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Showing result 21 - 25 of 46 essays matching the above criteria.

  1. 21. The Effects of Government Policies on Real Estate Sector

    University essay from KTH/Fastigheter och byggande

    Author : Tuuli Kouki; [2018]
    Keywords : Real estate; real estate market; government policies; fiscal policy; monetary policy; causality; cointegration; Granger causality; Fastighet; fastighetsmarknaden; regeringenspolitik; finanspolitik; penningpolitik; kausalitet; samverkan; Granger kausalitet;

    Abstract : The study investigates the linkages between government policies and the real estate sector via a case study that was carried out on the Japanese market. The applicability of the results were then discussed in terms of whether similar trends could be seen in other economies facing similar demographic and economic issues as Japan. READ MORE

  3. 22. Does economic policy uncertainty affect stock market returns in Sweden?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hjalmar Skog; [2018]
    Keywords : policy uncertainty; economic uncertainty; stock market returns; Sweden; VAR;

    Abstract : Earlier studies have shown that Economic Policy Uncertainty (EPU) in the US affects different macroeconomic and financial variables in the US and in various European countries, among them Sweden. The relationship between EPU in Sweden (a novel index) and the stock market in Sweden have not been studied. READ MORE

  4. 23. The "Twin Deficits" Problem in Eurozone

    University essay from Göteborgs universitet/Graduate School

    Author : Georgios Kalpaxidis; [2017-07-28]
    Keywords : ;

    Abstract : This thesis aims to determine the causality between current account deficits and budget deficits in Greece, Portugal, Italy and Spain during 1999-2015, which is the time period after the introduction of Euro. The econometric analysis begins with Granger causality tests of the relationship between current account and budget deficits. READ MORE

  5. 24. Key Economic Sector Nexus and their Granger Causality with Electricity in Tanzania

    University essay from Göteborgs universitet/Graduate School

    Author : Emmanuel Ngereja; [2016-10-05]
    Keywords : multivariate; Augmented Dickey Fuller; Autoregressive Distributive Lag; Tanzania; Vector Error Correction Model; Vector Autoregressive; energy dependency;

    Abstract : This thesis uses annual data from 1970 - 2014 to investigate Granger causality between electricity production and key growth contributors in Tanzania. The multivariate analysis is done using Autoregressive Distributed Lag (ARDL) to check for co-integration; the Vector Error Correction (VEC) and Vector Autoregressive (VAR) models are employed for co-integrated and non-co-integrated variables respectively. READ MORE

  6. 25. The Causal Relationship Between Saving and Growth : Case of Colombia, Mexico, Sweden and the UK

    University essay from Umeå universitet/Nationalekonomi

    Author : Peyman Razaghi Khamsi; [2016]
    Keywords : ;

    Abstract : This paper uses a vector error correction model (VECM) and the unrestricted vector autoregressive (VAR) model combined with Granger causality in order to determine the casual direction between saving and growth. The countries being studied are Colombia, Mexico, Sweden and the UK. READ MORE