Sökning: "Panel Unit Root"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden Panel Unit Root.

  1. 1. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Basak Edizgil; [2022]
    Nyckelord :Stock Returns; Exchange Rates; Panel Smooth Transition Regression Model; Non-linear; Pedroni Panel Cointegration;

    Sammanfattning : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. LÄS MER

  3. 2. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Viktor Pettersson; Noah Stjernberg; [2022]
    Nyckelord :Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

    Sammanfattning : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. LÄS MER

  4. 3. Effects of Energy Poverty

    Master-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Obiekwe Edwin Anaso; [2022]
    Nyckelord :Energy Poverty; Ecological Footprint; Sustainability; Rewable Energy; Economic Development;

    Sammanfattning : This study examined the relationship between energy poverty and environmental quality using panel data of 9 ECOWAS nations for the period of 2000 to 2020. The study adopted cross-sectional Augmented Im, Pesaran, and Shinpanel unit root test and the panel non-linear Autoregressive Distributed Lag techniques as analytical tools with Foreign Direct Investment (FDI) and Gross Domestic Product (GDP) per capita as control variables. LÄS MER

  5. 4. Hur väl har euron anpassat sig till PPP jämnvikten sedan införandet?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oliver Winchester; Lucas Sammarco; [2021]
    Nyckelord :EMU; purchasing power parity; nominal exchange rate regime; panel unit root test; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine whether the real imbalances that have arisen in the economy since the introduction of the euro are improving over time. By using panel data to test for a unit root in and measuring the half-life of eleven euro countries’ real exchange rates under different exchange rate systems from 1957 to 2019, we can investigate how the euro has affected the deviations from the PPP equilibrium. LÄS MER

  7. 5. Relationship between Real Estate Industry and Stock Market in China

    Master-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Zeyu Di; [2020]
    Nyckelord :real estate; stock market; causal relationship; asset allocation; economic area; portfolio; Chinese provinces;

    Sammanfattning : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. LÄS MER