Essays about: "Vector Error Correction model"

Showing result 1 - 5 of 73 essays containing the words Vector Error Correction 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. The Effect of Monetary Policy and other Macroeconomic Factors on Wealth Inequality in the United States

   University essay from Göteborgs universitet/Graduate School

   Author : Jacob Stridsberg; Alexander Myrberg; [2022-10-24]
   Keywords : ;

   Abstract : Wealth inequality is a crescent phenomenon and topic that has been gaining attention of late, not least in the United States, but in many other countries as well. This Master’s thesis seeks to discern what factors have been conducive to this increase, chiefly focusing on the role played by the central bank via setting the federal funds rate and its effect on the top 1 percentile’s wealth share. READ MORE

6. 5. 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