Sökning: "Cointegration"

Visar resultat 26 - 30 av 216 uppsatser innehållade ordet Cointegration.

  1. 26. Corporate Tax Rates and Economic Growth- A panel study of private investment in the OECD countries

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :André Esmaili; Kim Lif; [2021-06-30]
    Nyckelord :Corporate tax rate; Economic growth; GFCF; Cost of capital; Granger- causality; Panel cointegration;

    Sammanfattning : Since the 1980s the corporate tax rate of the OECD countries has been on a downward trend, moving from levels of about 44 percentage points on average down to about 25 percentage points in the 2010s. The objective of this thesis is therefore to study the fall of the corporate tax rate and its impact on private investment in the OECD countries in order to evaluate the efficacy of the corporate tax rate as a tool for policymakers. LÄS MER

  3. 27. The effect of rising interest rates on Swedish condominium prices.

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

    Författare :Emil Bengtsson; Simon Påhlman; [2021-02-10]
    Nyckelord :Condominium prices; mortgage rate; interest rate; inflation; unemployment; GDP; equity wipe out; confidence; Animal spirit; VECM; Sweden; rising interest rate;

    Sammanfattning : This study examines the effects of rising interest rates on condominium prices in Sweden using the Vector Error Correction Model (VECM). There have been several studies across the globe that have examined the relationship between house prices and interest rates, while the condominium segment has not been greatly covered. LÄS MER

  4. 28. 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. 29. The CCE model applied to the nexus of real GDP and the insurance market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Isak Werner; [2021]
    Nyckelord :Insurance market; economic development; cross-sectional dependence; cointegration; CCE estimation.; Business and Economics;

    Sammanfattning : Existing studies on the relationship between the insurance market and economic development tend to use empirical methods that rely on the unrealistic assumption of cross-sectional independence. This thesis aims to highlight the drawbacks of this assumption. LÄS MER

  7. 30. The impact of macroeconomic variables on the Swedish stock market

    Magister-uppsats, Karlstads universitet

    Författare :John Johansson; Anton Rudberg; [2021]
    Nyckelord :Macroeconomic variables; Swedish stock market; Cointegration; Granger causality; Makroekonomiska variabler; Svenska aktiemarknaden; Samintegrering; Granger kausalitet;

    Sammanfattning : The main objective of this thesis is to find information of how, or if, the selected macroeconomic variables consumer price index, interest rate, exchange rate, industrial production, oil price and money supply have affected the Swedish stock market (OMXafgx) during the time-period 1973-2017. Findings in this research proves that all variables are co-integrated with the Swedish stock market, but only one of the variables selected, industrial production, have a short- and a longrun relationship affecting the Swedish stock market. LÄS MER