Sökning: "Johansen Cointegration Test"
Visar resultat 1 - 5 av 35 uppsatser innehållade orden Johansen Cointegration Test.
1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?
Magister-uppsats, Jönköping University/Internationella HandelshögskolanSammanfattning : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. LÄS MER
2. The impact of macroeconomic variables on the Swedish stock market : A VECM approach
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/NationalekonomiSammanfattning : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. LÄS MER
3. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. LÄS MER
4. Finansiella tillgångar och konsumtion- En analys av svensk data på kort och lång sikt
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : Household consumption is a key determinant of the Swedish economy. Furthermore, the evidence of recent studies show the effects from the financialization, which has shifted the role of certain components of growth of the Swedish economy for the past 20 years. LÄS MER
5. ANALYZING THE SUSTAINABILITY OF SWEDISH FISCAL POLICY : Johansen cointegration approach
Magister-uppsats, Umeå universitet/NationalekonomiSammanfattning : Fiscal policy in Sweden has varied heavily over the last 50 years, from being a distributive tool during most of the 20th century to strongly focusing on stabilization policies in the 1980s and 90s. This study examines the sustainability of Swedish fiscal policy in terms of public debt between 1800 and 2019 using data from Mauro et al. (2013). LÄS MER