Essays about: "VECM"

Showing result 1 - 5 of 61 essays containing the word VECM.


    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : William Fridström; [2022]
    Keywords : Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

    Abstract : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. READ MORE

  2. 2. 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

  3. 3. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

    University essay from Södertörns högskola/Nationalekonomi

    Author : Josephine Andersson; Kristina Everstova; [2022]
    Keywords : Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

    Abstract : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. READ MORE

  4. 4. THE EFFECTS OF A CARBON TAX : The case of Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Stefano Vertua; [2022]
    Keywords : ;

    Abstract : This paper investigates the effects of the introduction of the carbon tax in Sweden. In order to do this, a time series analysis was carried out, and the VECM model was used. The variables included in the model are the CO2 emissions, the carbon tax rate, the GDP per capita, the consumer price index and the energy consumption. READ MORE

  5. 5. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Ternbo; [2022]
    Keywords : ;

    Abstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE