Sökning: "Cointegration"

Visar resultat 31 - 35 av 216 uppsatser innehållade ordet Cointegration.

  1. 31. De svenska hushållens sparande : Vilka faktorer påverkar sparkvoten? En reflektion under den rådande Corona-pandemin.

    Kandidat-uppsats, Högskolan Väst/Avd för juridik, ekonomi, statistik och politik

    Författare :Hanna Hillefors; Nathalie Isaksson; [2021]
    Nyckelord :Savings ratio; Household saving; Sweden; Corona-pandemic; Precautionary savings; Standard buffer-stock model; Error Correction Model.; Sparkvot; Hushållens sparande; Sverige; Corona-pandemin; Försiktighetssparandet; Standard buffertlager-modellen; Error Correction Model.;

    Sammanfattning : The savings ratio for Swedish households is record-breaking and Sweden, together with the rest of the world, is currently in the middle of a pandemic. What drives individuals to save is based on a number of different factors that previous research has concluded. LÄS MER

  3. 32. Energy Consumption as a Leading Factor of CO2 Emissions. Is the EKC still valid for the United States?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Muhammad Zohaib; Ester Trutwin; [2021]
    Nyckelord :EKC; CO2 emissions; GDP; aggregated and disaggregated energy consumption; Cointegration; VECM; Granger causality; US; Business and Economics;

    Sammanfattning : The objective of this paper is to examine the long-run relationship between CO2 emissions, economic output (GDP), and energy consumption in the US during the period 1960-2015. Energy consumption is investigated in its aggregated and disaggregated form i.e. LÄS MER

  4. 33. The Dynamics of Swedish House Prices in the 20th and 21st Century

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Theo Herold; [2021]
    Nyckelord :house prices; housing market; Sweden; cointegration; VECM; Business and Economics;

    Sammanfattning : Using data spanning from 1910 to 2020, house price dynamics of Stockholm and Gothenburg are found to be significantly affected by income, household debt, interest rates, construction costs and immigration. Real house prices in Stockholm and Gothenburg exhibit debt elasticities of 1.34 and 1. LÄS MER

  5. 34. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Massimiliano Severi; [2021]
    Nyckelord :Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

    Sammanfattning : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. LÄS MER

  7. 35. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Anna Carlsson; Jonas Holm; [2021]
    Nyckelord :;

    Sammanfattning : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. LÄS MER