Essays about: "cointegration"

Showing result 6 - 10 of 192 essays containing the word cointegration.

  1. 6. Gasoline prices effect on public transportation: A study of Chicago : A study of the cross-price elasticity between gasoline prices and public transportation in a metropolitan setting.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Melker Bergman; [2023]
    Keywords : Cross-price elasticity; ARDL; gasoline prices; public transportation;

    Abstract : This thesis explores the cross-price elasticity of rail and bus usage with gasoline prices. This is done to see how the short-run cross price elasticity has changed and to see if the same long-run relationship can be seen in the long run as previous pooled models. READ MORE

  3. 7. Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflation

    University essay from Högskolan Dalarna/Institutionen för kultur och samhälle

    Author : Rasmus Ramström; [2023]
    Keywords : Inflation; Cointegration; Vector autoregression; spillover; Sweden;

    Abstract : There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. READ MORE

  4. 8. Analysing Regime-Switching and Cointegration with Hamiltonian Monte Carlo

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Jakob Brandt; [2023]
    Keywords : Time Series Econometrics; Regime-Switching; Cointegration; Markov Chain Monte Carlo; Hamiltonian Monte Carlo;

    Abstract : The statistical analysis of cointegration is crucial for inferring shared stochastic trends between variables and is an important area of Econometrics for analyzing long-term equilibriums in the economy. Bayesian inference of cointegration involves the identification of cointegrating vectors that are determined up to arbitrary linear combinations, for which the Gibbs sampler is often used to simulate draws from the posterior distribution. READ MORE

  5. 9. The Impact of Foreign Direct Investments on the Swedish Housing Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : David Andreasson; Fredrik Elm; [2023]
    Keywords : Foreign direct investment; Sweden; Real estate; Housing; Globalization; Regulation; Utländska direkta investeringar; Sverige; Fastigheter; Bostäder; Globalisering; Reglering;

    Abstract : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. READ MORE

  6. 10. Understanding the Norwegian Petroleum Industry: How does Oil explain Norwegian Public Expenditure and Social Spending? How vulnerable is it to shocks?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Ignacio Ruesta Boceta; [2023]
    Keywords : Norway; Social Public Spending; Oil Exports; VEC; Impulse Response; External vulnerabilities; Business and Economics;

    Abstract : There are few people who deny that Norway's social welfare was achieved after Oil Discoveries. But there is concern about the sustainability of the Norwegian economy regarding the volatility of the Oil market. READ MORE