Sökning: "Sadia Usman"
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1. Testing Granger causality with application to Exchange rates for Swedish kronor with GB pound and US dollar
Magister-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis undertakes the Causality study with application to exchange rates for Swedish kronor (SEK) with GB pound (£) and US dollar ($) in the frame work of vector Autoregressive (VAR) model. We present the theory behind the Granger Causality, unit roots and vector auto-regression. The Augmented Dickey-Fuller test for unit roots is performed. LÄS MER
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