Essays about: "unit root test and cointegration"

Showing result 1 - 5 of 15 essays containing the words unit root test and cointegration.

1. 1. 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. 2. The Effects of Economic Growth, Energy Consumption, Trade, Urbanization, and Financial development on CO2 Emissions in Canada

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Fia Andersson; [2019]
   Keywords : Canada; Environmental Kuznets Curve; CO2 Emissions; Autoregressive Distributed Lag Method; Vector Error Correction Model; Business and Economics;

   Abstract : A noteworthy cause of climate change is the amount of CO2 emissions released into the atmosphere. This study´s objective, therefore, is to examine the relationship between CO2 emissions, economic growth, energy consumption, urbanization, trade and financial development in the case of Canada, one of the largest CO2 emitters both in per capita and in absolute terms, over the period 1960-2014. READ MORE

4. 3. 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

5. 4. Bitcoin and Stock Market Indexes Causality

   University essay from Högskolan i Jönköping/Internationella Handelshögskolan

   Author : Efe Akinci; Jing Li; [2018]
   Keywords : Bitcoin; Stock Markets; Augmented Dickey-Fuller; Cointegration; Granger Causality;

   Abstract : This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are Japan, Russia, South Korea, Sweden and the United States. The time-period examined is from 2013 to 2017 and all the tests are conducted based on daily data. READ MORE

6. 5. Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Johanna Melinder; Katja Melnikova; [2016]
   Keywords : Cointegration; Housing prices; Stock prices; Interest rates; Stockholm region; Johansen’s test; Unit root;

   Abstract : This study examines the dynamic interaction between housing prices, stock prices and the repo rate in the Stockholm region by using the Johansen tests for cointegration. Several studies have been done on this topic, but the results are mixed across the world, and not many have been done in Scandinavia. READ MORE