Sökning: "Granger Causality test"

Visar resultat 1 - 5 av 73 uppsatser innehållade orden Granger Causality test.

  1. 1. Credit Fuelled Asset Prices and Financial Stability - Is there a causal relationship between credit growth and stock market prices?

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

    Författare :Evelina Johansson; Peter Stelleck; [2018-07-05]
    Nyckelord :;

    Sammanfattning : This thesis investigates the causal relationship between credit growth and stock market prices over the time period 1981-2017 in the US, the UK and Sweden. By performing a Granger causality test to examine if credit affects stock market prices, we find evidence that there is no statistically significant Granger causality. LÄS MER

  2. 2. Energy Consumption, CO2 Emissions and Economic Growth : Sweden's case

    Magister-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Negin Bazarcheh Shabestari; [2018]
    Nyckelord :economic growth; energy consumption; CO2 emissions; Vector Error Correction model;

    Sammanfattning : The main purpose of this study is to examine the causal relations between energy use, CO2 emissions and economic growth for Sweden. Vector Error Correction model with annual data from 1970 to 2016 has been used in order to determine potential causality between the variables. LÄS MER

  3. 3. How Google Search Trends Can Be Used as Technical Indicators for the S&P500-Index : A Time Series Analysis Using Granger’s Causality Test

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Albin Granell; Filip Carlsson; [2018]
    Nyckelord :;

    Sammanfattning : This thesis studies whether Google search trends can be used as indicators for movements in the S&P500 index. Using Granger's causality test, the level of causality between movements in the S&P500 index and Google search volumes for certain keywords is analyzed. LÄS MER

  4. 4. Linkage between FinTech and Traditional Financial Sector in U.S. : Comparative Study during and after Global Financial Crisis

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Chunyan Chen; Ziyi Zhang; [2018]
    Nyckelord :Fintech; Traditional financial sector; Granger causality; Toda Yamamoto; linkage;

    Sammanfattning : Background: In 2008, the financial crisis led to the deterioration of the global economy. The financial industry suffered severe setbacks. On the one hand, regulators strengthened their supervision over financial institutions and raised capital requirements. On the other hand, publics’ confidence in financial institutions declined. LÄS MER

  5. 5. Export, FDI and Economic Growth in Mercosur: The causal relationship and effect of trade liberalisation

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sofia Lundgren; [2018]
    Nyckelord :Export; foreign direct investment; economic growth; Mercosur; Granger Causality test; Business and Economics;

    Sammanfattning : Researchers agree that there exist a close connection between export, foreign direct investment and economic growth, still they do not agree about the causal relationships between them. Latin America has over the last decades faced several economic crises. LÄS MER