Sökning: "Error Correction Model ECM"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden Error Correction Model ECM.

  1. 1. Geographical distribution of the Swedish gasoline tax

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sebastian Mårtensson; [2020]
    Nyckelord :gasoline; Error Correction Model; ECM; panel; Sweden; swedish; externalities; environment; municipalities; Consumer Surplus; map; maps; Business and Economics;

    Sammanfattning : This study examines if inhabitants of different municipalities in Sweden are more harshly affected given an increase in gasoline tax. This is done by examining the demand elasticities and consumer surplus loss using a panel Error Correction Model. LÄS MER

  3. 2. Public Debt and Economic Growth: An Empirical Evidence from Pakistan

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Muhammad Zohaib; [2020]
    Nyckelord :Public Debt; Economic Growth; Domestic debt; External debt; Business and Economics;

    Sammanfattning : This paper examines the relationship between public debt and economic growth of Pakistan. For this purpose, the study employs annual time series data of Pakistan from 1976 to 2018. Auto Regressive Distributed Lag (ARDL) approach is utilized to investigate the short as well as long run relationships between the variables. LÄS MER

  4. 3. Effects of exchange rate changes on the Zambi's trade balance

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

    Författare :Justine Kuntashula; [2020]
    Nyckelord :Zambia´s trade balance; real effective exchange rate; M-L condition; J- curve effect;

    Sammanfattning : In this paper, we examined the effects of real effective exchange rate (REER) changes on the Zambia´s trade balance, and whether the Marshal-Lerner condition (M-Lerner condition) and the Jcurve effect are satisfied in Zambia following the depreciation of the Zambian Kwacha (ZMK) against the U.S. dollar. LÄS MER

  5. 4. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

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

    Författare :Jerry Aaltonen; Bowen Li; [2019]
    Nyckelord :REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Sammanfattning : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. LÄS MER

  7. 5. A Valuation of the Swedish Real Estate Market. An Autoregressive Distributed Lagged Model Approach.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alexander Winberg; [2017-07-28]
    Nyckelord :;

    Sammanfattning : I study the valuation of the Swedish real estate market by using an error correction model (ECM). I estimate an ECM by using an autoregressive distributed lag model (ARDL). By choosing an ARDL model, this paper overcomes previous critic; that all variables are assumed to be integrated of the same order. LÄS MER