Essays about: "panel cointegration"

Showing result 6 - 10 of 30 essays containing the words panel cointegration.

  1. 6. The effect of immigration on the regional labor market outcome

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mohamad Alshalabi; [2020]
    Keywords : Immigration; Sweden; Employment; labor-market outcome; ARDL; Co-integration;

    Abstract : The effect of immigration on labor-market performance is the subject of various studies; most of those studies focus on the effect of immigrants on wages. The characteristics of the Nordics labor-market cause a shift in the focus to another labor-market outcome. READ MORE

  3. 7. Do global oil prices drive domestic food prices? : evidence from the Middle East countries

    University essay from SLU/Dept. of Economics

    Author : Madina Alieva; [2019]
    Keywords : food price; crude oil price; cointegration; VECM; Middle East;

    Abstract : This study investigates the dynamic relationship between global oil prices and domestic food prices across 11 countries of the Middle East. Using monthly data covering the period from January 2010 to October 2018, the study employs long-run cointegration tests, vector error correction model (VECM) and vector autoregression (VAR) model to examine the effect of global oil prices on domestic food prices in a sample of Middle East countries. READ MORE

  4. 8. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jerry Aaltonen; Bowen Li; [2019]
    Keywords : REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Abstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE

  5. 9. The European Union’s Technological and Economic Development : A Study on Production of Renewable Energy

    University essay from Umeå universitet/Nationalekonomi

    Author : Ali Abbas; [2018]
    Keywords : ;

    Abstract : This thesis answer the two main questions, firstly, the role of technological development in the production of RE with special reference to investment subsidy in supporting schemes and research and development (R&D). Investment subsidies in supporting schemes and R&D are widely used to promote RE technology and considered economical, efficient instruments than regulation approach. READ MORE

  6. 10. Carbon Emissions, Energy Consumption and Economic Growth in the BRICS

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mariam Oganesyan; [2017]
    Keywords : carbon dioxide emissions; energy consumption; economic growth; environmental Kuznets curve; BRICS;

    Abstract : This thesis investigates the environmental Kuznets curve (EKC) and the link between carbon emissions, energy use and economic growth in the BRICS countries within 1980-2013. The reason for analysing a sample of energy-intensive developing countries (the BRICS) is that these nations are of major concern for the global environmental challenge. READ MORE