Sökning: "Engle-Granger Co-integration"

Hittade 3 uppsatser innehållade orden Engle-Granger Co-integration.

  1. 1. 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

  3. 2. Productivity Growth Rates in Europe and the USA: A Tale of Convergence in the 21st Century

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Veli Yumuk; [2010]
    Nyckelord :Convergence; Total Factor Productivity; Institutions; neo-Schumpeterian Growth Model; Engle-Granger Co-integration; unit root; Business and Economics;

    Sammanfattning : In mid 90’s, productivity growth rate started to accelerate in the USA. The sources of this resurgence were the IT-producing industry and the IT-using market services. Meanwhile, Europe was still suffering from the low level of productivity growth rates. This fact leads to pessimistic assessments about the economic future of Europe. LÄS MER

  4. 3. Household debt in Sweden an empirical investigation of the determinants of the debt increase from 1980-2009

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sanja Panic; [2010]
    Nyckelord :Household debt; Sweden; Engle-Granger; Life-cycle hypothesis; co-integration; Business and Economics;

    Sammanfattning : The Swedish household debt has been quite high and increasing for the past 30 years. In this thesis I tried to find the underlying reasons for the development in the long-run by using the Engle-Granger two-step model for co-integration but found that there was no co-integration between the household debt to disposable income ratio and the chosen variables. LÄS MER