Sökning: "Granger Approach"

Visar resultat 1 - 5 av 41 uppsatser innehållade orden Granger Approach.

1. 1. 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

3. 2. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Alice Hindersson; Siri Jäderberg; [2023]
   Nyckelord :Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

   Sammanfattning : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. LÄS MER

4. 3. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

   Master-uppsats, Södertörns högskola/Nationalekonomi

   Författare :Josephine Andersson; Kristina Everstova; [2022]
   Nyckelord :Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

   Sammanfattning : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. LÄS MER

5. 4. The Impact of Swedish Public Finance Factors on the Local Real Estate Market : Based on the GMM PVAR Approach

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Jiayu Zhang; [2022]
   Nyckelord : Public Investments ; Real Estate Market ; GMM PVAR Model ; Offentliga investeringar ; Fastighetsmarknaden ; GMM PVAR-modell ;

   Sammanfattning : Real estate market prices have proven to be influenced by many driving factors. As suggested by Tiebout's (1956) model, the level of public services was believed to influence people's decision to move geographically, which was called "voting with their feet". LÄS MER

7. 5. Economic growth and environmental degradation in Ethiopia : An Environmental Kuznets Curve Hypothesisanalysis approach

   Master-uppsats, Umeå universitet/Nationalekonomi

   Författare :Robera Adugna; [2022]
   Nyckelord :;

   Sammanfattning : The main objective of this study was to investigate the relationship between GDP per capitaand carbon dioxide emission per capita in Ethiopia from 1981 to 2020. All the variables in thispaper are stationary in their difference. Johansen cointegration is chosen over the Engel-Granger approach due to the presence of two cointegration equations. LÄS MER