Sökning: "Error Correction Model ECM"
Visar resultat 1 - 5 av 20 uppsatser innehållade orden Error Correction Model ECM.
1. Geographical distribution of the Swedish gasoline tax
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This study examines if inhabitants of different municipalities in Sweden are more harshly affected given an increase in gasoline tax. This is done by examining the demand elasticities and consumer surplus loss using a panel Error Correction Model. LÄS MER
2. Public Debt and Economic Growth: An Empirical Evidence from Pakistan
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper examines the relationship between public debt and economic growth of Pakistan. For this purpose, the study employs annual time series data of Pakistan from 1976 to 2018. Auto Regressive Distributed Lag (ARDL) approach is utilized to investigate the short as well as long run relationships between the variables. LÄS MER
3. Effects of exchange rate changes on the Zambi's trade balance
Kandidat-uppsats, Högskolan Väst/Avd för juridik, ekonomi, statistik och politikSammanfattning : In this paper, we examined the effects of real effective exchange rate (REER) changes on the Zambia´s trade balance, and whether the Marshal-Lerner condition (M-Lerner condition) and the Jcurve effect are satisfied in Zambia following the depreciation of the Zambian Kwacha (ZMK) against the U.S. dollar. LÄS MER
4. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. LÄS MER
5. A Valuation of the Swedish Real Estate Market. An Autoregressive Distributed Lagged Model Approach.
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : I study the valuation of the Swedish real estate market by using an error correction model (ECM). I estimate an ECM by using an autoregressive distributed lag model (ARDL). By choosing an ARDL model, this paper overcomes previous critic; that all variables are assumed to be integrated of the same order. LÄS MER