Essays about: "granger causality cointegration"

Showing result 1 - 5 of 43 essays containing the words granger causality cointegration.

1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Kasra Shariati; [2022]
   Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

3. 2. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Mara Balasa; [2022]
   Keywords : environmental Kuznets curve; autoregressive distributed lag; Granger causality; Romania;

   Abstract : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. READ MORE

4. 3. Corporate Tax Rates and Economic Growth- A panel study of private investment in the OECD countries

   University essay from Göteborgs universitet/Graduate School

   Author : André Esmaili; Kim Lif; [2021-06-30]
   Keywords : Corporate tax rate; Economic growth; GFCF; Cost of capital; Granger- causality; Panel cointegration;

   Abstract : Since the 1980s the corporate tax rate of the OECD countries has been on a downward trend, moving from levels of about 44 percentage points on average down to about 25 percentage points in the 2010s. The objective of this thesis is therefore to study the fall of the corporate tax rate and its impact on private investment in the OECD countries in order to evaluate the efficacy of the corporate tax rate as a tool for policymakers. READ MORE

5. 4. The impact of macroeconomic variables on the Swedish stock market

   University essay from Karlstads universitet

   Author : John Johansson; Anton Rudberg; [2021]
   Keywords : Macroeconomic variables; Swedish stock market; Cointegration; Granger causality; Makroekonomiska variabler; Svenska aktiemarknaden; Samintegrering; Granger kausalitet;

   Abstract : The main objective of this thesis is to find information of how, or if, the selected macroeconomic variables consumer price index, interest rate, exchange rate, industrial production, oil price and money supply have affected the Swedish stock market (OMXafgx) during the time-period 1973-2017. Findings in this research proves that all variables are co-integrated with the Swedish stock market, but only one of the variables selected, industrial production, have a short- and a longrun relationship affecting the Swedish stock market. READ MORE

6. 5. Energy Consumption as a Leading Factor of CO2 Emissions. Is the EKC still valid for the United States?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Muhammad Zohaib; Ester Trutwin; [2021]
   Keywords : EKC; CO2 emissions; GDP; aggregated and disaggregated energy consumption; Cointegration; VECM; Granger causality; US; Business and Economics;

   Abstract : The objective of this paper is to examine the long-run relationship between CO2 emissions, economic output (GDP), and energy consumption in the US during the period 1960-2015. Energy consumption is investigated in its aggregated and disaggregated form i.e. READ MORE