Sökning: "Autoregressive Distributive Lag"

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

    Master-uppsats, Göteborgs universitet/Graduate School

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

    Sammanfattning : 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. LÄS MER