Sökning: "Panel Vector Autoregressive models"

Hittade 2 uppsatser innehållade orden Panel Vector Autoregressive models.

1. 1. Approaching reverse causality with a Two-Stages Panel VAR: an application to growth and institutions

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Alice Dominici; [2018]
   Nyckelord :Panel Vector Autoregressive models; Reverse Causality; Institutions; Economic Development; Social Capital;

   Sammanfattning : A number of florid academic debates in the field of empirical economics are characterized by vivid discussions around the issue of reverse causality. One of these is the discourse around the relationship between institutional quality and growth. LÄS MER

3. 2. Tobin’s Q theory and regional housing investment : Empirical analysis on Swedish data

   Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

   Författare :Per Sax Kaijser; [2014]
   Nyckelord :Tobin’s Q; Housing investment; Regional data; VECM; ARDL; Fixed Effects model; Granger Causality;

   Sammanfattning : This thesis investigates the relationship between Tobin’s Q and regional housing investment in Sweden for the time period of 1998-2012. The relationship is tested through estimation of two models for time-series analysis, a vector error correction model (VECM) and an autoregressive distributed lag (ARDL) model. LÄS MER