Essays about: "var granger"

Showing result 1 - 5 of 46 essays containing the words var granger.

  1. 1. Democracy and Socio-Economic Development in Argentina

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Bart Westerveld; [2023]
    Keywords : Argentina; political regimes; democracy; regime durability; socioeconomic development; Business and Economics;

    Abstract : The goal of this paper is to examine the relationship between democracy and socio-economic development in Argentina. Argentina was chosen due to its dynamic political history, and because economically it is a unique country, having faced strong economic decline last century. READ MORE

  3. 2. Export-Led Development in China: Examining the Role of Exports in Driving Economic Growth

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Wendla Hamberg; [2023]
    Keywords : Industrialization; import substitution; export promotion; export-led growth theory; industrialization approaches; GDP growth; exports; foreign direct investment; gross fixed capital formation; population growth; imports; causality; statistical significance; Business and Economics;

    Abstract : This research examines the relationship between Exports and GDP Growth as China transitioned from Import Substitution (IS) to Export Promotion (EP) as their strategy to industrialize. China has experienced remarkable economic growth over the years, becoming one of the world’s largest economies. READ MORE

  4. 3. Interest rates and their impact on the stock market : Evidence from Sweden

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Felicia Andersson; Robin Fogelberg; [2023]
    Keywords : Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

    Abstract : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. READ MORE

  5. 4. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alice Hindersson; Siri Jäderberg; [2023]
    Keywords : Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

    Abstract : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. READ MORE

  6. 5. Statistical Analysis on Aerodynamics of Passenger Vehicles

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Dingkang Peng; [2023]
    Keywords : statistics; aerodynamics; automotive engineering; causality; time series; cluster analysis;

    Abstract : This thesis aims to use statistical methods to analyze wind tunnel data generated in automotive aerodynamics testing to understand the properties of aerodynamic force and pressure in a vehicle's working environment. The data used for analysis are visualized, clustered and finally analyzed for Granger causality to see whether a causal link exists between different variables. READ MORE