Sökning: "Granger- causality"

Visar resultat 6 - 10 av 186 uppsatser innehållade orden Granger- causality.

  1. 6. Export-Led Development in China: Examining the Role of Exports in Driving Economic Growth

    Kandidat-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Wendla Hamberg; [2023]
    Nyckelord :Industrialization; import substitution; export promotion; export-led growth theory; industrialization approaches; GDP growth; exports; foreign direct investment; gross fixed capital formation; population growth; imports; causality; statistical significance; Business and Economics;

    Sammanfattning : This research examines the relationship between Exports and GDP Growth as China transitioned from Import Substitution (IS) to Export Promotion (EP) as their strategy to industrialize. China has experienced remarkable economic growth over the years, becoming one of the world’s largest economies. LÄS MER

  3. 7. Interest rates and their impact on the stock market : Evidence from Sweden

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

    Författare :Felicia Andersson; Robin Fogelberg; [2023]
    Nyckelord :Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

    Sammanfattning : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. LÄS MER

  4. 8. A Granger Causality Analysis of China's Energy-Growth Nexus

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Victor Adolfsson Gelati; [2023]
    Nyckelord :Hydropower Consumption; Economic Growth; Granger Causality Test; Business and Economics;

    Sammanfattning : This paper discusses the subject of economic growth and energy usage, focusing on a singular renewable energy source. The aim is to investigate the causal relationship between hydropower consumption and economic growth in China over the period 1965-2021. LÄS MER

  5. 9. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Nsengiyumva Samson; [2023]
    Nyckelord :;

    Sammanfattning : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. LÄS MER

  7. 10. 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