Sökning: "ARDL cointegration"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden ARDL cointegration.

  1. 1. Gasoline prices effect on public transportation: A study of Chicago : A study of the cross-price elasticity between gasoline prices and public transportation in a metropolitan setting.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Melker Bergman; [2023]
    Nyckelord :Cross-price elasticity; ARDL; gasoline prices; public transportation;

    Sammanfattning : This thesis explores the cross-price elasticity of rail and bus usage with gasoline prices. This is done to see how the short-run cross price elasticity has changed and to see if the same long-run relationship can be seen in the long run as previous pooled models. LÄS MER

  3. 2. Macroeconomic Determinants of Sovereign Credit Risk

    Kandidat-uppsats,

    Författare :Adam Aleb; Rashid Hassan; [2022-07-04]
    Nyckelord :Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Sammanfattning : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. LÄS MER

  4. 3. Effekter av Federal Reserves kvantitativa lättnader på NASDAQ-100

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Bavneet Singh; Loke Hagberg; [2021]
    Nyckelord :;

    Sammanfattning : Vid en ekonomisk kris är den konventionella lösningen för att komma ur den en räntesänkning. När den konventionella lösningen inte längre ger någon effekt, vänder centralbanker sig till okonventionell penningpolitik. Okonventionella penningpolitiken som diskuteras i denna uppsats är kvantitativa lättnader (QE). LÄS MER

  5. 4. FDI, human capital and economic performance in Mexico : An ARDL cointegration and Granger causality approach

    Master-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Tilda Fredriksson; [2020]
    Nyckelord :Foreign direct investment; Human capital; Economic Performance; ARDL cointegration; Granger causality;

    Sammanfattning : The nexus among foreign direct investment (FDI) inflows and the Mexican economic growth has been the subject of a number of recent papers. Yet, previous studies frequently overlook its relationship to human capital and consequently ignore potential interlinkages between the variables. LÄS MER

  7. 5. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland

    Magister-uppsats,

    Författare :Emil Sköld; [2020]
    Nyckelord :Unemployment; oil price; oil price uncertainty; interest rate; cointegration; causality; small open economies;

    Sammanfattning : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. LÄS MER