Sökning: "Unit root tests"

Visar resultat 1 - 5 av 43 uppsatser innehållade orden Unit root tests.

  1. 1. Hysteresis fakta eller fiktion - en studie om arbetslöshet i Sverige

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Felix Blomström; Linus Jerksten; [2022-07-14]
    Nyckelord :;

    Sammanfattning : Hysteresis is an often discussed phenomenon in the field of labor economics. Hysteresis is theoretically defined as a temporary decline in labor demand, which lingers and creates a permanent higher rate of unemployment. LÄS MER

  3. 2. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Basak Edizgil; [2022]
    Nyckelord :Stock Returns; Exchange Rates; Panel Smooth Transition Regression Model; Non-linear; Pedroni Panel Cointegration;

    Sammanfattning : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. LÄS MER

  4. 3. A Comparative Study of the KPSS and ADF Tests in terms of Size and Power

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Lina Sjösten; [2022]
    Nyckelord :Stationarity; unit root; time series; simulation; trend; ARIMA; parameter value; sample size;

    Sammanfattning : This thesis investigates through simulation why tests of unit root and stationarity occasionally result in different conclusions. The thesis focusses on the KPSS test and the ADF test and both review cases with and without a trend. LÄS MER

  5. 4. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Viktor Pettersson; Noah Stjernberg; [2022]
    Nyckelord :Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

    Sammanfattning : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. LÄS MER

  7. 5. Hur väl har euron anpassat sig till PPP jämnvikten sedan införandet?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oliver Winchester; Lucas Sammarco; [2021]
    Nyckelord :EMU; purchasing power parity; nominal exchange rate regime; panel unit root test; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine whether the real imbalances that have arisen in the economy since the introduction of the euro are improving over time. By using panel data to test for a unit root in and measuring the half-life of eleven euro countries’ real exchange rates under different exchange rate systems from 1957 to 2019, we can investigate how the euro has affected the deviations from the PPP equilibrium. LÄS MER