Essays about: "VECM"

Showing result 16 - 20 of 64 essays containing the word VECM.

  1. 16. Dynamics of U.S. House Prices : A VECM Approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Marcus Ryhage; [2020]
    Keywords : ;

    Abstract : This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. READ MORE

  3. 17. Monetary Policy Implications Through a VEC Model

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2020]
    Keywords : ;

    Abstract : This paper examines the effects of adjustments in the key policy rate, included as the interbank rate, on the Swedish household sector debt from the second quarter of 2000 to the third quarter of 2019. The effect is examined through a Vector Error-Correction (VEC) model to determine if it provides results that are aligned with the given theory. READ MORE

  4. 18. Export-led growth? : The case of Brazil

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Florian Schmidt; [2020]
    Keywords : export-led growth hypothesis ELGH ; economic growth; neoclassical theory of production; VECM; Granger Causality; Brazil;

    Abstract : With an ever-increasing globalising world, trade is of most importance for developing countries to not fall behind and be outcompeted. Export-led growth theory states that one of the key determinants for economic growth is exports. This thesis aims to analyse the causal effects of exports on economic growth in the case of Brazil. READ MORE

  5. 19. Renewable Energy Consumption and Foreign Direct Investment : Bangladesh's Case

    University essay from Södertörns högskola/Nationalekonomi

    Author : Sumaya Tasnim; [2020]
    Keywords : economic growth; Renewable energy consumption; FDI; Vector Error Correction model;

    Abstract : FDI investment is a vital factor for the developing countries economic growth. Apart from working as a catalyst of increasing total output level, FDI is a source of clean energy, technology transfer and energy efficiency. There have been very limited studies on the impact of FDI on renewable energy consumption in the context of Bangladesh. READ MORE

  6. 20. The determinants of beef imports in Sweden

    University essay from SLU/Dept. of Economics

    Author : Felicia Östby Andersson; [2020]
    Keywords : added value; beef; beef market; cattle; export; import; price; time series; VAR; VECM;

    Abstract : This paper investigates the determinants of Swedish beef imports using a Vector Autoregression and a Vector Error Correction model. By examining which variables responsible for the volume demanded on imported beef, one can understand how domestic beef production can compete and regain market shares from imported beef. READ MORE