Essays about: "unit root test"

Showing result 11 - 15 of 57 essays containing the words unit root test.

  1. 11. Forecasting of ExchangeRate: Autoregressive modelsvs. XGBoost

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Moaz Alhomsi; Hinda Ahmed; [2020]
    Keywords : ;

    Abstract :  In international economics and trading, the exchange rate is important. Forecasting theexchange rate helps in minimizing risks and maximizing profits. The study attempts to test threemodels to forecast EUR/USD exchange rate. READ MORE

  3. 12. 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. 13. The role of banking sector performance for renewable energy consumption : a panel study for 124 countries between the years 1998 -2012

    University essay from SLU/Dept. of Economics

    Author : Elin Näsström; [2019]
    Keywords : bank sector; banking performance; CO2 emissions; energy investments; energy security; financial development; renewable energy; renewable energy consumption; panel data; income groups;

    Abstract : Renewable energy has in recent years become an important component of world energy consumption since it holds the characteristics of decreasing carbon oxide emissions while at the same time being able to meet the future increase in energy demand. To secure future universal access to modern energy, large investments in renewable energy technology are required. READ MORE

  5. 14. On the use of integer and fractional flexible Fourier form Dickey-Fuller unit root tests

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Marcus Nordström; [2018]
    Keywords : Fractional frequency flexible Fourier form; Unit root test; Structural break; Smooth break; Nonlinear trend; Business and Economics;

    Abstract : In this paper we propose the use of a new set of conservative critical values for the flexible Fourier form Dickey-Fuller unit root test when the Fourier frequency is estimated. We consider both the integer frequency and the fractional frequency version of the test and investigate their size and power properties. READ MORE

  6. 15. Bitcoin - Monero analysis: Pearson and Spearman correlation coefficients of cryptocurrencies

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Angelos Kalaitzis; [2018]
    Keywords : Bitcoin; Monero; S P500; VIX; correlation; unit root; ADF test; Pearson correlation coefficient; Spearman correlation coefficient.;

    Abstract : In this thesis, an analysis of Bitcoin, Monero price and volatility is conducted with respect to S&P500 and the VIX index. Moreover using Python, we computed correlation coefficients of nine cryptocurrencies with two different approaches: Pearson and Spearman from July 2016 -July 2018. READ MORE