Essays about: "unit root test"

Showing result 6 - 10 of 57 essays containing the words unit root test.

1. 6. Effects of Energy Poverty

   University essay from Södertörns högskola/Nationalekonomi

   Author : Obiekwe Edwin Anaso; [2022]
   Keywords : Energy Poverty; Ecological Footprint; Sustainability; Rewable Energy; Economic Development;

   Abstract : This study examined the relationship between energy poverty and environmental quality using panel data of 9 ECOWAS nations for the period of 2000 to 2020. The study adopted cross-sectional Augmented Im, Pesaran, and Shinpanel unit root test and the panel non-linear Autoregressive Distributed Lag techniques as analytical tools with Foreign Direct Investment (FDI) and Gross Domestic Product (GDP) per capita as control variables. READ MORE

3. 7. DETERMINANTS OF INFLATION IN ETHIOPIA FROM 1980 to 2019

   University essay from Umeå universitet/Nationalekonomi

   Author : Robera Gadisa Adugna; [2021]
   Keywords : ;

   Abstract : This study examines the determinants of inflation in Ethiopia, using Vector Error Correction Model (VECM) by using annual time series data from 1980 to 2019. Augmented Dickey-Fuller unit root test indicated that the variables are integrated of order one. However, the variables transformed to stationary by taking the first difference. READ MORE

4. 8. The market efficiency during and after the financial crisis : A study based on the efficiency of the Nordic countries

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Sosan Trakhili; [2021]
   Keywords : ;

   Abstract : The efficient market hypothesis is about if available information are reflected in the stock price and that it should be impossible to predict the market and make abnormal returns. This is a quantitative study which aim to investigate if there is any difference in market efficiency on Nordic stock markets during and after the financial crisis of 2008. READ MORE

5. 9. Relationship between Real Estate Industry and Stock Market in China

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Zeyu Di; [2020]
   Keywords : real estate; stock market; causal relationship; asset allocation; economic area; portfolio; Chinese provinces;

   Abstract : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. READ MORE

6. 10. 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