Essays about: "panel vector error correction"

Showing result 1 - 5 of 8 essays containing the words panel vector error correction.

1. 1. A digital journey towards an empty wallet

   University essay from Södertörns högskola/Nationalekonomi

   Author : Emma Forslin; [2022]
   Keywords : Cashless economy; cashless; CBDC; innovation; currency in circulation; digital payments; physical money;

   Abstract : Digital money is growing more popular and physical money is not being used as much as it once was. But what happens if we have a cashless society and what would it mean? The purpose of this essay is to investigate if increased technological innovation lead to a decrease in the currency in circulation and if there is a short or long term effect of innovation on currency in circulation. READ MORE

3. 2. 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. 3. Can Housing Bubbles persist under Normal Credit Conditions?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kyungeun Kim; [2019]
   Keywords : Housing bubbles; Macroeconomic factors; ECVAR; Social Sciences;

   Abstract : This paper analyzes house prices for a panel of 19 countries over a period of 21 years using broad categories of macroeconomic variables in order to detect possible bubble effects. The sample is divided into two sub-samples, one with normal credit conditions and one with abnormal credit conditions. READ MORE

5. 4. The effect of increased e-commerce on inflation

   University essay from Södertörns högskola/Nationalekonomi

   Author : Frida Calson-Öhman; [2018]
   Keywords : E-commerce; inflation; regression; vector error correction model;

   Abstract : The purpose of this essay is to answer the following questions: Has the increased e-commerce had a negative impact on the inflation, and is the effect decreasing? and: Is there a long term and/or short term effect by the increased e-commerce on the inflation? To answer the first question a fixed effects regression model is applied, based on panel data for 28 European countries for the time period 2006-2017. The regression obtains results that support the hypothesis that the increased e-commerce has had a negative effect on inflation. READ MORE

6. 5. The short and long-term interdependencies between stock prices and dividends:  A panel vector error correction approach

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Rickard Persson; [2015]
   Keywords : Present value model; Lintners model; PVECM; Stock price; dividends; FTSE; Cointegration; London stock exchange; panel vector error correction; utdelningar; aktiepris; aktie; London börsen;

   Abstract : This paper examines the short and long-term interdependencies between stock prices and dividends. I utilize firm level data from FTSE ALL SHARE from 1990-2014 and apply panel vector error correction model estimated with Engle & Grangers (1987) two-step procedure. READ MORE