

  5. 4. Macroeconomic Determinants of Sovereign Credit Risk

    University essay from

    Author : Adam Aleb; Rashid Hassan; [2022-07-04]
    Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

  6. 5. Price transmission in the Swedish pig production : how has current price increases in an era of COVID-19 affect Swedish pig production?

    University essay from SLU/Dept. of Economics

    Author : Charlott Häggman Othzén; [2022]
    Keywords : Price transmission; VECM; Swedish pig production; Slaughter pigs;

    Abstract : This thesis presents a price transmission analysis within the Swedish pig production sector. The aim of the study is to see if and how the recent years price increments of input prices has affected the Swedish slaughter prices, and consumer price index in Sweden, both in short and long term. READ MORE