Sökning: "Engle Granger"

Visar resultat 1 - 5 av 31 uppsatser innehållade orden Engle Granger.

  1. 1. Global and Ethiopian Cereal Prices: Does the Law of One Price hold in the long run?

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

    Författare :Heba Abbas; Borgström Annina; [2024-02-12]
    Nyckelord :Ethiopia; cereal; food prices LOP;

    Sammanfattning : Like many other countries in the world, Ethiopia is currently facing significant challenges with high food prices. The high food prices affect cereals such as teff, sorghum, and maize which are staple foods in the Ethiopian diet. This study investigates the relationship between cereal prices in Ethiopia and the world market price of cereals. LÄS MER

  3. 2. Is Bitcoin a Safe Haven?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Stockfors; [2023]
    Nyckelord :Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

    Sammanfattning : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. LÄS MER

  4. 3. Oil and Dutch Disease : The case of Nigeria

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

    Författare :Josef Sindre; [2023]
    Nyckelord :Dutch Disease; Nigeria; Agricultural sector; Natural resources;

    Sammanfattning : This essay examines the impact of the phenomenon of Dutch Disease on the agriculture sector in Nigeria since the beginning of the 1980s. Dutch Disease is a misfortune that generally affects resource-rich countries due to exploiting and exporting their natural resources. LÄS MER

  5. 4. Finansiella tillgångar och konsumtion- En analys av svensk data på kort och lång sikt

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

    Författare :Emilia Akbary; Isak Sauli; [2021-07-02]
    Nyckelord :;

    Sammanfattning : Household consumption is a key determinant of the Swedish economy. Furthermore, the evidence of recent studies show the effects from the financialization, which has shifted the role of certain components of growth of the Swedish economy for the past 20 years. LÄS MER

  7. 5. Are there signs of a bubble? : An analysis of the Luxembourg real estate market

    Kandidat-uppsats, Jönköping University

    Författare :Paul Pawlowski; Patrick Beividas de Souza; [2021]
    Nyckelord :Real Estate Market; Bubbles; Cointegration;

    Sammanfattning : Luxembourg has seen an unprecedented rise in homeownership prices in the last decade, hinting the existence of a speculatory bubble. Housing bubbles can have catastrophic effects on surrounding economies, so identifying them is paramount. LÄS MER