Essays about: "long-run causality"

Showing result 1 - 5 of 50 essays containing the words long-run causality.

  1. 1. The Impact of Oil Prices on Carbon Dioxide Emission Levels in Sweden : a time-series regression analysis of Sweden

    University essay from SLU/Dept. of Economics

    Author : Tilde Löfgren Weinebrandt; [2023]
    Keywords : oil prices; CO2 emissions; oil price elasticity; Multiple Linear Regression Model; Sweden; correlation;

    Abstract : Globally, CO2 emissions have increased over the last decades. This trend has been broken in Sweden, where CO2 emissions are declining. Oil is one of Sweden's largest sources of energy, accounting for over 20 % of all energy consumption, and oil combustion is a large source of CO2 emissions. 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. 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

  5. 4. 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

  6. 5. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Anna Carlsson; Jonas Holm; [2021]
    Keywords : ;

    Abstract : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. READ MORE