Essays about: "panel Granger causality test"

Showing result 1 - 5 of 11 essays containing the words panel Granger causality test.

  1. 1. The Causal Relationship Between Human Rights and Economic Growth : A two-way causal relationship analysis using panel data Granger Causality test

    University essay from Högskolan Dalarna/Institutionen för kultur och samhälle

    Author : Agnes Eklund; [2021]
    Keywords : Human Rights; Human Development; Economic Growth; Economic Development; GDP; Granger Causality test; Panel Data;

    Abstract : This study aims to investigate if there is any causal relationship between human rights and economic growth. The causality is tested in both directions, from human rights to economic growth and from economic growth to human rights, using a panel data Granger Causality test. READ MORE

  2. 2. The environmental Kuznets curve : Investigating the relationship between renewable energy and economic growth

    University essay from Uppsala universitet/Naturresurser och hållbar utveckling

    Author : Emil Forsén; [2020]
    Keywords : renewable energy; environmental Kuznets curve; granger causality; economic growth;

    Abstract : The environmental Kuznets curve (EKC) hypothesis describes the relationship between economic growth and environmental degradation through an inverted U-shape where environmental degradation first increases with economic growth, to later stagnate and decline as economic growth reaches specific threshold limits. The aim of this study is to investigate the EKC hypothesis when environmental degradation is measured through a country’s renewable energy implementation. READ MORE

  3. 3. Size Matters - The Impact and Relationship between Size of Government and Generalized Trust

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niklas Grabowski; George Berling; [2018]
    Keywords : Trust; Generalized Trust; Government Size; Granger causality; social capital; Business and Economics;

    Abstract : This paper investigates the relationship between generalized trust and the size of government. Generalized trust has declined during the past 35 years globally. This matters for several reasons including that generalized trust correlates with growth, political participation and stability in society. READ MORE

  4. 4. Long Run Emission-Growth Nexus: An Empirical Evidence

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Champa Bati Dutta; [2014]
    Keywords : CO2 Emission; economic growth; Granger causality; substitution; Business and Economics;

    Abstract : This study presents an empirical investigation of i) testing the Granger Causality between economic growth and aggregated carbon dioxide (CO2) emission; and economic growth and disaggregated CO2 emission from burning fossil fuel coal, oil and natural gas respectively; ii) the potential impact on economic growth if countries substitute CO2 emission from dirty energy, coal, by emission from relatively cleaner energy oil and natural gas. I undertake panel analysis of 30 countries and separate time series analysis for China, United States and United Kingdom during 1960-2010 sample years. READ MORE

  5. 5. Tobin’s Q theory and regional housing investment : Empirical analysis on Swedish data

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Per Sax Kaijser; [2014]
    Keywords : Tobin’s Q; Housing investment; Regional data; VECM; ARDL; Fixed Effects model; Granger Causality;

    Abstract : This thesis investigates the relationship between Tobin’s Q and regional housing investment in Sweden for the time period of 1998-2012. The relationship is tested through estimation of two models for time-series analysis, a vector error correction model (VECM) and an autoregressive distributed lag (ARDL) model. READ MORE