Sökning: "Granger-causality"
Visar resultat 1 - 5 av 176 uppsatser innehållade ordet Granger-causality.
1. Exploring the Determinants of Agricultural Commodity Returns
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. LÄS MER
2. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. LÄS MER
3. The impact of financial intermediation on economic growth in East African Community (EAC) and North African countries
Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)Sammanfattning : This thesis investigates the impact of financial intermediation on economic growth in two regions: the East African Community (EAC) countries (Burundi, Kenya, Tanzania, Rwanda, and Uganda) and North African countries (Algeria, Egypt, Morocco, and Tunisia). The study analyzes the regions employing a Granger causality test and explores if financial intermediation influences economic growth. LÄS MER
4. Unveiling the Predictive Power
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. LÄS MER
5. Democracy and Socio-Economic Development in Argentina
Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionenSammanfattning : 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. LÄS MER