Sökning: "Frederick Asafo-Adjei Sarpong"

Hittade 1 uppsats innehållade orden Frederick Asafo-Adjei Sarpong.

  1. 1. Testing Granger causality with application to Exchange rates for Swedish kronor with GB pound and US dollar

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Sadia Usman; Frederick Asafo-Adjei Sarpong; [2009]
    Nyckelord :Unit Root; VAR model; Granger Causality; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

    Sammanfattning : This thesis undertakes the Causality study with application to exchange rates for Swedish kronor (SEK) with GB pound (£) and US dollar ($) in the frame work of vector Autoregressive (VAR) model. We present the theory behind the Granger Causality, unit roots and vector auto-regression. The Augmented Dickey-Fuller test for unit roots is performed. LÄS MER